//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatilität"
isPartOf:"The journal of finance : the journal of the American Finance Association"
~type_genre:"Aufsatz in Zeitschrift"
~isPartOf:"Journal of quantitative economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Estimation theory
76
Schätztheorie
76
Theorie
24
Theory
24
Estimation
15
CAPM
14
Schätzung
14
USA
14
United States
14
Regression analysis
12
Regressionsanalyse
12
Time series analysis
10
Zeitreihenanalyse
10
Capital income
8
Kapitaleinkommen
8
Volatility
8
Börsenkurs
7
Share price
7
Bayes-Statistik
6
Bayesian inference
6
Forecasting model
6
Prognoseverfahren
6
Exchange rate
4
Instrumental variables
4
Nichtlineare Regression
4
Nonlinear regression
4
Wechselkurs
4
Devisenmarkt
3
Econometrics
3
Foreign exchange market
3
IV-Schätzung
3
India
3
Indien
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Panel
3
Panel study
3
Probability theory
3
Risikoprämie
3
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
8
Language
All
English
8
Author
All
Kayal, Parthajit
2
Maheswaran, S.
2
Alizadeh, Sassan
1
Brandt, Michael W.
1
Braun, Phillip A.
1
Chakravarty, Ranjan R.
1
Diebold, Francis X.
1
Dutta, Sumanjay
1
Jorion, Philippe
1
Khandelwal, Vipul
1
Kumar, Dilip
1
Nelson, Daniel B.
1
Nigam, Rakesh
1
Pani, Sudhanshu
1
Shaik, Muneer
1
Sunier, Alain M.
1
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
Journal of quantitative economics
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Economics letters
24
Econometric reviews
22
Journal of empirical finance
20
Economic modelling
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
15
Econometric theory
14
International journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Econometrics : open access journal
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
7
Applied economics
6
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
European journal of operational research : EJOR
5
Journal of risk
5
The European journal of finance
5
The journal of risk model validation
5
Applied economics letters
4
Applied financial economics
4
Cogent economics & finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A data paradigm to operationalise expanded filtration : realized volatilities and kernels from non-synchronous NASDAQ quotes and trades
Chakravarty, Ranjan R.
;
Pani, Sudhanshu
- In:
Journal of quantitative economics
19
(
2021
)
4
,
pp. 617-652
Persistent link: https://www.econbiz.de/10012663902
Saved in:
2
Information theoretic ranking of extreme value returns
Kayal, Parthajit
;
Dutta, Sumanjay
;
Khandelwal, Vipul
; …
- In:
Journal of quantitative economics
19
(
2021
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012489842
Saved in:
3
Robust volatility estimation with and without the drift parameter
Shaik, Muneer
;
Maheswaran, S.
- In:
Journal of quantitative economics
17
(
2019
)
1
,
pp. 57-91
Persistent link: https://www.econbiz.de/10012418637
Saved in:
4
Modeling and forecasting unbiased extreme value volatility estimator in presence of leverage effect
Kumar, Dilip
- In:
Journal of quantitative economics
16
(
2018
)
2
,
pp. 313-335
Persistent link: https://www.econbiz.de/10012418486
Saved in:
5
Is USD-INR really an excessively volatile currency pair?
Kayal, Parthajit
;
Maheswaran, S.
- In:
Journal of quantitative economics
15
(
2017
)
2
,
pp. 329-342
Persistent link: https://www.econbiz.de/10012418291
Saved in:
6
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
7
Predicting volatility in the foreign exchange market
Jorion, Philippe
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 507-528
Persistent link: https://www.econbiz.de/10001184819
Saved in:
8
Good news, bad news, volatility, and betas
Braun, Phillip A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
5
,
pp. 1575-1603
Persistent link: https://www.econbiz.de/10001191709
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->