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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Applied financial economics"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of forecasting"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
352
Schätztheorie
352
Theorie
120
Theory
120
Time series analysis
94
Zeitreihenanalyse
94
Forecasting model
86
Prognoseverfahren
86
Estimation
78
Schätzung
78
Regression analysis
41
Regressionsanalyse
41
Nichtparametrisches Verfahren
29
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29
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23
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20
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20
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15
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Article in journal
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23
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English
23
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Taylor, James W.
2
Abraham, Bovas
1
Abramov, Vyacheslav M.
1
Balakrishna, N.
1
Ben-Zion, Uri
1
Biscay, R. J.
1
Blanco-Fernández, Ángela
1
Chen, Bei
1
Cromwell, Jeff B.
1
Dufrénot, Gilles
1
Fei, Tianlun
1
Fischer, Henning
1
Gel, Yulia R.
1
Guégan, Dominique
1
He, Mengxi
1
Hu, Yu-pin
1
Jacquier, Antoine
1
Jeon, Jooyoung
1
Jiménez, Juan Carlos
1
Ke, Tsung-han
1
Klebaner, Fima C.
1
Kouassi, Eugène
1
Krämer, Walter
1
Kumari, Jyoti
1
Kunitomo, Naoto
1
Kurisu, Daisuke
1
Labys, Walter C.
1
Li, Zhenwei
1
Liu, Xiaoquan
1
Ma, Zhiren
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Mahakud, Jitendra
1
Mijatovi´c, Aleksandar
1
Niizeki, Mikiyo Kii
1
Nonejad, Nima
1
Ozaki, Tohru
1
Preminger, Arie
1
Péguin-Feissolle, Anne
1
Serletis, Apostolos
1
Sibbertsen, Philipp
1
Song, Yuping
1
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Applied financial economics
Asia-Pacific financial markets
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of forecasting
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Economics letters
24
Econometric reviews
22
Journal of empirical finance
20
Economic modelling
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Quantitative finance
15
Econometric theory
14
International journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Journal of risk and financial management : JRFM
10
Econometrics : open access journal
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
7
Applied economics
6
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
CBN journal of applied statistics
5
European journal of operational research : EJOR
5
Journal of quantitative economics
5
Journal of risk
5
The European journal of finance
5
The journal of risk model validation
5
Applied economics letters
4
Cogent economics & finance
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
23
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1
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
2
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:
3
Forecasting Bitcoin volatility : a new insight from the threshold regression model
Zhang, Yaojie
;
He, Mengxi
;
Wen, Danyan
;
Wang, Yudong
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 633-652
Persistent link: https://www.econbiz.de/10013166172
Saved in:
4
Demand systems with heteroscedastic disturbances
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1913-1921
Persistent link: https://www.econbiz.de/10012219723
Saved in:
5
Effects of jumps and small noise in high-frequency financial econometrics
Kunitomo, Naoto
;
Kurisu, Daisuke
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10011742284
Saved in:
6
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
7
Predicting stock return volatility : can we benefit from regression models for return intervals?
Fischer, Henning
;
Blanco-Fernández, Ángela
;
Winker, Peter
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 113-146
Persistent link: https://www.econbiz.de/10011580244
Saved in:
8
Relationship between conditional volatility of domestic macroeconomic factors and conditional stock market volatility : some further evidence from India
Kumari, Jyoti
;
Mahakud, Jitendra
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 87-111
Persistent link: https://www.econbiz.de/10010511544
Saved in:
9
Large deviations for the extended Heston model : the large-time case
Jacquier, Antoine
;
Mijatovi´c, Aleksandar
- In:
Asia-Pacific financial markets
21
(
2014
)
3
,
pp. 263-280
Persistent link: https://www.econbiz.de/10010511579
Saved in:
10
Using CAViaR models with implied volatility for value-at-risk estimation
Jeon, Jooyoung
;
Taylor, James W.
- In:
Journal of forecasting
32
(
2013
)
1
,
pp. 62-74
Persistent link: https://www.econbiz.de/10009758719
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