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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~subject:"Analysis of variance"
~subject:"Nichtparametrisches Verfahren"
~subject:"Noise Trading"
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Volatility
Analysis of variance
Nichtparametrisches Verfahren
Noise Trading
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatilität
16
Estimation
15
Schätzung
15
ARCH model
11
ARCH-Modell
11
Market microstructure
10
Marktmikrostruktur
10
Capital income
9
Kapitaleinkommen
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Nonparametric statistics
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Risikomaß
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Risk measure
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Theorie
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Theory
9
Correlation
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Forecasting model
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Korrelation
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Prognoseverfahren
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Regression analysis
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Regressionsanalyse
7
Stochastic process
7
Stochastischer Prozess
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Börsenkurs
6
Share price
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Noise trading
5
Statistical test
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Statistischer Test
5
Varianzanalyse
5
CAPM
4
Multivariate Analyse
4
Multivariate analysis
4
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English
24
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Härdle, Wolfgang
2
Andreou, Alena
1
Balter, Janine
1
Birke, Melanie
1
Bos, Charles S.
1
Boudt, Kris
1
Caldeira, João F.
1
Carrasco, Marine
1
Corsi, Fulvio
1
Croux, Christophe
1
Denuit, Michel
1
Di, Jianing
1
Fan, Jianqing
1
Fan, Yingying
1
Ferreira, Eva
1
Francq, Christian
1
Frederiksen, Per
1
Gangopadhyay, Ashis
1
Ghysels, Eric
1
Gil-Bazo, Javier
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Ikeda, Shin S.
1
Janus, Paweł
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
Laurent, Sébastien
1
Li, Yingying
1
Lv, Jinchi
1
Mancino, Maria Elvira
1
Mira, Antonietta
1
Moura, Guilherme Valle
1
Mykland, Per A.
1
Nagakura, Daisuke
1
Nielsen, Morten Ørregaard
1
Nogales, Francisco J.
1
Okhrin, Yarema
1
Peluso, Stefano
1
Pilz, Kay Frederik
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
421
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
146
CEMMAP working papers / Centre for Microdata Methods and Practice
125
Econometric theory
115
Economics letters
104
Econometric reviews
96
Journal of the American Statistical Association : JASA
85
The econometrics journal
70
Discussion paper / Tinbergen Institute
55
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
54
Discussion papers of interdisciplinary research project 373
48
Working paper / Department of Econometrics and Business Statistics, Monash University
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
SFB 649 discussion paper
40
Quantitative economics : QE ; journal of the Econometric Society
37
Cowles Foundation discussion paper
36
Discussion paper series / IZA
36
European journal of operational research : EJOR
34
CREATES research paper
33
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
31
Economic modelling
31
Econometrics papers
30
Cowles Foundation Discussion Paper
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
26
Econometrics : open access journal
25
International journal of forecasting
25
Journal of empirical finance
25
NBER Working Paper
24
Boston College working papers in economics
23
NBER working paper series
23
Working papers / TSE : WP
22
Discussion paper / Center for Economic Research, Tilburg University
21
Journal of banking & finance
21
Journal of risk and financial management : JRFM
21
Working paper
21
Cambridge working papers in economics
20
Computational economics
20
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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:
2
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:
3
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:
4
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
Saved in:
5
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
6
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
7
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
8
Quarticity estimation on ohlc data
Balter, Janine
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011339287
Saved in:
9
Rounding errors and volatility estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
Saved in:
10
Uniform confidence bands for pricing kernels
Härdle, Wolfgang
;
Okhrin, Yarema
;
Wang, Weining
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 376-413
Persistent link: https://www.econbiz.de/10011339301
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