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subject:"Volatility"
subject:"Stochastischer Prozess"
~isPartOf:"Handbook of financial time series"
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Volatility
Stochastischer Prozess
Estimation theory
14
Schätztheorie
14
Time series analysis
7
Zeitreihenanalyse
7
Volatilität
6
Stochastic process
5
ARCH model
4
ARCH-Modell
4
Estimation
4
Schätzung
4
Deutschland
2
Germany
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Multivariate Analyse
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Optionspreistheorie
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Sampling
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Statistical inference
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Stichprobenerhebung
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English
8
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Asai, Manabu
1
Chib, Siddhartha
1
Franke, Jürgen
1
Jungbacker, Borus
1
Koopman, Siem Jan
1
Kreiß, Jens-Peter
1
Mammen, Enno
1
Omori, Yasuhiro
1
Phillips, Peter C. B.
1
Renault, Eric
1
Silvennoinen, Annastiina
1
Spokojnyj, Vladimir G.
1
Sørensen, Michael
1
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1
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1
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1
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Handbook of financial time series
Journal of econometrics
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Discussion paper / Tinbergen Institute
37
Economics letters
35
Econometric reviews
29
Economic modelling
27
CREATES research paper
26
Econometric theory
24
Journal of empirical finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
International journal of forecasting
17
Quantitative finance
16
Finance research letters
15
International journal of theoretical and applied finance
15
Journal of banking & finance
15
SFB 649 discussion paper
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
European journal of operational research : EJOR
14
Journal of forecasting
14
Journal of risk and financial management : JRFM
14
The econometrics journal
14
Cowles Foundation discussion paper
13
Econometrics : open access journal
13
Journal of financial econometrics
12
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion papers of interdisciplinary research project 373
11
Mathematics of operations research
11
Computational economics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Finance and stochastics
10
Journal of mathematical finance
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Insurance / Mathematics & economics
9
NBER Working Paper
9
Operations research
9
Working paper
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of economics and financial issues : IJEFI
8
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Varying coefficient GARCH models
Čížek, Pavel
;
Spokojnyj, Vladimir G.
- In:
Handbook of financial time series
,
(pp. 169-185)
.
2009
Persistent link: https://www.econbiz.de/10003833937
Saved in:
2
Multivariate GARCH models
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Handbook of financial time series
,
(pp. 201-229)
.
2009
Persistent link: https://www.econbiz.de/10003833947
Saved in:
3
Moment-based estimation of stochastic volatility models
Renault, Eric
- In:
Handbook of financial time series
,
(pp. 269-311)
.
2009
Persistent link: https://www.econbiz.de/10003833955
Saved in:
4
Parameter estimation and practical aspects of modeling stochastic volatility
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
Handbook of financial time series
,
(pp. 313-344)
.
2009
Persistent link: https://www.econbiz.de/10003833957
Saved in:
5
Multivariate stochastic volatility
Chib, Siddhartha
;
Omori, Yasuhiro
;
Asai, Manabu
- In:
Handbook of financial time series
,
(pp. 365-400)
.
2009
Persistent link: https://www.econbiz.de/10003833972
Saved in:
6
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
;
Yu, Jun
- In:
Handbook of financial time series
,
(pp. 497-530)
.
2009
Persistent link: https://www.econbiz.de/10003834176
Saved in:
7
Parametric inference for discretely sampled stochastic differential equations
Sørensen, Michael
- In:
Handbook of financial time series
,
(pp. 531-553)
.
2009
Persistent link: https://www.econbiz.de/10003834179
Saved in:
8
Nonparametric modeling in financial time series
Franke, Jürgen
;
Kreiß, Jens-Peter
;
Mammen, Enno
- In:
Handbook of financial time series
,
(pp. 927-952)
.
2009
Persistent link: https://www.econbiz.de/10003834268
Saved in:
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