//--> //--> //-->
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
subject:"ARCH-Modell"
subject:"Volatilität"
~person:"Fan, Jianqing"
~type_genre:"Article in journal"
~type_genre:"Sammelwerk"
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
ARCH-Modell
Volatilität
Estimation theory
23
Schätztheorie
23
Correlation
8
Korrelation
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Time series analysis
6
Zeitreihenanalyse
6
Regression analysis
5
Regressionsanalyse
5
Volatility
5
Factor analysis
4
Factor model
4
Faktorenanalyse
4
Estimation
3
Schätzung
3
Statistical distribution
3
Statistische Verteilung
3
ARCH model
2
Approximate factor model
2
Forecasting model
2
Induktive Statistik
2
Linear algebra
2
Lineare Algebra
2
Low-rank matrix
2
Matrix completion
2
Modellierung
2
Multivariate Analyse
2
Multivariate analysis
2
POET
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Scientific modelling
2
Sparsity
2
Statistical inference
2
Statistical test
2
Statistischer Test
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
Sammelwerk
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Fan, Jianqing
Francq, Christian
19
Kumar, Dilip
16
Maheswaran, S.
14
Zakoïan, Jean-Michel
14
Todorov, Viktor
12
Li, Jia
11
Tauchen, George Eugene
11
Hafner, Christian M.
8
Linton, Oliver
8
Rahbek, Anders
8
Teräsvirta, Timo
8
Andersen, Torben
7
Kim, Donggyu
7
Li, Yingying
7
Liu, Zhi
7
McAleer, Michael
7
Mykland, Per A.
7
Ardia, David
6
Bollerslev, Tim
6
Koopman, Siem Jan
6
Li, Wai Keung
6
Ling, Shiqing
6
Wang, Yazhen
6
Aït-Sahalia, Yacine
5
Bauwens, Luc
5
Elliott, Robert J.
5
Ghysels, Eric
5
Horváth, Lajos
5
Jing, Bingyi
5
Kristensen, Dennis
5
Li, Guodong
5
Shin, Dong-wan
5
Sucarrat, Genaro
5
Taylor, Stephen
5
Zhu, Ke
5
Arnerić, Josip
4
Arvanitis, Stelios
4
Asai, Manabu
4
Carnero, M. Angeles
4
more ...
less ...
Published in...
All
Journal of econometrics
2
Journal of the American Statistical Association : JASA
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
2
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
3
Quasi-maximum likelihood estimation of GARCH models with heavy-tailed likelihoods
Fan, Jianqing
;
Qi, Lei
;
Xiu, Dacheng
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
2
,
pp. 178-205
Persistent link: https://www.econbiz.de/10010488571
Saved in:
4
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
Saved in:
5
Dynamic integration of time- and state-domain methods for volatility estimation
Fan, Jianqing
;
Fan, Yingying
;
Jiang, Jiancheng
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
478
,
pp. 619-631
Persistent link: https://www.econbiz.de/10003490437
Saved in:
6
Aggregation of nonparametric estimators for volatility matrix
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 321-357
Persistent link: https://www.econbiz.de/10003518410
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->