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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Economic modelling"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of economics and financial issues : IJEFI"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Estimation theory
422
Schätztheorie
422
Estimation
138
Schätzung
137
Time series analysis
88
Zeitreihenanalyse
88
Theorie
80
Theory
80
Regression analysis
52
Regressionsanalyse
52
Volatilität
41
Nichtparametrisches Verfahren
40
Nonparametric statistics
40
Cointegration
37
Kointegration
37
Forecasting model
34
Prognoseverfahren
34
ARCH model
32
ARCH-Modell
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Börsenkurs
30
Share price
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Capital income
28
Kapitaleinkommen
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Panel
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Panel study
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Monte Carlo simulation
27
Monte-Carlo-Simulation
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Bayes-Statistik
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Bayesian inference
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Statistical test
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Statistischer Test
25
Stochastic process
21
Simulation
18
Portfolio selection
17
Portfolio-Management
17
Autocorrelation
16
Autokorrelation
16
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English
59
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Kumar, Dilip
4
Maheswaran, S.
3
Hadri, Kaddour
2
Wu, Xinyu
2
Acocella, Nicola
1
Adesina, Tola
1
Agliardi, Rosella
1
Alleva, Giorgio
1
Ardia, David
1
Arnerić, Josip
1
Belasri, Yassine
1
Beqiraj, Elton
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Boughrara, Adel
1
Bu, Ruijun
1
Castillo B., Paul
1
Chatrath, Arjun
1
Cheng, Jie
1
Christie-David, Rohan
1
Cromwell, Jeff B.
1
Daei-Karimzadeh, Saeed
1
Daryanto, Arief
1
Desli, Evangelia
1
Di Bartolomeo, Giovanni
1
Di Dio, Fabio
1
Di Pietro, Marco
1
Dridi, Ichrak
1
Ellaia, Rachid
1
Fang, Ying
1
Felici, Francesco
1
Feng, Yuanhua
1
Gianfreda, Angelica
1
Giannakas, Kōnstantinos
1
Gkoulgkoutsika, A.
1
Guermat, Cherif
1
Hamzaoui, Nessrine
1
Han, Jeong sug
1
Hartkopf, Jan Patrick
1
Hatemi-J, Abdulnasser
1
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Economic modelling
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Finance research letters
International journal of economics and financial issues : IJEFI
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
CREATES research paper
26
Econometric theory
24
Journal of empirical finance
22
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
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
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
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
Discussion papers of interdisciplinary research project 373
11
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
Handbook of financial time series
8
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1
Time varying dependence in the cryptocurrency market and COVID 19 panic index : an empirical investigation
Kalai, Lamia
- In:
International journal of economics and financial issues …
12
(
2022
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10013257285
Saved in:
2
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
3
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
4
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
5
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
6
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
7
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
8
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
Saved in:
9
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
10
S&P volatility, VIX, and asymptotic volatility estimates
Bonaparte, Yosef
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Finance research letters
51
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014286751
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