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~subject:"Volatilität"
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Volatilität
Schätztheorie
40,712
Estimation theory
40,083
Theorie
15,477
Theory
15,006
Schätzung
8,590
Estimation
8,456
Input-Output-Analyse
8,177
Input-output analysis
7,994
Bias
7,583
Systematischer Fehler
7,087
Zeitreihenanalyse
6,960
Time series analysis
6,880
Regressionsanalyse
5,308
Regression analysis
5,290
Multiplikator
3,951
Nichtparametrisches Verfahren
3,913
Nonparametric statistics
3,826
Multiplier
3,491
Prognoseverfahren
2,827
Forecasting model
2,781
USA
2,739
United States
2,635
Panel
2,425
Panel study
2,376
Statistischer Test
2,113
Volatility
2,101
Statistical test
2,076
Statistische Verteilung
1,930
Statistical distribution
1,902
Stochastischer Prozess
1,739
Stochastic process
1,720
Statistische Methodenlehre
1,696
Statistical theory
1,692
Bayes-Statistik
1,571
Sampling
1,564
Stichprobenerhebung
1,564
Deutschland
1,555
Monte-Carlo-Simulation
1,554
Bayesian inference
1,552
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865
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648
CC license
59
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1,259
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863
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Graue Literatur
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Non-commercial literature
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21
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8
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3
Sammelwerk
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English
2,112
German
8
French
2
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Koopman, Siem Jan
25
Li, Jia
22
Todorov, Viktor
21
Kumar, Dilip
20
Tauchen, George Eugene
18
Andersen, Torben
17
Linton, Oliver
17
Li, Yingying
16
Maheswaran, S.
16
Mykland, Per A.
16
Brandt, Michael W.
14
Hafner, Christian M.
14
Kim, Donggyu
14
Lucas, André
14
Swanson, Norman R.
14
Teräsvirta, Timo
14
Ghysels, Eric
13
Bollerslev, Tim
12
Diebold, Francis X.
12
Härdle, Wolfgang
12
Liu, Zhi
12
McAleer, Michael
12
Rodriguez, Gabriel
12
Mancino, Maria Elvira
11
Marcellino, Massimiliano
11
Bibinger, Markus
10
Carriero, Andrea
10
Chan, Joshua
10
Dijk, Dick van
10
Sibbertsen, Philipp
10
Zhang, Lan
10
Aït-Sahalia, Yacine
9
Fan, Jianqing
9
Fengler, Matthias
9
Gupta, Rangan
9
Herwartz, Helmut
9
Lütkepohl, Helmut
9
Nelson, Daniel B.
9
Nolte, Ingmar
9
Spokojnyj, Vladimir G.
9
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National Bureau of Economic Research
13
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Birkbeck College / Department of Economics
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
Chambre de commerce et d'industrie de Paris
1
Econometrisch Instituut <Rotterdam>
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Cleveland
1
Federal Reserve System / Board of Governors
1
Gottfried Wilhelm Leibniz Universität Hannover
1
HFDF <1, 1995, Zürich>
1
HFDF <2, 1998, Zürich>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
Springer Fachmedien Wiesbaden
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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Journal of econometrics
139
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Discussion paper / Tinbergen Institute
45
Economics letters
38
Journal of empirical finance
37
Finance research letters
28
Economic modelling
25
Econometric reviews
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Quantitative finance
21
Econometrics : open access journal
20
Econometric theory
19
International journal of forecasting
19
Journal of financial econometrics
19
Journal of forecasting
19
International journal of theoretical and applied finance
17
Journal of banking & finance
16
Journal of risk and financial management : JRFM
16
CREATES research paper
15
Computational economics
13
NBER Working Paper
13
The North American journal of economics and finance : a journal of financial economics studies
13
The econometrics journal
13
Working paper
12
SFB 649 discussion paper
11
International journal of economics and financial issues : IJEFI
10
International review of financial analysis
10
Journal of mathematical finance
10
Journal of risk
10
Applied economics
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Finance and stochastics
9
Working papers
9
Decisions in economics and finance : DEF ; a journal of applied mathematics
8
Discussion papers of interdisciplinary research project 373
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Energy economics
8
GRIPS discussion papers
8
International journal of economics and finance
8
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ECONIS (ZBW)
2,100
EconStor
22
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1
On the use of high frequency measures of volatility in MIDAS regressions
Andreou, Elena
-
2016
Persistent link: https://www.econbiz.de/10011548192
Saved in:
2
A fundamental misunderstanding of risk : the
bias
associated with the annualized calculation of standard deviation
Burkett, Matthew W.
;
Scherer, William T.
- In:
Cogent economics & finance
8
(
2020
)
1
,
pp. 1-7
present a new example illustrating the
bias
when applied to an efficient frontier. …
Persistent link: https://www.econbiz.de/10013179703
Saved in:
3
A Lagrangian
multiplier
test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan
;
Hwang, Eunju
- In:
Economics letters
129
(
2015
),
pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
Saved in:
4
Inference on the tail process with application to financial time series modeling
Davis, Richard A.
;
Drees, Holger
;
Segers, Johan
; …
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 508-525
Persistent link: https://www.econbiz.de/10012110330
Saved in:
5
Errors in implied volatility estimation
Hentschel, Ludger
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 779-810
Persistent link: https://www.econbiz.de/10001859254
Saved in:
6
On implied volatility for options : some reasons to smile and more to correct
Chen, Song Xi
;
Xu, Zheng
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
Saved in:
7
An automatic
bias
correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
8
Modeling and forecasting the additive
bias
corrected extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of financial analysis
34
(
2014
),
pp. 166-176
Persistent link: https://www.econbiz.de/10010529043
Saved in:
9
On the use of high frequency measures of volatility in MIDAS regressions
Andreou, Elena
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 367-389
Persistent link: https://www.econbiz.de/10011704955
Saved in:
10
Modeling and forecasting unbiased extreme value volatility estimator in presence of leverage effect
Kumar, Dilip
- In:
Journal of quantitative economics
16
(
2018
)
2
,
pp. 313-335
Persistent link: https://www.econbiz.de/10012418486
Saved in:
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