//--> //--> //--> //-->
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:"Shephard, Neil G."
~subject:"ARCH-Modell"
~subject:"Capital income"
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
ARCH-Modell
Capital income
Estimation theory
54
Schätztheorie
54
Theorie
22
Theory
22
Time series analysis
13
Zeitreihenanalyse
13
ARCH model
12
Multivariate Analyse
10
Multivariate analysis
10
Börsenkurs
8
Volatility
7
Volatilität
7
Correlation
6
Korrelation
6
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Option pricing theory
5
Optionspreistheorie
5
Bayes-Statistik
4
Bayesian inference
4
CAPM
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
USA
4
United States
4
Bias
3
Dynamic equilibrium
3
Dynamisches Gleichgewicht
3
Estimation
3
Kapitaleinkommen
3
Market microstructure
3
Marktmikrostruktur
3
Simulation
3
Statistical distribution
3
Statistische Verteilung
3
Systematischer Fehler
3
Asset management
2
more ...
less ...
Online availability
All
Free
6
Undetermined
2
Type of publication
All
Book / Working Paper
9
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
17
Author
All
Fornari, Fabio
Shephard, Neil G.
Francq, Christian
27
Linton, Oliver
27
Zakoïan, Jean-Michel
27
Teräsvirta, Timo
21
Engle, Robert F.
17
Hafner, Christian M.
16
Rahbek, Anders
16
Kumar, Dilip
15
Ardia, David
14
Bauwens, Luc
14
Kapetanios, George
14
Diebold, Francis X.
13
Koopman, Siem Jan
13
Maheswaran, S.
13
Pesaran, M. Hashem
13
Sentana, Enrique
13
Sheppard, Kevin
13
Audrino, Francesco
12
Tauchen, George Eugene
12
Krämer, Walter
11
McAleer, Michael
11
Silvennoinen, Annastiina
11
Bollerslev, Tim
10
Li, Jia
10
Todorov, Viktor
10
Carnero, M. Angeles
9
Hautsch, Nikolaus
9
Nelson, Daniel B.
9
Pedersen, Rasmus Søndergaard
9
Trojani, Fabio
9
Allen, David E.
8
Bailey, Natalia
8
Fiorentini, Gabriele
8
Gao, Jiti
8
Gorgi, Paolo
8
Lucas, André
8
Luger, Richard
8
Lütkepohl, Helmut
8
Milunovich, George
8
more ...
less ...
Published in...
All
Journal of econometrics
3
Department of Economics discussion paper series / University of Oxford
2
Economics discussion papers
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Temi di discussione del Servizio Studi / Banca d'Italia
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Open economies review
1
Oxford Financial Research Centre economics series
1
Suntory Toyota International Centre for Economics and Related Disciplines
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
Saved in:
3
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
Saved in:
4
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:
5
Fitting vast dimensional time-varying covariance models
Engle, Robert F.
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003807446
Saved in:
6
Fitting vast dimensional time-varying covariance models
Engle, Robert F.
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003818564
Saved in:
7
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:
8
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:
9
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:
10
Analysis of high dimensional multivariate stochastic volatility models
Chib, Siddhartha
;
Nardari, Federico
;
Shephard, Neil G.
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 341-371
Persistent link: https://www.econbiz.de/10003374317
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->