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subject:"Volatility"
type_genre:"Article in journal"
~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
325
Schätztheorie
325
Theorie
110
Theory
110
Time series analysis
90
Zeitreihenanalyse
90
Forecasting model
83
Prognoseverfahren
83
Estimation
68
Schätzung
68
Regression analysis
40
Regressionsanalyse
40
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
Volatilität
19
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
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16
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16
Cointegration
14
Kointegration
14
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14
Panel study
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12
Statistical test
12
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11
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19
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Article in journal
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19
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English
19
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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
Fei, Tianlun
1
Fischer, Henning
1
Gel, Yulia R.
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
1
Mahakud, Jitendra
1
Mijatovi´c, Aleksandar
1
Nonejad, Nima
1
Ozaki, Tohru
1
Preminger, Arie
1
Serletis, Apostolos
1
Sibbertsen, Philipp
1
Song, Yuping
1
Sun, Xiaoyu
1
Wang, Yudong
1
Wen, Conghua
1
Wen, Danyan
1
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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
Applied financial economics
4
Cogent economics & finance
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
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ECONIS (ZBW)
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11
Forecasting volatility with many predictors
Ke, Tsung-han
;
Hu, Yu-pin
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 743-754
Persistent link: https://www.econbiz.de/10010344461
Saved in:
12
Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes
Chen, Bei
;
Gel, Yulia R.
;
Balakrishna, N.
;
Abraham, Bovas
- In:
Journal of forecasting
30
(
2011
)
1
,
pp. 51-71
Persistent link: https://www.econbiz.de/10009233916
Saved in:
13
The extended switching regression model : allowing for multiple latent state variables
Preminger, Arie
;
Ben-Zion, Uri
;
Wettstein, David
- In:
Journal of forecasting
26
(
2007
)
7
,
pp. 457-473
Persistent link: https://www.econbiz.de/10003593886
Saved in:
14
Estimation and prediction of a non-constant volatility
Abramov, Vyacheslav M.
;
Klebaner, Fima C.
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003609524
Saved in:
15
Inference methods for discretely observed continuous-time stochastic volatility models : a commented overview
Jiménez, Juan Carlos
;
Biscay, R. J.
;
Ozaki, Tohru
- In:
Asia-Pacific financial markets
12
(
2005
)
2
,
pp. 109-141
Persistent link: https://www.econbiz.de/10003378338
Saved in:
16
Long memory in volatilities of German stock returns
Sibbertsen, Philipp
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
3
,
pp. 477-488
Persistent link: https://www.econbiz.de/10002222104
Saved in:
17
What color are commodity prices? : A fractal analysis
Cromwell, Jeff B.
;
Labys, Walter C.
;
Kouassi, Eugène
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
4
,
pp. 563-580
Persistent link: https://www.econbiz.de/10001541671
Saved in:
18
Evaluating volatility and interval forecasts
Taylor, James W.
- In:
Journal of forecasting
18
(
1999
)
2
,
pp. 111-128
Persistent link: https://www.econbiz.de/10001368220
Saved in:
19
Short-term predictability of German stock returns
Krämer, Walter
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
4
,
pp. 635-639
Persistent link: https://www.econbiz.de/10001254518
Saved in:
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