//--> //--> //-->
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
person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Alizadeh, Sassan"
~person:"Cavaliere, Giuseppe"
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
Volatility
Estimation theory
7
Schätztheorie
7
Time series analysis
4
Volatilität
4
Zeitreihenanalyse
4
Bootstrap approach
2
Bootstrap-Verfahren
2
Estimation
2
High-frequency data
2
Market microstructure
2
Marktmikrostruktur
2
Microstructure noise
2
Noise Trading
2
Noise trading
2
Schätzung
2
ARCH model
1
ARCH models
1
ARCH-Modell
1
Bootstrap
1
Börsenkurs
1
Capital income
1
Conditional sum-of-squares
1
Conditional/unconditional heteroskedasticity
1
Forecasting
1
Forecasting model
1
Fractional integration
1
HAR
1
HARQ
1
Heteroscedasticity
1
Heteroskedastizität
1
High-dimensional estimation
1
Inference on the boundary
1
Informed trading
1
Kapitaleinkommen
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Measurement
1
Measurement errors
1
Messung
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Bollerslev, Tim
Alizadeh, Sassan
Cavaliere, Giuseppe
Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Kim, Donggyu
5
Li, Yingying
5
Francq, Christian
4
Mykland, Per A.
4
Zakoïan, Jean-Michel
4
Aït-Sahalia, Yacine
3
Meddahi, Nour
3
Park, Joon Y.
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Clinet, Simon
2
Fan, Jianqing
2
Gallant, A. Ronald
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Jasiak, Joann
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
Li, Guodong
2
Li, Wai Keung
2
Patton, Andrew J.
2
Potiron, Yoann
2
Wang, Bin
2
Xiu, Dacheng
2
Zhang, Congshan
2
Zhang, Zhiyuan
2
Zheng, Xinghua
2
Zheng, Xu
2
Zhu, Ke
2
Zu, Yang
2
Ahn, Dong-Hyun
1
Ahsan, Nazmul
1
Amengual, Dante
1
Andreou, Elena
1
more ...
less ...
Published in...
All
Journal of econometrics
Working papers / Rodney L. White Center for Financial Research
2
CREATES Research Paper
1
CREATES research paper
1
Discussion papers / Department of Economics, University of Copenhagen
1
Econometric reviews
1
Econometric theory
1
Financial Institutions Center
1
International finance discussion papers
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
NBER Working Paper
1
NBER working paper series
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
2
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
Saved in:
3
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
4
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->