//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of forecasting"
~subject:"Monte Carlo simulation"
~subject:"Regression analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Monte Carlo simulation
Regression analysis
Estimation theory
139
Schätztheorie
139
Forecasting model
71
Prognoseverfahren
71
Time series analysis
57
Zeitreihenanalyse
57
Theorie
47
Theory
47
Estimation
20
Schätzung
20
Regressionsanalyse
17
Volatilität
15
ARCH model
12
ARCH-Modell
12
Börsenkurs
9
Capital income
9
Kapitaleinkommen
9
Share price
9
Stochastic process
9
Stochastischer Prozess
9
USA
8
United States
8
Correlation
6
Korrelation
6
Markov chain
6
Markov-Kette
6
Statistical distribution
6
Statistische Verteilung
6
Bayes-Statistik
5
Bayesian inference
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Monte-Carlo-Simulation
5
Robust statistics
5
Robustes Verfahren
5
VAR model
5
VAR-Modell
5
more ...
less ...
Online availability
All
Undetermined
13
Free
1
Type of publication
All
Article
31
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
31
Language
All
English
31
Author
All
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
Bosson Brou, J. M.
1
Chen, Bei
1
Chen, Mei-ching
1
Chen, Zhao-Guo
1
Choi, Jeong Hoon
1
Clark, Todd E.
1
Davis, Richard A.
1
Fei, Tianlun
1
Fischer, Henning
1
Fortsch, Sima M.
1
Fujii, Masaaki
1
Gel, Yulia R.
1
Güler, Kemal
1
He, Mengxi
1
Hu, Xuemei
1
Hu, Yu-pin
1
Jacquier, Antoine
1
Jeon, Jooyoung
1
Jiménez, Juan Carlos
1
Jouini, Tarek
1
Junwen, Yang
1
Ke, Tsung-han
1
Khapalova, Elena A.
1
Klebaner, Fima C.
1
Kouassi, Eugène
1
Kumari, Jyoti
1
Kunitomo, Naoto
1
Kurek, Bartosz
1
Kurisu, Daisuke
1
Kymn, Kern O.
1
Ledolter, Johannes
1
Leippold, Markus
1
Li, Yushu
1
more ...
less ...
Published in...
All
Asia-Pacific financial markets
Journal of forecasting
Journal of econometrics
399
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
144
Economics letters
132
Econometric theory
112
Econometric reviews
100
Journal of the American Statistical Association : JASA
99
The econometrics journal
73
Economic modelling
45
European journal of operational research : EJOR
43
Computational economics
41
Econometrics : open access journal
40
International journal of forecasting
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Applied economics letters
32
Journal of risk and financial management : JRFM
28
Quantitative economics : QE ; journal of the Econometric Society
28
Applied economics
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Insurance / Mathematics & economics
25
Journal of empirical finance
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
20
Journal of applied econometrics
20
Risks : open access journal
20
Journal of financial econometrics
19
Journal of quantitative economics
19
Finance research letters
18
Quantitative finance
18
Journal of banking & finance
17
International journal of theoretical and applied finance
16
Statistics in transition : an international journal of the Polish Statistical Association
16
Journal of econometric methods
15
The North American journal of economics and finance : a journal of financial economics studies
15
Oxford bulletin of economics and statistics
13
Statistical papers
13
The empirical economics letters : a monthly international journal of economics
13
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
12
International journal of economics and financial issues : IJEFI
12
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Mixed-frequency predictive regressions with parameter learning
Leippold, Markus
;
Yang, Hanlin
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824
Saved in:
2
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:
3
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:
4
Regularized Poisson regressions predict regional innovation output
Xiang, Li
;
Hu, Xuemei
;
Junwen, Yang
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2197-2216
Persistent link: https://www.econbiz.de/10014432870
Saved in:
5
Competition can help predict sales
Fortsch, Sima M.
;
Choi, Jeong Hoon
;
Khapalova, Elena A.
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 331-344
Persistent link: https://www.econbiz.de/10012817763
Saved in:
6
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:
7
Mixed data sampling regression : parameter selection of smoothed least squares estimator
Toker, Selma
;
Özbay, Nimet
;
Månsson, Kristofer
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 718-751
Persistent link: https://www.econbiz.de/10013287847
Saved in:
8
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:
9
Benchmark forecast and error modeling
Chen, Zhao-Guo
;
Wu, Ka Ho
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 382-394
Persistent link: https://www.econbiz.de/10011860451
Saved in:
10
Forecasting intraday S&P 500 index returns : a functional time series approach
Shang, Han Lin
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 741-755
Persistent link: https://www.econbiz.de/10011860709
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->