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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of forecasting"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Monte Carlo simulation"
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Search: subject_exact:"Estimation theory"
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Volatility
Maximum-Likelihood-Schätzung
Monte Carlo simulation
Estimation theory
139
Schätztheorie
139
Forecasting model
71
Prognoseverfahren
71
Time series analysis
57
Zeitreihenanalyse
57
Theorie
47
Theory
47
Estimation
20
Schätzung
20
Regression analysis
17
Regressionsanalyse
17
Volatilität
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9
Capital income
9
Kapitaleinkommen
9
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9
Stochastic process
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Stochastischer Prozess
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United States
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Correlation
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Markov-Kette
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Statistical distribution
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Statistische Verteilung
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Bayes-Statistik
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Bayesian inference
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Maximum likelihood estimation
5
Monte-Carlo-Simulation
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Robust statistics
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Robustes Verfahren
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Article in journal
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24
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English
24
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Taylor, James W.
2
Abraham, Bovas
1
Abramov, Vyacheslav M.
1
Balakrishna, N.
1
Banachewicz, Konrad
1
Ben-Zion, Uri
1
Biscay, R. J.
1
Blanco-Fernández, Ángela
1
Brou, Jean Marcelin Bosson
1
Chen, Bei
1
Clark, Todd E.
1
Ding, Hao
1
Fei, Tianlun
1
Fischer, Henning
1
Fujii, Masaaki
1
Gel, Yulia R.
1
He, Mengxi
1
Hu, Yu-pin
1
Jacquier, Antoine
1
Jeon, Jooyoung
1
Jiménez, Juan Carlos
1
Jouini, Tarek
1
Kamdem, Alain Constant
1
Ke, Tsung-han
1
Klebaner, Fima C.
1
Kouassi, Eugène
1
Kumari, Jyoti
1
Kunitomo, Naoto
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Kurisu, Daisuke
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Lam, Kai-pui
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Ledolter, Johannes
1
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1
Li, Zhenwei
1
Liu, Xiaoquan
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Lucas, André
1
Ma, Zhiren
1
Mahakud, Jitendra
1
Mijatovi´c, Aleksandar
1
Mougoué, Mbodja
1
Nonejad, Nima
1
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Asia-Pacific financial markets
Journal of forecasting
Journal of econometrics
217
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Economics letters
66
Econometric reviews
55
Economic modelling
33
Econometric theory
30
Computational economics
29
The econometrics journal
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
European journal of operational research : EJOR
24
Journal of the American Statistical Association : JASA
24
Econometrics : open access journal
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Applied economics
21
Journal of empirical finance
21
Applied economics letters
20
International journal of forecasting
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Finance research letters
18
Quantitative finance
18
Journal of risk and financial management : JRFM
17
International journal of theoretical and applied finance
16
Journal of financial econometrics
16
Insurance / Mathematics & economics
15
Journal of economic dynamics & control
15
Journal of banking & finance
14
Statistics in transition : an international journal of the Polish Statistical Association
14
The North American journal of economics and finance : a journal of financial economics studies
13
Quantitative economics : QE ; journal of the Econometric Society
12
Risks : open access journal
11
Finance and stochastics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Journal of mathematical finance
9
Journal of quantitative economics
9
Journal of time series econometrics
9
Operations research
9
International journal of economics and financial issues : IJEFI
8
Journal of risk
8
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ECONIS (ZBW)
24
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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
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:
5
Backtesting value‐at‐risk : a generalized Markov test
Pajhede, Thor
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 597-613
Persistent link: https://www.econbiz.de/10011860704
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
Perturbative expansion technique for non-linear FBSDEs with interacting particle method
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 283-304
Persistent link: https://www.econbiz.de/10011524810
Saved in:
9
Efficient multistep forecast procedures for multivariate time series
Jouini, Tarek
- In:
Journal of forecasting
34
(
2015
)
7
,
pp. 604-618
Persistent link: https://www.econbiz.de/10011390494
Saved in:
10
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
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