//--> //--> //--> //-->
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:"Fornari, Fabio"
subject:"Share price"
~person:"Bauwens, Luc"
~person:"Shephard, Neil G."
~subject:"Volatility"
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
Share price
Volatility
Estimation theory
95
Schätztheorie
95
Theorie
37
Theory
37
Time series analysis
30
Zeitreihenanalyse
30
ARCH model
22
ARCH-Modell
22
Correlation
16
Korrelation
16
Börsenkurs
14
Bayes-Statistik
13
Bayesian inference
13
Multivariate Analyse
12
Multivariate analysis
12
Volatilität
12
Estimation
8
Forecasting model
7
Prognoseverfahren
7
Schätzung
7
Analysis of variance
6
Forecasting
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Statistical theory
6
Statistische Methodenlehre
6
USA
6
United States
6
Varianzanalyse
6
Capital income
5
Hadamard exponential matrix
5
Kapitaleinkommen
5
Linear algebra
5
Lineare Algebra
5
Market microstructure
5
Marktmikrostruktur
5
more ...
less ...
Online availability
All
Undetermined
5
Free
4
Type of publication
All
Article
15
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Graue Literatur
7
Non-commercial literature
7
Arbeitspapier
6
Working Paper
6
Language
All
English
22
Author
All
Fornari, Fabio
Bauwens, Luc
Shephard, Neil G.
Koopman, Siem Jan
20
Todorov, Viktor
19
Li, Jia
17
Kumar, Dilip
16
Linton, Oliver
16
Teräsvirta, Timo
16
Li, Yingying
15
Maheswaran, S.
15
Tauchen, George Eugene
15
Brandt, Michael W.
13
Kapetanios, George
13
Diebold, Francis X.
12
Hafner, Christian M.
12
Härdle, Wolfgang
12
Kim, Donggyu
12
Pesaran, M. Hashem
12
Hautsch, Nikolaus
11
Mancino, Maria Elvira
11
Sentana, Enrique
11
Andersen, Torben
10
Fan, Jianqing
10
Ghysels, Eric
10
Lucas, André
10
Silvennoinen, Annastiina
10
Swanson, Norman R.
10
Zakoïan, Jean-Michel
10
Daníelsson, Jón
9
Engle, Robert F.
9
Gao, Jiti
9
Liu, Zhi
9
Mykland, Per A.
9
Rodriguez, Gabriel
9
Spokojnyj, Vladimir G.
9
Alizadeh, Sassan
8
Bailey, Natalia
8
Bibinger, Markus
8
Bollerslev, Tim
8
Feng, Yuanhua
8
Francq, Christian
8
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
CORE discussion paper : DP
2
CORE discussion papers : DP
2
Temi di discussione del Servizio Studi / Banca d'Italia
2
Annales d'économie et de statistique
1
Econometric reviews
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Open economies review
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
2
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
3
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
4
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
5
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 496-522
Persistent link: https://www.econbiz.de/10012482819
Saved in:
6
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
7
Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
Saved in:
8
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
9
A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate
Fornari, Fabio
;
Mele, Antonio
-
2001
Persistent link: https://www.econbiz.de/10001581711
Saved in:
10
Recovering the probability density function of asset prices using GARCH as diffusion approximations
Fornari, Fabio
-
2001
Persistent link: https://www.econbiz.de/10013439253
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->