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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of mathematical finance"
~subject:"Regression analysis"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Volatility
Regression analysis
Estimation theory
98
Schätztheorie
98
Time series analysis
25
Zeitreihenanalyse
25
Volatilität
23
Estimation
22
Schätzung
22
ARCH model
18
ARCH-Modell
18
Capital income
14
Kapitaleinkommen
14
Risikomaß
13
Risk measure
13
Stochastic process
13
Stochastischer Prozess
13
Forecasting model
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Prognoseverfahren
11
Correlation
10
Korrelation
10
Market microstructure
10
Marktmikrostruktur
10
Börsenkurs
9
Share price
9
Statistical distribution
9
Statistische Verteilung
9
Theorie
9
Theory
9
Regressionsanalyse
8
GARCH
6
Analysis of variance
5
CAPM
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Multivariate Analyse
5
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Article
31
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Article in journal
Übersichtsarbeit
Aufsatz in Zeitschrift
31
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English
31
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All
Ahn, Seung Chan
1
Andreou, Alena
1
Balter, Janine
1
Bishwal, Jaya Prakasah Narayan
1
Bos, Charles S.
1
Caldeira, João F.
1
Carrasco, Marine
1
Dai, Xianhua
1
Ensor, Katherine Bennett
1
Epaphra, Manamba
1
Esen, Halil Erturk
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frederiksen, Per
1
Gadarowski, Christopher
1
Ghysels, Eric
1
Ginley, Matthew
1
Giordani, Paolo
1
Gumbo, Victor
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
Kohn, Robert
1
Kokoszka, Piotr
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
Koulis, Theodoro
1
Lando, David
1
Li, Hong
1
Li, Yingying
1
Lv, Jinchi
1
Medhat, Mamdouh
1
Miao, Hong
1
Moon, Seongman
1
Moura, Guilherme Valle
1
Mun, Xiuyan
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of mathematical finance
Journal of econometrics
371
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
128
Economics letters
114
Econometric theory
105
Journal of the American Statistical Association : JASA
92
Econometric reviews
86
The econometrics journal
65
Economic modelling
38
Econometrics : open access journal
34
International journal of forecasting
34
European journal of operational research : EJOR
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Journal of risk and financial management : JRFM
26
Computational economics
25
Journal of empirical finance
25
Quantitative economics : QE ; journal of the Econometric Society
23
Applied economics letters
22
Journal of forecasting
22
Insurance / Mathematics & economics
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
20
Journal of applied econometrics
19
Empirical economics : a quarterly journal of the Institute for Advanced Studies
18
Journal of banking & finance
17
Journal of financial econometrics
17
Applied economics
16
Journal of quantitative economics
16
Quantitative finance
16
Finance research letters
15
Risks : open access journal
14
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of theoretical and applied finance
13
Journal of econometric methods
13
Statistical papers
13
International journal of economics and financial issues : IJEFI
12
Statistics in transition : an international journal of the Polish Statistical Association
12
The empirical economics letters : a monthly international journal of economics
12
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
10
Oxford bulletin of economics and statistics
10
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ECONIS (ZBW)
31
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1
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:
2
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:
3
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:
4
Modeling exchange rate volatility : application of the GARCH and EGARCH models
Epaphra, Manamba
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 121-143
Persistent link: https://www.econbiz.de/10011658449
Saved in:
5
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
Saved in:
6
An econometric approach to incorporating non-normality in VaR measurement
Gumbo, Victor
;
Siziba, Simiso
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 82-98
Persistent link: https://www.econbiz.de/10011543127
Saved in:
7
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
8
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
9
Simulation of leveraged ETF volatility using nonparametric density estimation
Ginley, Matthew
;
Scott, David W.
;
Ensor, Katherine Bennett
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 457-479
Persistent link: https://www.econbiz.de/10011440276
Saved in:
10
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
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