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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"International journal of theoretical and applied finance"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Estimation theory
343
Schätztheorie
343
Time series analysis
99
Zeitreihenanalyse
99
Theorie
82
Theory
82
Estimation
41
Schätzung
41
Volatilität
40
Nichtparametrisches Verfahren
31
Nonparametric statistics
31
Regression analysis
31
Regressionsanalyse
31
Maximum likelihood estimation
25
Maximum-Likelihood-Schätzung
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Autokorrelation
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Kleinste-Quadrate-Methode
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Koopman, Siem Jan
13
Blasques, Francisco
6
Lucas, André
5
Christopeit, Norbert
4
Gorgi, Paolo
4
Massmann, Michael
4
Sluis, Pieter J. van der
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Bos, Charles S.
3
Daníelsson, Jón
3
Ooms, Marius
3
Carnero, M. Angeles
2
Dijk, Dick van
2
Gatheral, Jim
2
Jungbacker, Borus
2
Opschoor, Anne
2
Vries, Casper G. de
2
Albanese, Claudio
1
Albani, Vinícius
1
Ammou, Samir Ben
1
Baldeaux, jan
1
Blasques, Francisco F.
1
Boswijk, Herman Peter
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Brummelen, Janneke van
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Brännäs, Kurt
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Buescu, Cristin
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Cezaro, Adriano de
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Chang, Chia-Lin
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Chen, Tzu-ying
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Collet, J.
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Dannenburg, Dennis Ramon
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Dessertaine, A.
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El Qalli, Yassine
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Franses, Philip Hans
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Gooijer, Jan G. de
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Grandits, Peter
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Guhr, Thomas
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Haldrup, Niels
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Discussion paper / Tinbergen Institute
International journal of theoretical and applied finance
Journal of econometrics
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Economics letters
35
Econometric reviews
29
Economic modelling
27
CREATES research paper
26
Econometric theory
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Journal of empirical finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International journal of forecasting
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Finance research letters
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Journal of banking & finance
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Journal of financial econometrics
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SFB 649 discussion paper
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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
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The econometrics journal
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Cowles Foundation discussion paper
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Econometrics : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
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Discussion papers of interdisciplinary research project 373
11
Mathematics of operations research
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Computational economics
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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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51
Multivariate stochastic volatility
Daníelsson, Jón
-
1995
Persistent link: https://www.econbiz.de/10000913125
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52
Volatility clustering in stock returns at low frequencies
Jacobsen, Ben
;
Dannenburg, Dennis Ramon
-
1995
Persistent link: https://www.econbiz.de/10000918266
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