//--> //--> //--> //-->
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"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Devisenmarkt"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Devisenmarkt
Estimation theory
233
Schätztheorie
233
Theorie
86
Theory
86
Schätzung
38
Estimation
37
USA
34
United States
34
Causality analysis
23
Kausalanalyse
23
Time series analysis
23
Zeitreihenanalyse
23
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Regression analysis
13
Regressionsanalyse
13
Impact assessment
12
Volatilität
12
Wirkungsanalyse
12
Bildungsertrag
9
CAPM
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Returns to education
9
Bias
7
Capital income
7
Correlation
7
Kapitaleinkommen
7
Korrelation
7
Option pricing theory
7
Optionspreistheorie
7
Productivity
7
Produktivität
7
Stochastic process
7
Stochastischer Prozess
7
Systematischer Fehler
7
Exchange rate
6
Experiment
6
Kleinste-Quadrate-Methode
6
more ...
less ...
Online availability
All
Undetermined
6
Free
3
Type of publication
All
Book / Working Paper
7
Article
6
Type of publication (narrower categories)
All
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
13
Author
All
Diebold, Francis X.
2
Alizadeh, Sassan
1
Boudoukh, Jacob
1
Brandt, Michael W.
1
Chan, Leunglung
1
Chen, Bangren
1
Creal, Drew
1
Cui, Zhenyu
1
Dai, Qiang
1
Das, Milan Kumar
1
Das, Sanjiv R.
1
Fernández-Villaverde, Jesús
1
Florescu, Ionuţ
1
Gardi, Bayar
1
Goswami, Anindya
1
Hahn, Jinyong
1
Kanwal, Samra
1
Kao, Chunyu
1
Muhammad, Atif Sattar
1
Richardson, Matthew
1
Rubio-Ramírez, Juan Francisco
1
Singleton, Kenneth J.
1
Song, Yuping
1
Stanton, Richard
1
Sundaram, Rangarajan K.
1
Tay, Anthony S.
1
Whitelaw, Robert F.
1
Wu, Jing Cynthia
1
Wu, KangZahng
1
Yen, Jerome
1
Yen, Joseph
1
Zhang, Hailiang
1
Zhang, Mengzhe
1
Zhao, Zhe
1
more ...
less ...
Published in...
All
International journal of financial engineering
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
117
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Discussion paper / Tinbergen Institute
28
Economics letters
26
Econometric reviews
22
Journal of empirical finance
20
Economic modelling
18
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
CREATES research paper
15
Quantitative finance
15
Econometric theory
14
International journal of forecasting
14
Journal of banking & finance
14
International journal of theoretical and applied 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
International journal of economics and financial issues : IJEFI
9
SFB 649 discussion paper
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
NBER Working Paper
8
Applied economics
7
Journal of mathematical finance
7
Working papers
7
Computational economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Documento de trabajo
6
Handbook of financial time series
6
NBER working paper series
6
Applied financial economics
5
Asia-Pacific financial markets
5
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
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
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:
4
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:
5
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:
6
Pricing volatility swaps in the Heston's stochastic volatility model with regime switching : a saddlepoint approximation method
Zhang, Mengzhe
;
Chan, Leunglung
- In:
International journal of financial engineering
3
(
2016
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011673092
Saved in:
7
Estimation of affine term structure models with spanned or unspanned stochastic volatility
Creal, Drew
;
Wu, Jing Cynthia
-
2014
Persistent link: https://www.econbiz.de/10010360896
Saved in:
8
Macroeconomics and volatility : data, models, and estimation
Fernández-Villaverde, Jesús
;
Rubio-Ramírez, Juan …
-
2010
Persistent link: https://www.econbiz.de/10008780325
Saved in:
9
A multifactor, nonlinear, continuous-time model of interest rate volatility
Boudoukh, Jacob
;
Richardson, Matthew
;
Stanton, Richard
; …
-
1999
Persistent link: https://www.econbiz.de/10001394312
Saved in:
10
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2001
Persistent link: https://www.econbiz.de/10001561834
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->