//--> //--> //--> //-->
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:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Time series analysis"
~type_genre:"Übersichtsarbeit"
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
Time series analysis
Estimation theory
148
Schätztheorie
148
Zeitreihenanalyse
44
Estimation
37
Schätzung
37
Volatilität
36
Capital income
28
Kapitaleinkommen
28
Theorie
26
Theory
26
ARCH model
24
ARCH-Modell
24
Forecasting model
19
Prognoseverfahren
19
Börsenkurs
17
Share price
17
Stochastic process
17
Stochastischer Prozess
17
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Portfolio selection
15
Portfolio-Management
15
Correlation
14
Korrelation
14
Regression analysis
12
Regressionsanalyse
12
Risikomaß
12
Risk measure
12
Autocorrelation
11
Autokorrelation
11
CAPM
10
Market microstructure
10
Marktmikrostruktur
10
Statistical distribution
10
Statistische Verteilung
10
Statistical test
9
Statistischer Test
9
USA
9
more ...
less ...
Online availability
All
Undetermined
22
Free
1
Type of publication
All
Article
67
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Übersichtsarbeit
Aufsatz in Zeitschrift
68
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
68
Author
All
Corsi, Fulvio
2
Engle, Robert F.
2
Frederiksen, Per
2
McKenzie, Michael D.
2
Nielsen, Morten Ørregaard
2
Satchell, Stephen
2
Wongwachara, Warapong
2
Zakoïan, Jean-Michel
2
Abergel, Frédéric
1
Amado, Cristina
1
Andreou, Alena
1
Asai, Manabu
1
Astill, Sam
1
Audrino, Francesco
1
Baillie, Richard
1
Ball, Clifford A.
1
Balter, Janine
1
Berens, Tobias
1
Bohn Nielsen, Heino
1
Bos, Charles S.
1
Broze, Laurence
1
Caldeira, João F.
1
Campbell, John Y.
1
Candelon, Bertrand
1
Carrasco, Marine
1
Chambers, Marcus J.
1
Chen, Yi-ting
1
Cheng, Wan-hsiu
1
Chourdakis, Kyriakos
1
Christensen, Kim
1
Colletaz, Gilbert
1
Creel, Michael D.
1
D'Addona, Stefano
1
Dalla, Violetta
1
Daníelsson, Jón
1
Dark, Jonathan
1
Di, Jianing
1
Dolatabadi, Sepideh
1
Dotsis, George
1
Fan, Jianqing
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
364
Econometric theory
169
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
167
Economics letters
151
Econometric reviews
97
International journal of forecasting
69
Journal of forecasting
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Applied economics letters
54
Econometrics : open access journal
53
The econometrics journal
45
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
44
Economic modelling
44
Journal of time series econometrics
40
Applied economics
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Journal of the American Statistical Association : JASA
37
Computational economics
36
Journal of applied econometrics
33
Finance research letters
23
Oxford bulletin of economics and statistics
23
Journal of banking & finance
21
Journal of risk and financial management : JRFM
21
Journal of financial econometrics
19
Quantitative finance
18
Journal of economic dynamics & control
17
International journal of economics and financial issues : IJEFI
16
The North American journal of economics and finance : a journal of financial economics studies
16
The review of economics and statistics
16
Journal of macroeconomics
15
Quantitative economics : QE ; journal of the Econometric Society
15
International journal of theoretical and applied finance
14
The review of economic studies
13
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Journal of quantitative economics
12
Energy economics
11
European journal of operational research : EJOR
11
International Journal of Energy Economics and Policy : IJEEP
11
more ...
less ...
Source
All
ECONIS (ZBW)
68
Showing
1
-
10
of
68
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
3
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
4
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
5
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
6
Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr
;
Miao, Hong
;
Reimherr, Matthew
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
Saved in:
7
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
8
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
9
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
10
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->