//--> //--> //--> //-->
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
isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Quantitative finance"
~subject:"ARCH model"
~subject:"Noise trading"
~subject:"Stochastischer Prozess"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
ARCH model
Noise trading
Stochastischer Prozess
Estimation theory
109
Schätztheorie
109
Volatilität
31
Time series analysis
30
Zeitreihenanalyse
30
Estimation
27
Schätzung
27
Forecasting model
16
Prognoseverfahren
16
Market microstructure
15
Marktmikrostruktur
15
Risikomaß
14
Risk measure
14
Stochastic process
14
Börsenkurs
13
Capital income
13
Kapitaleinkommen
13
Share price
13
ARCH-Modell
12
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Portfolio selection
12
Portfolio-Management
12
Correlation
10
Korrelation
10
Option pricing theory
10
Optionspreistheorie
10
Theorie
9
Theory
9
Analysis of variance
8
Regression analysis
8
Regressionsanalyse
8
Varianzanalyse
8
CAPM
7
Modellierung
7
Noise Trading
7
more ...
less ...
Online availability
All
Undetermined
17
Free
4
Type of publication
All
Article
43
Type of publication (narrower categories)
All
Article in journal
43
Aufsatz in Zeitschrift
43
Language
All
English
43
Author
All
Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Andreou, Alena
1
Audrino, Francesco
1
Balter, Janine
1
Bayer, Christian
1
Behrendt, Simon
1
Bos, Charles S.
1
Breneis, Simon
1
Bu, Ruijun
1
Caldeira, João F.
1
Canabarro, Askery
1
Cang, Yuquan
1
Capriotti, Luca
1
Carrasco, Marine
1
Chatterjee, Rupak
1
Chen, Yi-ting
1
Chi, Xie
1
Christoffersen, Peter F.
1
Chronopoulou, Alexandra
1
Conrad, Christian A.
1
Di, Jianing
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Favreau, Charles
1
Feng, Dingan
1
Frederiksen, Per
1
Galakis, John
1
Gangopadhyay, Ashis
1
Ghysels, Eric
1
Giet, Ludovic
1
Haag, Berthold R.
1
Hadri, Kaddour
1
Hassler, Uwe
1
Herwartz, Helmut
1
Hizmeri, Rodrigo
1
Hurn, Stan
1
Härdle, Wolfgang
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Quantitative finance
Journal of econometrics
165
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Econometric theory
59
Economics letters
48
Discussion paper / Tinbergen Institute
47
Econometric reviews
38
CREATES research paper
37
Journal of empirical finance
30
Economic modelling
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
The econometrics journal
23
Finance research letters
21
International journal of forecasting
20
Journal of forecasting
20
Journal of banking & finance
19
Journal of financial econometrics
19
SFB 649 discussion paper
18
Journal of risk and financial management : JRFM
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Econometrics : open access journal
16
Computational economics
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
International journal of theoretical and applied finance
15
Cowles Foundation discussion paper
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
European journal of operational research : EJOR
14
Journal of mathematical finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics
13
Applied economics letters
13
Discussion papers of interdisciplinary research project 373
13
International journal of economics and financial issues : IJEFI
13
Journal of risk
13
Journal of time series econometrics
13
Insurance / Mathematics & economics
11
Mathematics of operations research
11
NBER Working Paper
11
Operations research
11
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
10
of
43
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
2
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
3
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
4
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
5
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
6
No arbitrage global parametrization for the eSSVI volatility surface
Mingone, A.
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2205-2217
Persistent link: https://www.econbiz.de/10013490938
Saved in:
7
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
Saved in:
8
Structural breaks in Box-Cox transforms of realized volatility : a model selection perspective
Behrendt, Simon
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1905-1919
Persistent link: https://www.econbiz.de/10012696795
Saved in:
9
Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS)
Realdon, Marco
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1365-1386
Persistent link: https://www.econbiz.de/10012608653
Saved in:
10
On a new parametrization class of solvable diffusion models and transition probability kernels
Tudor, Sebastian F.
;
Chatterjee, Rupak
;
Tydniouk, Igor
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1773-1790
Persistent link: https://www.econbiz.de/10012653711
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->