//--> //--> //-->
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:"Share price"
~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Deutschland"
~subject:"Volatilität"
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
Share price
Deutschland
Volatilität
Estimation theory
63
Schätztheorie
63
Estimation
20
Schätzung
20
Time series analysis
14
Zeitreihenanalyse
14
ARCH model
10
ARCH-Modell
10
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Statistical distribution
7
Statistische Verteilung
7
Volatility
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Regression analysis
6
Regressionsanalyse
6
Börsenkurs
5
Capital income
5
Correlation
5
Kapitaleinkommen
5
Korrelation
5
Panel
5
Panel study
5
Risikomaß
5
Risk measure
5
Cointegration
4
Einheitswurzeltest
4
Forecasting model
4
Kointegration
4
Multivariate Verteilung
4
Multivariate distribution
4
Prognoseverfahren
4
Unit root test
4
Ausreißer
3
Bayes-Statistik
3
Bayesian inference
3
Beta risk
3
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Kim, Jong-Min
2
Ahlgren, Niklas
1
Antell, Jan
1
Bampinas, Georgios
1
Caldeira, João F.
1
Carrasco, Marine
1
Engle, Robert F.
1
Francq, Christian
1
Hassler, Uwe
1
Horváth, Lajos
1
Hwang, Sun Young
1
Jung, Hojin
1
Kotchoni, Rachidi
1
Ladopoulos, Konstantinos
1
Moura, Guilherme Valle
1
Nogales, Francisco J.
1
Panagiōtidēs, Theodōros
1
Qin, Li
1
Rodrigues, Paulo M. M.
1
Rubia, Antonio
1
Santos, André A. P.
1
Zakoïan, Jean-Michel
1
more ...
less ...
Published in...
All
Applied economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Finance research letters
17
Quantitative finance
15
International journal of forecasting
14
Economics letters
13
Journal of empirical finance
13
Econometric reviews
12
Journal of financial econometrics
12
Economic modelling
11
The North American journal of economics and finance : a journal of financial economics studies
11
Econometric theory
9
Computational economics
7
Discussion paper / Centre for Economic Policy Research
7
Journal of forecasting
7
Journal of banking & finance
6
Journal of mathematical finance
6
Journal of risk
6
SpringerLink / Bücher
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion papers / CEPR
5
International journal of financial engineering
5
International review of economics & finance : IREF
5
Journal of quantitative economics
5
The econometrics journal
5
The journal of risk model validation
5
Annals of finance
4
Energy economics
4
European journal of operational research : EJOR
4
Finance and stochastics
4
International journal of theoretical and applied finance
4
Robustness in econometrics
4
The European journal of finance
4
Theoretical economics letters
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
IIMB management review
3
Journal of international financial markets, institutions & money
3
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
2
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
3
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
4
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
5
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
Saved in:
6
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
7
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
8
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
9
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->