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~subject:"Volatility"
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Search: subject_exact:"Schätzer"
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Volatility
Estimation theory
35,213
Schätztheorie
35,213
Theorie
9,183
Theory
9,181
Zeitreihenanalyse
5,715
Time series analysis
5,703
Estimation
5,486
Schätzung
5,476
Regressionsanalyse
4,036
Regression analysis
4,026
Nichtparametrisches Verfahren
3,223
Nonparametric statistics
3,222
Prognoseverfahren
1,860
Forecasting model
1,858
Panel
1,783
Panel study
1,782
Statistischer Test
1,670
Statistical test
1,665
USA
1,547
United States
1,539
Volatilität
1,515
Statistical distribution
1,389
Statistische Verteilung
1,389
Bayesian inference
1,187
Bayes-Statistik
1,182
Sampling
1,067
Stichprobenerhebung
1,066
ARCH model
1,050
ARCH-Modell
1,050
Statistical inference
1,043
Induktive Statistik
1,040
Kointegration
1,038
Cointegration
1,036
Stochastic process
1,003
Stochastischer Prozess
1,003
Monte-Carlo-Simulation
995
Maximum-Likelihood-Schätzung
985
Monte Carlo simulation
984
Maximum likelihood estimation
976
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Online availability
All
Free
588
Undetermined
425
Type of publication
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Article
875
Book / Working Paper
637
Type of publication (narrower categories)
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Article in journal
832
Aufsatz in Zeitschrift
832
Graue Literatur
297
Non-commercial literature
297
Arbeitspapier
286
Working Paper
286
Aufsatz im Buch
46
Book section
46
Hochschulschrift
22
Thesis
18
Collection of articles written by one author
5
Sammlung
5
Collection of articles of several authors
4
Forschungsbericht
4
Sammelwerk
4
Systematic review
3
Übersichtsarbeit
3
Conference paper
2
Konferenzbeitrag
2
Amtsdruckschrift
1
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Government document
1
Konferenzschrift
1
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English
1,503
German
7
French
2
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All
Koopman, Siem Jan
19
Todorov, Viktor
19
Li, Jia
18
Kumar, Dilip
16
Li, Yingying
15
Teräsvirta, Timo
15
Maheswaran, S.
14
Tauchen, George Eugene
14
Brandt, Michael W.
13
Diebold, Francis X.
12
Hafner, Christian M.
12
Kim, Donggyu
12
Härdle, Wolfgang
11
Mancino, Maria Elvira
11
Andersen, Torben
10
Liu, Zhi
10
Silvennoinen, Annastiina
10
Swanson, Norman R.
10
Fan, Jianqing
9
Ghysels, Eric
9
Lucas, André
9
Mykland, Per A.
9
Rodriguez, Gabriel
9
Spokojnyj, Vladimir G.
9
Alizadeh, Sassan
8
Hurvich, Clifford M.
8
Linton, Oliver
8
Wang, Yazhen
8
Bibinger, Markus
7
Bollerslev, Tim
7
Cavaliere, Giuseppe
7
Croux, Christophe
7
Daníelsson, Jón
7
Fernández-Villaverde, Jesús
7
Francq, Christian
7
Gouriéroux, Christian
7
Hautsch, Nikolaus
7
Nelson, Daniel B.
7
Nolte, Ingmar
7
Sanfelici, Simona
7
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National Bureau of Economic Research
7
Birkbeck College / Department of Economics
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Rodney L. White Center for Financial Research
3
Ekonomiska forskningsinstitutet <Stockholm>
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
Springer Fachmedien Wiesbaden
1
University of California, San Diego / Department of Economics
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Exeter / Department of Economics
1
Universität Trier
1
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Published in...
All
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
43
Discussion paper / Tinbergen Institute
27
Economics letters
24
Econometric reviews
22
Journal of empirical finance
20
Economic modelling
17
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
Quantitative finance
16
CREATES research paper
15
Econometric theory
15
International journal of forecasting
14
Finance research letters
13
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
The econometrics journal
12
The North American journal of economics and finance : a journal of financial economics studies
11
Econometrics : open access journal
10
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
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
International journal of economics and financial issues : IJEFI
8
Working papers
8
GRIPS discussion papers
7
Journal of mathematical finance
7
NBER Working Paper
7
Applied economics
6
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
International journal of financial engineering
6
The European journal of finance
6
The journal of risk model validation
6
Working paper / National Bureau of Economic Research, Inc.
6
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ECONIS (ZBW)
1,512
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1481
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
1482
Estimating diffusion models of stochastic volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1995
Persistent link: https://www.econbiz.de/10000930719
Saved in:
1483
Modeling volatility dynamics
Diebold, Francis X.
;
López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000945662
Saved in:
1484
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951349
Saved in:
1485
The role of risk in financial markets
Chou, Ray Yeutien
-
1995
Persistent link: https://www.econbiz.de/10000965178
Saved in:
1486
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000906276
Saved in:
1487
Sociopolitical instability, volatility, and the bid-ask spread : evidence from the free market for dollars in Poland
Kutan, Ali Mustafa
- In:
Open economies review
6
(
1995
)
3
,
pp. 225-236
Persistent link: https://www.econbiz.de/10001183555
Saved in:
1488
Predicting volatility in the foreign exchange market
Jorion, Philippe
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 507-528
Persistent link: https://www.econbiz.de/10001184819
Saved in:
1489
Conditional volatility and the informational efficiency of the PHLX currency options market
Xu, Xinzhong
- In:
Journal of banking & finance
19
(
1995
)
5
,
pp. 803-821
Persistent link: https://www.econbiz.de/10001185510
Saved in:
1490
Empirical analyses of the information content of implied volatility
In:
Quarterly bulletin / Bank of Japan
3
(
1995
)
1
,
pp. 63-88
Persistent link: https://www.econbiz.de/10001186571
Saved in:
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