//--> //--> //--> //-->
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:"Capital income"
~subject:"Multivariate Analyse"
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
Capital income
Multivariate Analyse
Estimation theory
54
Schätztheorie
54
Theorie
22
Theory
22
Time series analysis
13
Zeitreihenanalyse
13
ARCH model
12
ARCH-Modell
12
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
8
Undetermined
2
Type of publication
All
Book / Working Paper
9
Article
8
Type of publication (narrower categories)
All
Graue Literatur
9
Non-commercial literature
9
Arbeitspapier
8
Article in journal
8
Aufsatz in Zeitschrift
8
Working Paper
8
Language
All
English
17
Author
All
Fornari, Fabio
Shephard, Neil G.
Linton, Oliver
17
Kapetanios, George
15
Pesaran, M. Hashem
14
Teräsvirta, Timo
14
Diebold, Francis X.
13
Härdle, Wolfgang
13
Kumar, Dilip
13
Maheswaran, S.
13
Sentana, Enrique
13
Tauchen, George Eugene
11
Li, Jia
10
Silvennoinen, Annastiina
10
Todorov, Viktor
10
Gao, Jiti
9
Hautsch, Nikolaus
9
Amengual, Dante
8
Bailey, Natalia
8
Boudt, Kris
8
Hafner, Christian M.
8
Luger, Richard
8
Stambaugh, Robert F.
8
Wright, Jonathan H.
8
Zakoïan, Jean-Michel
8
Allen, David E.
7
Bauwens, Luc
7
Brandt, Michael W.
7
Croux, Christophe
7
Faff, Robert W.
7
Kim, Donggyu
7
Koopman, Siem Jan
7
Li, Yingying
7
Malec, Peter
7
Nelson, Charles R.
7
Runde, Ralf
7
Sibbertsen, Philipp
7
Sola, Martin
7
Timmermann, Allan
7
Xiu, Dacheng
7
Bollerslev, Tim
6
more ...
less ...
Published in...
All
Department of Economics discussion paper series / University of Oxford
3
Economics discussion papers
3
Journal of econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Global COE Hi-Stat discussion paper series
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Open economies review
1
Temi di discussione del Servizio Studi / Banca d'Italia
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
Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
-
2012
Persistent link: https://www.econbiz.de/10009531407
Saved in:
3
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
Saved in:
4
Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
-
2012
Persistent link: https://www.econbiz.de/10009532682
Saved in:
5
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
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
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2009
Persistent link: https://www.econbiz.de/10003854421
Saved in:
8
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003807445
Saved in:
9
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003818473
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->