//--> //--> //-->
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:"Volatility"
subject:"Option pricing theory"
~isPartOf:"Journal of forecasting"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Option pricing theory
Estimation theory
121
Schätztheorie
121
Forecasting model
69
Prognoseverfahren
69
Time series analysis
53
Zeitreihenanalyse
53
Theorie
45
Theory
45
Estimation
18
Schätzung
18
Regression analysis
17
Regressionsanalyse
17
ARCH model
11
ARCH-Modell
11
Volatilität
10
Capital income
9
Kapitaleinkommen
9
USA
8
United States
8
Börsenkurs
7
Share price
7
Bayes-Statistik
5
Bayesian inference
5
Correlation
5
Korrelation
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Robust statistics
5
Robustes Verfahren
5
Causality analysis
4
Forecast
4
Kausalanalyse
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Prognose
4
Risikomaß
4
Risk measure
4
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Taylor, James W.
2
Abraham, Bovas
1
Balakrishna, N.
1
Ben-Zion, Uri
1
Blanco-Fernández, Ángela
1
Chen, Bei
1
Fei, Tianlun
1
Fischer, Henning
1
Gel, Yulia R.
1
He, Mengxi
1
Hu, Yu-pin
1
Jeon, Jooyoung
1
Ke, Tsung-han
1
Li, Zhenwei
1
Liu, Xiaoquan
1
Ma, Zhiren
1
Nonejad, Nima
1
Preminger, Arie
1
Song, Yuping
1
Sun, Xiaoyu
1
Wang, Yudong
1
Wen, Conghua
1
Wen, Danyan
1
Wettstein, David
1
Winker, Peter
1
Zhang, Yaojie
1
more ...
less ...
Published in...
All
Journal of forecasting
Journal of econometrics
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Discussion paper / Tinbergen Institute
27
Economics letters
25
Econometric reviews
22
Journal of empirical finance
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Economic modelling
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
International journal of theoretical and applied finance
16
Quantitative finance
16
CREATES research paper
15
Econometric theory
15
Finance research letters
14
International journal of forecasting
14
Journal of banking & finance
14
SFB 649 discussion paper
14
Journal of financial econometrics
13
Journal of risk and financial management : JRFM
13
The econometrics journal
12
Finance and stochastics
11
The North American journal of economics and finance : a journal of financial economics studies
11
Applied economics
9
Econometrics : open access journal
9
Journal of mathematical finance
9
Asia-Pacific financial markets
8
Computational economics
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
European journal of operational research : EJOR
8
International journal of economics and financial issues : IJEFI
8
International journal of financial engineering
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
NBER Working Paper
8
Working paper
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Discussion papers of interdisciplinary research project 373
7
Journal of economic dynamics & control
7
Risks : open access journal
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
2
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
3
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
4
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
5
Predicting stock return volatility : can we benefit from regression models for return intervals?
Fischer, Henning
;
Blanco-Fernández, Ángela
;
Winker, Peter
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 113-146
Persistent link: https://www.econbiz.de/10011580244
Saved in:
6
Using CAViaR models with implied volatility for value-at-risk estimation
Jeon, Jooyoung
;
Taylor, James W.
- In:
Journal of forecasting
32
(
2013
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10009758719
Saved in:
7
Forecasting volatility with many predictors
Ke, Tsung-han
;
Hu, Yu-pin
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 743-754
Persistent link: https://www.econbiz.de/10010344461
Saved in:
8
Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes
Chen, Bei
;
Gel, Yulia R.
;
Balakrishna, N.
;
Abraham, Bovas
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 51-71
Persistent link: https://www.econbiz.de/10009233916
Saved in:
9
The extended switching regression model : allowing for multiple latent state variables
Preminger, Arie
;
Ben-Zion, Uri
;
Wettstein, David
- In:
Journal of forecasting
26
(
2007
)
7
,
pp. 457-473
Persistent link: https://www.econbiz.de/10003593886
Saved in:
10
Evaluating volatility and interval forecasts
Taylor, James W.
- In:
Journal of forecasting
18
(
1999
)
2
,
pp. 111-128
Persistent link: https://www.econbiz.de/10001368220
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->