//--> //--> //--> //-->
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:"Volatilität"
type:"article"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of forecasting"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Estimation
394
Schätzung
390
Theorie
201
Theory
201
Forecasting model
128
Prognoseverfahren
128
Time series analysis
81
Zeitreihenanalyse
81
USA
61
United States
61
Volatility
58
Business cycle
55
Konjunktur
55
Capital income
53
Kapitaleinkommen
53
Monetary policy
51
Schock
51
Shock
51
VAR model
51
VAR-Modell
51
Geldpolitik
50
Bayes-Statistik
41
Bayesian inference
41
Börsenkurs
40
Share price
40
Estimation theory
35
Schätztheorie
35
Inflation
31
Yield curve
26
Zinsstruktur
26
Dynamic equilibrium
24
Dynamisches Gleichgewicht
24
Portfolio selection
24
Portfolio-Management
24
Risk
24
State space model
24
Zustandsraummodell
24
Markov chain
22
Markov-Kette
22
more ...
less ...
Online availability
All
Undetermined
33
Free
3
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
58
Aufsatz in Zeitschrift
58
Language
All
English
58
Author
All
Liao, Yin
2
Liu, Xiaochun
2
Abdullah, Mat Yusoff
1
Ahmad, Muhammad Idrees
1
Alessandrini, Diana
1
Amir Ahmadi, Pooyan
1
Bali, Turan G.
1
Berger, Tino
1
Blanco-Fernández, Ángela
1
Bonato, Matteo
1
Born, Benjamin
1
Bu, Di
1
Calvino, Flavio
1
Cepni, Oguzhan
1
Chauvet, Marcelle
1
Chen, Langnan
1
Chen, Pu
1
Cheng, Yihan
1
Cheung, Stephen Y. L.
1
Cheung, Yin-Wong
1
Chong, Choo Wei
1
Chong, Terence Tai-Leung
1
Chorro, Christophe
1
Choudhry, Taufiq
1
Ciarreta, Aitor
1
Clements, Adam
1
Coroneo, Laura
1
Criscuolo, Chiara
1
Cross, Jamie
1
Dendramis, Yiannis
1
Epstein, Brendan
1
Everaert, Gerdie
1
Fan, Minyou
1
Fei, Tianlun
1
Feng, Yuqing
1
Finkelstein Shapiro, Alan
1
Fischer, Henning
1
Frazier, David T.
1
Ftiti, Zied
1
Granger, C. W. J.
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
Journal of forecasting
Energy economics
153
Finance research letters
132
Applied economics
125
Economic modelling
116
International review of economics & finance : IREF
116
International review of financial analysis
104
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of banking & finance
83
Journal of empirical finance
81
Applied economics letters
77
Applied financial economics
75
Research in international business and finance
74
Journal of international money and finance
70
Journal of international financial markets, institutions & money
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
The journal of futures markets
61
Economics letters
58
Journal of risk and financial management : JRFM
54
International journal of finance & economics : IJFE
48
International journal of forecasting
47
The European journal of finance
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
International Journal of Energy Economics and Policy : IJEEP
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
Journal of financial economics
37
Quantitative finance
35
Pacific-Basin finance journal
34
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
International journal of economics and finance
32
Journal of financial econometrics
32
International journal of economics and financial issues : IJEFI
31
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
29
Cogent economics & finance
28
Econometric reviews
28
Journal of financial markets
27
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
26
more ...
less ...
Source
All
ECONIS (ZBW)
58
Showing
1
-
10
of
58
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
2
Modeling the relation between the US real economy and the corporate bond-yield spread in Bayesian VARs with non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
;
Österholm, Pär
- In:
Journal of forecasting
42
(
2023
)
2
,
pp. 347-368
Persistent link: https://www.econbiz.de/10014292181
Saved in:
3
Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man
;
Cheng, Yihan
- In:
Journal of forecasting
41
(
2022
)
8
,
pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
Saved in:
4
Out-of-sample volatility prediction : rolling window, expanding window, or both?
Feng, Yuqing
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 567-582
Persistent link: https://www.econbiz.de/10014532353
Saved in:
5
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
6
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
7
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:
8
Forecasting realized volatility of Bitcoin : the informative role of price duration
Slim, Skander
;
Tabche, Ibrahim
;
Koubaa, Yosra
;
Osman, …
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1909-1929
Persistent link: https://www.econbiz.de/10014432802
Saved in:
9
Time-varying trend models for forecasting inflation in Australia
Guo, Na
;
Zhang, Bo
;
Cross, Jamie
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 316-330
Persistent link: https://www.econbiz.de/10012817762
Saved in:
10
Moving beyond Volatility Index (VIX) : HARnessing the term structure of implied volatility
Clements, Adam
;
Liao, Yin
;
Tang, Yusui
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 86-99
Persistent link: https://www.econbiz.de/10012796271
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->