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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Economics letters"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
1,089
Schätztheorie
1,089
Theorie
384
Theory
384
Time series analysis
191
Zeitreihenanalyse
191
Estimation
153
Schätzung
151
Regression analysis
111
Regressionsanalyse
111
Panel
97
Panel study
97
Nichtparametrisches Verfahren
92
Nonparametric statistics
92
Statistical test
56
Statistischer Test
56
Volatilität
52
ARCH model
46
ARCH-Modell
46
Autocorrelation
42
Autokorrelation
42
Method of moments
40
Momentenmethode
40
Forecasting model
37
Prognoseverfahren
37
Maximum likelihood estimation
34
Statistical distribution
34
Statistische Verteilung
34
Maximum-Likelihood-Schätzung
33
Cointegration
32
Kointegration
32
Bias
31
Systematischer Fehler
31
Correlation
30
Korrelation
30
Monte Carlo simulation
30
Monte-Carlo-Simulation
30
Panel data
29
VAR model
29
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Article
52
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Article in journal
Government document
Aufsatz in Zeitschrift
52
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English
52
Author
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Hwang, Eunju
3
Shin, Dong-wan
3
Anatolyev, Stanislav
2
Abbara, Omar
1
Alañón Pardo, Ángel
1
Annaert, Jan
1
Ardia, David
1
Arize, Augustine Chuck
1
Atak, Alev
1
Baruník, Jozef
1
Blazsek, Szabolcs
1
Bu, Ruijun
1
Cecen, A. A.
1
Chan, Jennifer So Kuen
1
Chen, Cathy W. S.
1
Cheng, Jie
1
Chevallier, Julien
1
Chuffart, Thomas
1
Claes, Anouk G. P.
1
Corré, Nienke
1
Daníelsson, Jón
1
De Ceuster, Marc J.
1
Deb, Partha
1
Dehay, Dominique
1
Dong, Yingjie
1
Díaz-Mendoza, Ana-Carmen
1
Enders, Walter
1
Erkal, Cahit
1
Escribano, Álvaro
1
Flachaire, Emmanuel
1
Fornari, Fabio
1
Gefang, Deborah
1
Goutte, Stéphane
1
Guillén, Montserrat
1
Hadri, Kaddour
1
Hafner, Christian M.
1
Hoogerheide, Lennart F.
1
Horváth, Roman
1
Hou, Weijie
1
Jensen, Mark J.
1
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Economics letters
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The North American journal of economics and finance : a journal of financial economics studies
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
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 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
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
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
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ECONIS (ZBW)
52
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
3
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
4
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:
5
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:
6
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
7
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
8
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
9
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:
10
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:
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