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isPartOf:"The journal of finance : the journal of the American Finance Association"
subject:"Volatilität"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Journal of econometrics"
~subject:"Korrelation"
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Search: subject_exact:"Estimation theory"
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Volatilität
Korrelation
Estimation theory
1,732
Schätztheorie
1,732
Theorie
399
Theory
399
Nichtparametrisches Verfahren
330
Nonparametric statistics
330
Zeitreihenanalyse
324
Time series analysis
323
Regression analysis
281
Regressionsanalyse
281
Estimation
238
Schätzung
234
Panel
172
Panel study
172
Statistical test
160
Statistischer Test
160
Volatility
124
Method of moments
103
Momentenmethode
102
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85
Statistical inference
85
Maximum likelihood estimation
84
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84
Autocorrelation
80
Autokorrelation
80
Forecasting model
75
Prognoseverfahren
75
Bootstrap approach
72
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72
Instrumental variables
69
Cointegration
66
Correlation
66
Kointegration
65
Statistical distribution
65
Statistische Verteilung
65
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63
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63
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Linton, Oliver
12
Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Fan, Jianqing
5
Kim, Donggyu
5
Li, Degui
5
Li, Yingying
5
Mykland, Per A.
5
Pesaran, M. Hashem
5
Chen, Jia
4
Francq, Christian
4
Hafner, Christian M.
4
Jochmans, Koen
4
Tang, Haihan
4
Zakoïan, Jean-Michel
4
Zhang, Lan
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Chudik, Alexander
3
Koopman, Siem Jan
3
Meddahi, Nour
3
Onatski, Alexei
3
Park, Joon Y.
3
Potiron, Yoann
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zheng, Xinghua
3
Bai, Jushan
2
Chen, Song Xi
2
Clinet, Simon
2
Gallant, A. Ronald
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Hsiao, Cheng
2
Jasiak, Joann
2
Kong, Xin-Bing
2
Laeven, Roger J. A.
2
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The journal of finance : the journal of the American Finance Association
Cambridge working papers in economics
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Economics letters
48
Discussion paper / Tinbergen Institute
35
Econometric reviews
29
Econometric theory
26
Journal of empirical finance
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
22
Finance research letters
20
Journal of banking & finance
19
Journal of financial econometrics
19
Journal of the American Statistical Association : JASA
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
The econometrics journal
19
Quantitative finance
18
CREATES research paper
17
Economic modelling
17
International journal of forecasting
17
SFB 649 discussion paper
17
Econometrics : open access journal
16
NBER Working Paper
16
Journal of forecasting
15
Applied economics letters
14
International journal of theoretical and applied finance
13
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
The North American journal of economics and finance : a journal of financial economics studies
12
Working paper / National Bureau of Economic Research, Inc.
12
Computational economics
11
Working paper
11
Applied economics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of risk and financial management : JRFM
10
NBER working paper series
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
CEMMAP working papers / Centre for Microdata Methods and Practice
9
CESifo working papers
9
CORE discussion papers : DP
9
Cambridge-INET working papers
9
Journal of mathematical finance
9
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1
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
3
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
4
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
5
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
7
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
8
A dynamic conditional score model for the log correlation matrix
Hafner, Christian M.
;
Wang, Linqi
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014471519
Saved in:
9
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
10
Semiparametric estimation of latent variable asset pricing models
Dalderop, Jeroen
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014332225
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