//--> //--> //-->
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
isPartOf:"Discussion paper"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~person:"Hounyo, Ulrich"
~person:"Santucci de Magistris, Paolo"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
9
Schätztheorie
9
Time series analysis
4
Zeitreihenanalyse
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Theorie
3
Theory
3
Statistical error
2
Statistischer Fehler
2
Volatility
2
Volatilität
2
ARMA model
1
ARMA-Modell
1
Bootstrap
1
Cointegration
1
Correlation
1
Forecasting model
1
Heteroscedasticity
1
Heteroskedastizität
1
Index futures
1
Index-Futures
1
Kointegration
1
Korrelation
1
Local asymptotic theory
1
Market microstructure
1
Marktmikrostruktur
1
Martingal
1
Martingale
1
Model average estimators
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Prognoseverfahren
1
State space model
1
Stochastic process
1
Stochastischer Prozess
1
Variance of consensus forecast
1
Wild bootstrap
1
Zustandsraummodell
1
more ...
less ...
Online availability
All
Free
9
Type of publication
All
Book / Working Paper
9
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Language
All
English
9
Author
All
Hounyo, Ulrich
Santucci de Magistris, Paolo
Nielsen, Morten Ørregaard
15
Teräsvirta, Timo
11
Johansen, Søren
10
Schmid, Timo
10
Kristensen, Dennis
8
Podolskij, Mark
7
Cattaneo, Matias D.
6
Jansson, Michael
6
Kruse, Robinson
6
Tzavidis, Nikos
6
Christensen, Bent Jesper
5
Christensen, Kim
5
Laisney, François
5
Salvati, Nicola
5
Varneskov, Rasmus Tangsgaard
5
Andersen, Torben
4
Breunig, Christoph
4
Giles, David E. A.
4
Hillebrand, Eric
4
Lechner, Michael
4
Lunde, Asger
4
MacKinnon, James G.
4
Parra-Alvarez, Juan Carlos
4
Posch, Olaf
4
Rahbek, Anders
4
Schmitt, Christian
4
Silvennoinen, Annastiina
4
Taylor, Robert
4
Bennedsen, Mikkel
3
Cavaliere, Giuseppe
3
Crump, Richard K.
3
Groß, Marcus
3
Kanaya, Shin
3
Kock, Anders Bredahl
3
Medeiros, Marcelo C.
3
Nielsen, Bent
3
Pohlmeier, Winfried
3
Proietti, Tommaso
3
more ...
less ...
Published in...
All
Discussion paper
CREATES research paper
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
2
Testing for heteroscedasticity in jumpy and noisy high-frequency data : a resampling approach
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
-
2016
Persistent link: https://www.econbiz.de/10011541690
Saved in:
3
A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
-
2015
Persistent link: https://www.econbiz.de/10010529445
Saved in:
4
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
5
Indirect inference with time series observed with error
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2014
Persistent link: https://www.econbiz.de/10010464716
Saved in:
6
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
Hounyo, Ulrich
-
2014
Persistent link: https://www.econbiz.de/10010413824
Saved in:
7
When long memory meets the Kalman Filter : a comparative study
Grassi, Stefano
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10009006828
Saved in:
8
Estimation of long memory in integrated variance
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10008986693
Saved in:
9
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->