//--> //--> //--> //-->
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:"Economics letters"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of mathematical finance"
~type_genre:"Government document"
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
Estimation theory
998
Schätztheorie
998
Theorie
380
Theory
380
Time series analysis
141
Zeitreihenanalyse
141
Estimation
121
Schätzung
119
Regression analysis
95
Regressionsanalyse
95
Panel
92
Panel study
92
Nichtparametrisches Verfahren
85
Nonparametric statistics
85
Statistical test
45
Statistischer Test
45
Volatilität
37
Autocorrelation
36
Autokorrelation
36
Method of moments
34
Momentenmethode
34
Statistical distribution
33
Statistische Verteilung
33
Bias
29
Correlation
29
Korrelation
29
Panel data
29
Systematischer Fehler
29
Forecasting model
28
Prognoseverfahren
28
ARCH model
27
ARCH-Modell
27
Maximum likelihood estimation
27
Sampling
27
Stichprobenerhebung
27
Maximum-Likelihood-Schätzung
26
Statistical theory
24
Statistische Methodenlehre
24
Stochastic process
24
more ...
less ...
Online availability
All
Undetermined
20
Free
2
Type of publication
All
Article
37
Type of publication (narrower categories)
All
Article in journal
Government document
Aufsatz in Zeitschrift
37
Language
All
English
37
Author
All
Hwang, Eunju
3
Shin, Dong-wan
3
Anatolyev, Stanislav
1
Annaert, Jan
1
Ardia, David
1
Atak, Alev
1
Bishwal, Jaya Prakasah Narayan
1
Cecen, A. A.
1
Chan, Leunglung
1
Chen, Bangren
1
Claes, Anouk G. P.
1
Corré, Nienke
1
Cui, Zhenyu
1
Das, Milan Kumar
1
De Ceuster, Marc J.
1
Deb, Partha
1
Dehay, Dominique
1
Dong, Yingjie
1
Ensor, Katherine Bennett
1
Epaphra, Manamba
1
Erkal, Cahit
1
Esen, Halil Erturk
1
Florescu, Ionuţ
1
Fornari, Fabio
1
Gardi, Bayar
1
Gefang, Deborah
1
Ginley, Matthew
1
Goswami, Anindya
1
Gumbo, Victor
1
Hafner, Christian M.
1
Hoogerheide, Lennart F.
1
Jeong, Minsoo
1
Jung, Hojin
1
Kanwal, Samra
1
Kao, Chunyu
1
Kapetanios, George
1
Katsiampa, Paraskevi
1
Kim, Chang Sik
1
Kim, Dukpa
1
Kim, Jong-Min
1
more ...
less ...
Published in...
All
Economics letters
International journal of financial engineering
Journal of mathematical finance
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
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 forecasting
10
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
Applied economics
6
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Asia-Pacific financial markets
5
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 journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust nonparametric estimation for the volatility of financial market
Kao, Chunyu
;
Song, Yuping
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014251158
Saved in:
2
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
Saved in:
3
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Jeong, Minsoo
- In:
Economics letters
211
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013172040
Saved in:
4
A new estimator of a jump discontinuity in regression
Martins-Filho, Carlos
;
Xie, Sihong
;
Yao, Feng
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466389
Saved in:
5
Fast generation of implied volatility surface : optimize the traditional numerical analysis and machine learning
Yen, Jerome
;
Chen, Bangren
;
Wu, KangZahng
;
Yen, Joseph
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012662246
Saved in:
6
Computationally efficient inference in large Bayesian mixed frequency VARs
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
Economics letters
191
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508486
Saved in:
7
Maximum likelihood estimation of a TVP-VAR
Moura, Guilherme Valle
;
Noriller, Mateus R.
- In:
Economics letters
174
(
2019
),
pp. 78-83
Persistent link: https://www.econbiz.de/10012121029
Saved in:
8
Testing of binary regime switching models using squeeze duration analysis
Das, Milan Kumar
;
Goswami, Anindya
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012028860
Saved in:
9
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:
10
VIX derivatives valuation and estimation based on closed-form series expansions
Zhao, Zhe
;
Cui, Zhenyu
;
Florescu, Ionuţ
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011923012
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->