//--> //--> //-->
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:"Stochastischer Prozess"
subject:"Volatility"
~person:"Alizadeh, Sassan"
~person:"Yu, Jun"
~type_genre:"Arbeitspapier"
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
Stochastischer Prozess
Volatility
Estimation theory
13
Schätztheorie
13
Theorie
7
Theory
7
Volatilität
7
Time series analysis
5
Zeitreihenanalyse
5
Exchange rate
4
Wechselkurs
4
Statistical test
3
Statistischer Test
3
Capital income
2
Disjoint confidence sets
2
Induktive Statistik
2
Kapitaleinkommen
2
Long memory
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Realized volatility
2
Statistical inference
2
Stochastic process
2
Weak identification
2
Bayes factor
1
Bayes-Statistik
1
Bayesian inference
1
Bias
1
Change-of-frequency
1
Consistency
1
Cooling measures
1
Correlation
1
Derivat
1
Derivative
1
Dynamic correlation
1
Dynamical system
1
Dynamisches System
1
Estimation
1
Explosive
1
Financial market
1
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Aufsatz im Buch
2
Book section
2
Article in journal
1
Aufsatz in Zeitschrift
1
more ...
less ...
Language
All
English
8
Author
All
Alizadeh, Sassan
Yu, Jun
Koopman, Siem Jan
13
Reiß, Markus
10
Phillips, Peter C. B.
9
Sentana, Enrique
8
Lucas, André
7
Spokojnyj, Vladimir G.
7
Bibinger, Markus
6
Blasques, Francisco
6
Brandt, Michael W.
6
Härdle, Wolfgang
6
Küchler, Uwe
6
Teräsvirta, Timo
6
Christopeit, Norbert
5
Croux, Christophe
5
Diebold, Francis X.
5
Gouriéroux, Christian
5
Hafner, Christian M.
5
Rodriguez, Gabriel
5
Swanson, Norman R.
5
Bauwens, Luc
4
Craig, Ben R.
4
Daníelsson, Jón
4
Dijk, Dick van
4
Gorgi, Paolo
4
Hautsch, Nikolaus
4
Keller, Joachim G.
4
Leon-Gonzalez, Roberto
4
Malec, Peter
4
Massmann, Michael
4
Platen, Eckhard
4
Sibbertsen, Philipp
4
Silvennoinen, Annastiina
4
Sluis, Pieter J. van der
4
Strachan, Rodney W.
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Andersen, Torben
3
Bos, Charles S.
3
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
2
Published in...
All
Working paper
3
Working papers / Rodney L. White Center for Financial Research
2
Cowles Foundation discussion paper
1
Financial Institutions Center
1
Working paper / National Bureau of Economic Research, Inc.
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
2
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
3
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
4
Finite sample comparison of alternative estimators for fractional Gaussian noise
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2022
Persistent link: https://www.econbiz.de/10013542219
Saved in:
5
Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
Saved in:
6
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
7
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
8
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2001
Persistent link: https://www.econbiz.de/10001561834
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->