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subject:"Volatilität"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Quantitative finance"
~source:"econis"
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Volatilität
Estimation
1,663
Schätzung
1,661
Theorie
315
Theory
315
Capital income
247
Kapitaleinkommen
247
Börsenkurs
234
Share price
234
United States
195
USA
194
Volatility
192
Welt
172
World
172
Forecasting model
152
Prognoseverfahren
152
Aktienmarkt
128
Stock market
128
Time series analysis
117
Zeitreihenanalyse
117
Cointegration
114
Kointegration
114
Kaufkraftparität
105
Purchasing power parity
105
Panel
103
Panel study
103
Economic growth
96
Wirtschaftswachstum
96
Estimation theory
95
Schätztheorie
95
Portfolio selection
90
Portfolio-Management
90
EU countries
83
Deutschland
82
EU-Staaten
82
Germany
82
Risikoprämie
79
Risk premium
79
Einheitswurzeltest
73
Unit root test
73
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Undetermined
115
Free
6
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Conference paper
1
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1
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English
192
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Prokopczuk, Marcel
4
Ma, Feng
3
Sornette, Didier
3
Wehrli, Alexander
3
Wese Simen, Chardin
3
Fink, Holger Maria
2
Grobys, Klaus
2
Gupta, Rangan
2
Hautsch, Nikolaus
2
Li, Junye
2
Olson, Eric
2
Wang, Xunxiao
2
Wheatley, Spencer
2
Ahn, Kwangwon
1
Akdeniz, Levent
1
Al-Rashidi, Atef
1
Alemany, N.
1
Alexander, Carol
1
Altay-Salih, Aslihan
1
Anderson, Heather M.
1
Andreou, Panayiotis C.
1
Annaert, Jan
1
Apergis, Emmanuel
1
Apergēs, Nikolaos
1
Aragó Manzana, Vicent
1
Arismendi Zambrano, Juan Carlos
1
Arnold, Ivo J. M.
1
Asensio, Ivan Oscar
1
Ashraf, Ayesha
1
Atilgan, Yigit
1
Avouyi-Dovi, Sanvi
1
Baba, Naohiko
1
Back, Janis
1
Baharumshah, Ahmad Zubaidi
1
Baklaci, H. F.
1
Barinov, Alexander
1
Barseghyan, Gayane
1
Baumöhl, E.
1
Bautista, Carlos C.
1
Beer, Simone
1
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Applied economics letters
Journal of banking & finance
Quantitative finance
Energy economics
142
Applied economics
125
Finance research letters
118
Economic modelling
116
International review of economics & finance : IREF
110
International review of financial analysis
102
Journal of econometrics
102
The North American journal of economics and finance : a journal of financial economics studies
96
Journal of empirical finance
81
Working paper / National Bureau of Economic Research, Inc.
81
NBER working paper series
77
Applied financial economics
75
Working paper
74
NBER Working Paper
71
Journal of international financial markets, institutions & money
68
Journal of international money and finance
68
Research in international business and finance
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
The journal of futures markets
60
Discussion paper / Tinbergen Institute
57
Economics letters
57
CESifo working papers
54
Journal of risk and financial management : JRFM
54
Discussion paper / Centre for Economic Policy Research
49
International journal of forecasting
46
The European journal of finance
46
International journal of finance & economics : IJFE
44
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
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
39
International Journal of Energy Economics and Policy : IJEEP
37
Journal of financial economics
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Pacific-Basin finance journal
33
International journal of economics and finance
32
Journal of financial econometrics
31
International journal of economics and financial issues : IJEFI
30
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ECONIS (ZBW)
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1
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
2
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
3
Classification of flash crashes using the Hawkes(p,q) framework
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 213-240
Persistent link: https://www.econbiz.de/10013167733
Saved in:
4
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
5
Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
6
News implied volatility and aggregate economic activity : evidence from the Japanese government bond market
Goshima, Keiichi
;
Ishijima, Hiroshi
;
Shintani, Mototsugu
- In:
Applied economics letters
31
(
2024
)
6
,
pp. 568-573
Persistent link: https://www.econbiz.de/10014470544
Saved in:
7
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
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8
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
9
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
10
Cryptocurrency connectedness : does controlling for the cross-correlations matter?
Wiesen, Thomas F.P.
;
Bharadwaj, Lakshya
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2873-2880
Persistent link: https://www.econbiz.de/10014413964
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