//--> //--> //-->
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:"Račev, Svetlozar T."
subject:"Volatility"
~subject:"Korrelation"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Korrelation
Estimation theory
15
Schätztheorie
15
Theorie
7
Theory
7
Capital income
5
Kapitaleinkommen
5
Bayes-Statistik
3
Bayesian inference
3
CAPM
3
Portfolio selection
3
Portfolio-Management
3
Risikomanagement
3
Statistical distribution
3
Statistische Verteilung
3
Time series analysis
3
Volatilität
3
Zeitreihenanalyse
3
Bayes-Verfahren
2
Correlation
2
Estimation
2
Finanzmathematik
2
Portfoliomanagement
2
Probability theory
2
Regression analysis
2
Regressionsanalyse
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
Wahrscheinlichkeitsrechnung
2
Welt
2
World
2
1980-1990
1
Allgemeines Gleichgewicht
1
Comparison
1
Credit risk
1
Derivat
1
Derivative
1
Deutsche Mark
1
more ...
less ...
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz im Buch
2
Book section
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
3
Author
All
Račev, Svetlozar T.
Fan, Jianqing
22
Linton, Oliver
22
Koopman, Siem Jan
21
Pesaran, M. Hashem
21
Hafner, Christian M.
20
Brandt, Michael W.
19
Phillips, Peter C. B.
19
Todorov, Viktor
19
Diebold, Francis X.
18
Li, Jia
17
Kumar, Dilip
16
Li, Yingying
16
Maheswaran, S.
16
Croux, Christophe
15
Ledoit, Olivier
15
Li, Degui
15
Teräsvirta, Timo
15
Wolf, Michael
15
Tauchen, George Eugene
14
Corsi, Fulvio
12
Härdle, Wolfgang
12
Kapetanios, George
12
Kim, Donggyu
12
Bibinger, Markus
11
Hautsch, Nikolaus
11
Mancino, Maria Elvira
11
Xiu, Dacheng
11
Andersen, Torben
10
Bauwens, Luc
10
Boudt, Kris
10
Hurvich, Clifford M.
10
Mykland, Per A.
10
Silvennoinen, Annastiina
10
Swanson, Norman R.
10
Ghysels, Eric
9
Linton, Oliver B.
9
Liu, Zhi
9
Lucas, André
9
Nolte, Ingmar
9
Rodriguez, Gabriel
9
more ...
less ...
Published in...
All
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
1
Economic dynamics : theory, games and empirical studies
1
Encyclopedia of economics research ; Vol. 1
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
-
2012
Persistent link: https://www.econbiz.de/10009579904
Saved in:
2
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
- In:
Economic dynamics : theory, games and empirical studies
,
(pp. 171-197)
.
2009
Persistent link: https://www.econbiz.de/10003867880
Saved in:
3
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->