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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of forecasting"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Estimation theory
413
Schätztheorie
413
Theorie
158
Theory
158
Time series analysis
110
Zeitreihenanalyse
110
Forecasting model
84
Prognoseverfahren
84
Regression analysis
82
Regressionsanalyse
82
Nichtparametrisches Verfahren
78
Nonparametric statistics
78
Estimation
67
Schätzung
67
Volatilität
40
Stochastic process
36
Capital income
33
Kapitaleinkommen
33
Statistical distribution
31
Statistische Verteilung
31
ARCH model
27
ARCH-Modell
27
Statistical test
26
Statistischer Test
26
Börsenkurs
21
Share price
21
USA
19
United States
19
Autocorrelation
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Autokorrelation
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Deutschland
18
Germany
18
Markov chain
17
Markov-Kette
17
Robust statistics
17
Robustes Verfahren
17
Bootstrap approach
16
Bootstrap-Verfahren
16
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Undetermined
18
Free
12
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Article
36
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25
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36
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Graue Literatur
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Non-commercial literature
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English
61
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Spokojnyj, Vladimir G.
7
Härdle, Wolfgang
6
Küchler, Uwe
6
Vasiliev, Vjatscheslav A.
3
Dankenbring, Henning
2
Genon-Catalot, Valentine
2
Herwartz, Helmut
2
Horst, Ulrich
2
Kristensen, Dennis
2
Kutoyants, Yu. A.
2
Laredo, Catherine
2
Liptser, R.
2
Nussbaum, Michael
2
Reiß, Markus
2
Taylor, James W.
2
Teyssière, Gilles
2
Abergel, Frédéric
1
Abraham, Bovas
1
Agosto, Arianna
1
Amado, Cristina
1
An, Yang
1
Asai, Manabu
1
Balakrishna, N.
1
Ben-Zion, Uri
1
Blanco-Fernández, Ángela
1
Cavaliere, Giuseppe
1
Chan, Chia-ying
1
Chan, Ngai Hang
1
Chen, Bei
1
Cheng, Wan-hsiu
1
Chourdakis, Kyriakos
1
Creel, Michael D.
1
D'Addona, Stefano
1
Dalla, Violetta
1
Daníelsson, Jón
1
Dotsis, George
1
Fei, Tianlun
1
Fischer, Henning
1
Gel, Yulia R.
1
Ghosh, Anisha
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
11
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion papers of interdisciplinary research project 373
Journal of empirical finance
Journal of forecasting
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
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
Finance research letters
16
Quantitative finance
16
International journal of theoretical and applied finance
15
Journal of banking & finance
15
Journal of financial econometrics
15
SFB 649 discussion paper
15
European journal of operational research : EJOR
14
Journal of risk and financial management : JRFM
14
The econometrics journal
14
Cowles Foundation discussion paper
13
Econometrics : open access journal
13
The North American journal of economics and finance : a journal of financial economics studies
12
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
Operations research
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Insurance / Mathematics & economics
9
NBER Working Paper
9
Working paper
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Handbook of financial time series
8
International journal of economics and financial issues : IJEFI
8
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ECONIS (ZBW)
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1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
2
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
3
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
4
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:
5
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:
6
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:
7
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
8
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
9
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
10
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
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