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subject:"Volatilität"
~isPartOf:"Quantitative finance"
~subject:"Kapitaleinkommen"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Kapitaleinkommen
Schätztheorie
Estimation
79
Schätzung
78
Volatility
35
Theorie
33
Theory
33
Börsenkurs
31
Share price
31
Capital income
26
Forecasting model
21
Prognoseverfahren
21
Time series analysis
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Zeitreihenanalyse
17
Portfolio selection
16
Portfolio-Management
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Estimation theory
13
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Market microstructure
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Statistical distribution
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Statistische Verteilung
8
Stochastic process
8
Stochastischer Prozess
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56
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Aufsatz in Zeitschrift
Article in journal
56
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English
56
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Sornette, Didier
4
Wehrli, Alexander
3
Gerlach, Richard
2
González-Urteaga, Ana
2
Grobys, Klaus
2
Rubio, Gonzalo
2
Wheatley, Spencer
2
Achab, Massil
1
Ahn, Kwangwon
1
Alemany, N.
1
Alexander, Carol
1
Aragó Manzana, Vicent
1
Asensio, Ivan Oscar
1
Bacry, E.
1
Beer, Simone
1
Bianchi, Michele Leonardo
1
Buccheri, G.
1
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1
Chen, May-Ru
1
Chen, Qian
1
Chen, Yu
1
Chi, Xie
1
Chorniy, Vladimir
1
Chow, K. Victor
1
Chronopoulou, Alexandra
1
Chung, Munki
1
Ciacci, Alberto
1
Cucuringu, Mihai
1
Dakos, Michael
1
Distaso, Walter
1
Dungey, Mardi H.
1
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1
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1
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1
Faria, Gonçalo
1
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1
Fink, Holger Maria
1
Fiévet, Lucas
1
Galakis, John
1
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Quantitative finance
Journal of econometrics
286
Finance research letters
244
Applied economics
233
Economic modelling
205
Journal of banking & finance
202
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
198
International review of economics & finance : IREF
195
Applied economics letters
194
International review of financial analysis
190
Economics letters
187
Energy economics
184
Journal of empirical finance
166
The North American journal of economics and finance : a journal of financial economics studies
154
Applied financial economics
148
Journal of financial economics
143
Journal of international financial markets, institutions & money
121
Journal of international money and finance
118
Research in international business and finance
118
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
99
The European journal of finance
99
Pacific-Basin finance journal
89
Econometric reviews
87
Journal of risk and financial management : JRFM
84
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
83
International journal of finance & economics : IJFE
81
Review of quantitative finance and accounting
79
International journal of forecasting
78
Management science : journal of the Institute for Operations Research and the Management Sciences
72
The journal of futures markets
72
International journal of economics and finance
70
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
67
International journal of economics and financial issues : IJEFI
64
Journal of applied econometrics
64
Journal of forecasting
61
Cogent economics & finance
60
Journal of economic dynamics & control
57
Journal of financial econometrics : official journal of the Society for Financial Econometrics
56
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
53
Empirical economics : a quarterly journal of the Institute for Advanced Studies
53
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ECONIS (ZBW)
56
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1
Cross-section without factors : a string model for expected returns
Distaso, Walter
;
Mele, Antonio
;
Vilkov, Grigory
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 693-718
Persistent link: https://www.econbiz.de/10015050788
Saved in:
2
Trade co-occurrence, trade flow decomposition and conditional order imbalance in equity markets
Lu, Yutong
;
Reinert, Gesine
;
Cucuringu, Mihai
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 779-809
Persistent link: https://www.econbiz.de/10015050797
Saved in:
3
Do price trajectory data increase the efficiency of market impact estimation?
Li, Fengpei
;
Ihnatiuk, Vitalii
;
Chen, Yu
;
Lin, Jiahe
; …
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 545-568
Persistent link: https://www.econbiz.de/10014552104
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
10
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
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