//--> //--> //--> //-->
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 financial econometrics"
~subject:"Kointegration"
~subject:"Nichtparametrisches Verfahren"
~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
Kointegration
Nichtparametrisches Verfahren
Regression analysis
Estimation theory
48
Schätztheorie
48
Estimation
19
Schätzung
19
Time series analysis
14
Zeitreihenanalyse
14
Volatilität
13
Correlation
9
Korrelation
9
Statistical test
9
Statistischer Test
9
ARCH model
8
ARCH-Modell
8
Forecasting model
8
Portfolio selection
8
Portfolio-Management
8
Prognoseverfahren
8
Statistical distribution
8
Statistische Verteilung
8
Capital income
7
Kapitaleinkommen
7
Risikomaß
7
Risikoprämie
7
Risk measure
7
Risk premium
7
Analysis of variance
6
CAPM
6
Robust statistics
6
Robustes Verfahren
6
Sampling
6
Stichprobenerhebung
6
Varianzanalyse
6
Induktive Statistik
5
Statistical inference
5
Stochastic process
5
Stochastischer Prozess
5
Börsenkurs
4
Regressionsanalyse
4
more ...
less ...
Online availability
All
Undetermined
17
Free
4
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Sancetta, Alessio
3
Buccheri, Giuseppe
1
Casas, Isabel
1
Cipollini, Fabrizio
1
Ferreira, Eva
1
Gallo, Giampiero M.
1
Golinski, Adam
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Gu, Zhutong
1
Gungor, Sermin
1
Guo, Junjie
1
Hecq, Alain W. J.
1
Hong, Seok Young
1
Hung, Mao-Wei
1
Inoue, Atsushi
1
Jiang, Binyan
1
Jiang, Yixiao
1
Ko, Yi-Chen
1
Liu, Cheng
1
Liu, Qiang
1
Liu, Zhi
1
Livieri, Giulia
1
Lu, Jin
1
Lucas, André
1
Luger, Richard
1
Mancino, Maria Elvira
1
Margaritella, Luca
1
Marmi, Stefano
1
Nadler, Philip
1
Nolte, Ingmar
1
Noureldin, Diaa
1
Opschoor, Anne
1
Orbe-Mandaluniz, Susan
1
Palandri, Alessandro
1
Pelletier, Denis
1
Schweikert, Karsten
1
Smeekes, Stephan
1
Spencer, Peter D.
1
Sucarrat, Genaro
1
more ...
less ...
Published in...
All
Journal of financial econometrics
Journal of econometrics
607
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
202
Econometric theory
196
Economics letters
193
Econometric reviews
157
Journal of the American Statistical Association : JASA
143
The econometrics journal
118
Econometrics : open access journal
61
Economic modelling
60
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
European journal of operational research : EJOR
51
Quantitative economics : QE ; journal of the Econometric Society
48
Applied economics letters
47
International journal of forecasting
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Computational economics
37
Insurance / Mathematics & economics
35
Journal of risk and financial management : JRFM
35
Journal of applied econometrics
34
Applied economics
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
31
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Journal of forecasting
28
Journal of empirical finance
27
Journal of banking & finance
24
Journal of econometric methods
21
Energy economics
20
International journal of economics and financial issues : IJEFI
20
Journal of quantitative economics
19
Journal of time series econometrics
19
Oxford bulletin of economics and statistics
19
Quantitative finance
19
Risks : open access journal
18
Finance research letters
17
The empirical economics letters : a monthly international journal of economics
17
Journal of productivity analysis
15
The North American journal of economics and finance : a journal of financial economics studies
15
Cambridge working papers in economics
14
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
3
Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
Saved in:
4
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
5
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
6
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
7
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
8
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
9
Estimating unobserved soft adjustment in credit rating models : before and after the Dodd-Frank act
Gu, Zhutong
;
Jiang, Yixiao
;
Yang, Shuyang
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1791-1819
Persistent link: https://www.econbiz.de/10014444750
Saved in:
10
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->