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subject:"Volatility"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Journal of mathematical finance"
~type_genre:"Conference paper"
~type_genre:"Thesis"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
16
Schätztheorie
16
ARCH model
7
ARCH-Modell
7
Statistical distribution
7
Statistische Verteilung
7
Estimation
6
Schätzung
6
Time series analysis
5
Volatilität
5
Zeitreihenanalyse
5
GARCH
4
Risikomaß
4
Risk measure
4
Autocorrelation Function
2
Capital income
2
Change-Point
2
Correlation
2
Density Estimation
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Forecasting model
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Kapitaleinkommen
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Korrelation
2
Manhattan Distance
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Model Order
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Prognoseverfahren
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Value-at-Risk
2
ARCH
1
Asymptotic Minimaxity
1
BCa Confidence Intervals
1
Backtesting
1
Bayes-Statistik
1
Bayesian Method
1
Bayesian inference
1
Bitcoin
1
Bond Pricing
1
Börsenkurs
1
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English
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Ensor, Katherine Bennett
1
Epaphra, Manamba
1
Esen, Halil Erturk
1
Ginley, Matthew
1
Gumbo, Victor
1
Mundia, Simon
1
Ngunyi, Anthony
1
Omari, Cyprian Ondieki
1
Scott, David W.
1
Siziba, Simiso
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Journal of mathematical finance
Journal of econometrics
74
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Finance research letters
13
International journal of forecasting
13
Econometric reviews
12
Quantitative finance
12
Economics letters
11
Journal of financial econometrics
11
Journal of empirical finance
10
Economic modelling
9
The North American journal of economics and finance : a journal of financial economics studies
9
Econometric theory
8
Computational economics
6
Journal of banking & finance
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Journal of forecasting
5
Journal of quantitative economics
5
Journal of risk
5
The econometrics journal
5
The journal of risk model validation
5
Energy economics
4
Finance and stochastics
4
International journal of financial engineering
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Theoretical economics letters
4
Applied economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
European journal of operational research : EJOR
3
IIMB management review
3
International journal of theoretical and applied finance
3
International review of economics & finance : IREF
3
Journal of time series econometrics
3
The European journal of finance
3
Afro-Asian Journal of Finance and Accounting : AAJFA
2
Agricultural economics : the journal of the International Association of Agricultural Economists
2
Annals of finance
2
Economic research
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
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1
Modelling volatility dynamics of cryptocurrencies using GARCH models
Ngunyi, Anthony
;
Mundia, Simon
;
Omari, Cyprian Ondieki
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 591-615
Persistent link: https://www.econbiz.de/10012433128
Saved in:
2
Modeling exchange rate volatility : application of the GARCH and EGARCH models
Epaphra, Manamba
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 121-143
Persistent link: https://www.econbiz.de/10011658449
Saved in:
3
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
Saved in:
4
An econometric approach to incorporating non-normality in VaR measurement
Gumbo, Victor
;
Siziba, Simiso
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 82-98
Persistent link: https://www.econbiz.de/10011543127
Saved in:
5
Simulation of leveraged ETF volatility using nonparametric density estimation
Ginley, Matthew
;
Scott, David W.
;
Ensor, Katherine Bennett
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 457-479
Persistent link: https://www.econbiz.de/10011440276
Saved in:
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