//--> //--> //--> //-->
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:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"The journal of futures markets"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
EU-Staaten
Volatility
Estimation
916
Schätzung
916
USA
186
United States
186
Theorie
181
Theory
181
Volatilität
103
Welt
92
World
92
Cointegration
90
Kointegration
90
Panel
86
Panel study
86
Time series analysis
83
Zeitreihenanalyse
83
Deutschland
77
Germany
77
Börsenkurs
65
Share price
65
Economic growth
63
Wirtschaftswachstum
63
Forecasting model
61
Prognoseverfahren
61
VAR model
56
VAR-Modell
56
Estimation theory
51
Schätztheorie
51
EU countries
50
Geldpolitik
45
Monetary policy
45
ARCH model
44
ARCH-Modell
44
Business cycle
44
Großbritannien
44
Konjunktur
44
Nichtparametrisches Verfahren
44
Nonparametric statistics
44
United Kingdom
44
more ...
less ...
Online availability
All
Undetermined
52
Free
4
Type of publication
All
Article
151
Book / Working Paper
1
Type of publication (narrower categories)
All
Übersichtsarbeit
Aufsatz in Zeitschrift
Article in journal
152
Collection of articles of several authors
2
Sammelwerk
2
Conference proceedings
1
Konferenzschrift
1
Language
All
English
152
Author
All
Agarwalla, Sobhesh Kumar
2
Ederington, Louis H.
2
Edwards, Jeffrey A.
2
Fonseca, José da
2
He, Feng
2
Holmes, Mark J.
2
Kanas, Angelos
2
Klaassen, Franc
2
Lai, Yu-Sheng
2
Liesenfeld, Roman
2
Lim, Kian-Guan
2
Ma, Feng
2
Wang, George H. K.
2
Zaatour, Riadh
2
Abubaker, Riyad
1
Adeniyi, Oluwatosin A.
1
Afonso, António
1
Ajide, Kazeem Bello
1
Alexiou, Lykourgos
1
Alvarez González, Francisco
1
Arin, Kerim Peren
1
Arisoy, Yakup Eser
1
Arteche, Josu
1
Aslanidis, Nektarinos
1
Aßmann, Christian
1
Bagzibagli, Kemal
1
Bali, Turan G.
1
Balleer, Almut
1
Baltagi, Badi H.
1
Bandrés, Eduardo
1
Bansal, Naresh K.
1
Batrinca, Bogdan
1
Bauwens, Luc
1
Beckmann, Joscha
1
Beissinger, Thomas
1
Ben Omrane, Walid
1
Bengoa, Marta
1
Binh Hoang Nguyen
1
Borsi, Mihály Tamás
1
Boysen-Hogrefe, Jens
1
more ...
less ...
Published in...
All
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
The journal of futures markets
Applied economics
197
Economic modelling
191
Energy economics
160
International review of economics & finance : IREF
139
Finance research letters
134
Applied economics letters
127
International review of financial analysis
113
The North American journal of economics and finance : a journal of financial economics studies
109
Journal of econometrics
105
Journal of international money and finance
104
Journal of banking & finance
103
Journal of empirical finance
87
Journal of international financial markets, institutions & money
84
Economics letters
83
Applied financial economics
82
Research in international business and finance
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
The European journal of finance
62
International journal of finance & economics : IJFE
61
Journal of risk and financial management : JRFM
61
Empirica : journal of european economics
52
International journal of forecasting
52
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
European economic review : EER
42
International Journal of Energy Economics and Policy : IJEEP
41
Journal of economic dynamics & control
40
Journal of financial economics
40
International journal of economics and finance
39
Journal of applied econometrics
37
Journal of forecasting
36
Journal of macroeconomics
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Quantitative finance
34
Pacific-Basin finance journal
33
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
32
International journal of economics and financial issues : IJEFI
32
more ...
less ...
Source
All
ECONIS (ZBW)
152
Showing
1
-
10
of
152
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
2
Term spreads of implied volatility smirk and variance risk premium
Guo, Wei
;
Ruan, Xinfeng
;
Gehricke, Sebastian A.
;
Zhang, …
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 829-857
Persistent link: https://www.econbiz.de/10014293246
Saved in:
3
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
4
Option pricing with state-dependent pricing kernel
Tong, Chen
;
Hansen, Peter Reinhard
;
Huang, Zhuo
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1409-1433
Persistent link: https://www.econbiz.de/10013287978
Saved in:
5
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
6
High-frequency trading and market quality : evidence from account-level futures data
Coughlan, John
;
Orlov, Alexei G.
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1126-1160
Persistent link: https://www.econbiz.de/10014339377
Saved in:
7
Optimal futures hedging by using realized semicovariances : the information contained in signed high-frequency returns
Lai, Yu-Sheng
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 677-701
Persistent link: https://www.econbiz.de/10014293180
Saved in:
8
Trading around the clock : revisit volatility spillover between crude oil and equity markets in different trading sessions
Hao, Jing
;
He, Feng
;
Ma, Feng
;
Fu, Tong
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 771-791
Persistent link: https://www.econbiz.de/10014293226
Saved in:
9
Use of high-frequency data to evaluate the performance of dynamic hedging strategies
Lai, Yu-Sheng
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 104-124
Persistent link: https://www.econbiz.de/10012796298
Saved in:
10
Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar
;
Saurav, Sumit
;
Varma, Jayanth Rama
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->