//--> //--> //-->
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:"Estimation theory"
subject:"Share price"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Shin, Dong-wan"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Share price
Schätztheorie
7
Statistical test
4
Statistischer Test
4
Volatility
4
Volatilität
4
Time series analysis
3
Zeitreihenanalyse
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Correlation
2
Korrelation
2
Market microstructure
2
Market microstructure noise
2
Marktmikrostruktur
2
Noise Trading
2
Noise trading
2
Realized volatility
2
Sampling
2
Stichprobenerhebung
2
Structural break
2
Strukturbruch
2
ARCH model
1
ARCH-Modell
1
Autocorrelation
1
Autokorrelation
1
CAPM
1
CUSUM test
1
Capital income
1
Conditional heteroscedasticity
1
Correlation break
1
Einheitswurzeltest
1
Estimation
1
HAR model
1
Heteroscedasticity
1
Heteroskedastizität
1
High frequency data
1
Jump diffusion process
1
Kapitaleinkommen
1
Lagrangian multiplier test
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Shin, Dong-wan
Gao, Jiti
76
Phillips, Peter C. B.
38
Peng, Bin
31
Linton, Oliver
28
Lee, Lung-fei
26
Li, Qi
24
Su, Liangjun
24
Chen, Songnian
22
Poskitt, Donald Stephen
21
Baltagi, Badi H.
19
Hyndman, Rob J.
19
Martin, Gael M.
19
King, Maxwell L.
18
Robinson, Peter M.
18
Cai, Zongwu
15
Fan, Yanqin
15
Pesaran, M. Hashem
15
Hahn, Jinyong
14
Krämer, Walter
14
Li, Degui
14
Tu, Yundong
14
Ullah, Aman
14
Wooldridge, Jeffrey M.
14
Chen, Xiaohong
13
Dong, Chaohua
13
Hong, Han
13
Taylor, Robert
13
Chib, Siddhartha
12
Frazier, David T.
12
Hsiao, Cheng
12
Schmidt, Peter
12
Sun, Yixiao
12
Westerlund, Joakim
12
White, Halbert
12
Zhang, Xinyu
12
Andrews, Donald W. K.
11
Cheng, Tingting
11
Florens, Jean-Pierre
11
Francq, Christian
11
Gouriéroux, Christian
11
more ...
less ...
Published in...
All
Economics letters
Journal of econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
Econometric theory
3
Applied economics letters
1
The European journal of finance
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A self-normalization test for correlation change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
Saved in:
2
Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity
Hwang, Eunju
;
Shin, Dong-wan
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 178-195
Persistent link: https://www.econbiz.de/10011974560
Saved in:
3
A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan
;
Hwang, Eunju
- In:
Economics letters
129
(
2015
),
pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
Saved in:
4
A bootstrap test for jumps in financial economics
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
125
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
Saved in:
5
A CUSUM test for a long memory heterogeneous autoregressive model
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
121
(
2013
)
3
,
pp. 379-383
Persistent link: https://www.econbiz.de/10010392170
Saved in:
6
Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies
Shin, Dong-wan
;
Park, Sangun
- In:
Economics letters
115
(
2012
)
3
,
pp. 334-337
Persistent link: https://www.econbiz.de/10009631616
Saved in:
7
Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators
Shin, Dong-wan
;
So, Beong Soo
- In:
Economics letters
71
(
2001
)
2
,
pp. 181-189
Persistent link: https://www.econbiz.de/10001569101
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->