//--> //--> //--> //-->
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:"Volatilität"
type_genre:"Graue Literatur"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"KBI"
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
Volatilität
Estimation theory
143
Schätztheorie
143
Theorie
45
Theory
45
Regression analysis
28
Regressionsanalyse
28
Estimation
24
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Robust statistics
24
Robustes Verfahren
24
Time series analysis
24
Zeitreihenanalyse
24
Schätzung
23
Volatility
13
Correlation
12
Korrelation
12
Statistical distribution
11
Statistische Verteilung
11
Börsenkurs
10
Panel
10
Panel study
10
Share price
10
Bootstrap approach
7
Bootstrap-Verfahren
7
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Sampling
7
Stichprobenerhebung
7
Multivariate Analyse
6
Multivariate analysis
6
Statistical test
6
Statistischer Test
6
USA
6
United States
6
Forecasting model
5
Modellierung
5
Probability theory
5
Prognoseverfahren
5
more ...
less ...
Online availability
All
Free
8
Type of publication
All
Book / Working Paper
13
Type of publication (narrower categories)
All
Graue Literatur
Non-commercial literature
13
Arbeitspapier
10
Working Paper
10
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
13
Author
All
Croux, Christophe
4
Linton, Oliver
3
Sluis, Pieter J. van der
3
Boudt, Kris
2
Gather, Ursula
2
Gelper, Sarah
2
Schettlinger, Karen
2
Bu, Ruijun
1
Chen, Jia
1
Cornelissen, Jonathan
1
Dannenburg, Dennis Ramon
1
Daníelsson, Jón
1
Jacobsen, Ben
1
Laurent, Sébastien
1
Li, Degui
1
Li, Yu-Ning
1
Li, Zhen
1
Malec, Peter
1
Vries, Casper G. de
1
Wang, Hanchao
1
more ...
less ...
Published in...
All
Cambridge working papers in economics
Discussion paper / Tinbergen Institute / Tinbergen Institute
KBI
Discussion paper / Tinbergen Institute
27
CREATES research paper
15
SFB 649 discussion paper
8
Documento de trabajo
6
Working paper / National Bureau of Economic Research, Inc.
6
Working papers
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
GRIPS discussion papers
5
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
Working paper
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
CORE discussion papers : DP
4
Discussion papers / CEPR
4
Discussion papers of interdisciplinary research project 373
4
ERID working paper
4
IES working paper
4
Research paper series / Swiss Finance Institute
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Working papers / Rutgers University, Department of Economics
4
CAMA working paper series
3
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Cambridge-INET working papers
3
Cowles Foundation discussion paper
3
Discussion paper
3
Discussion papers in economics
3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
Finmap working paper
3
NCER working paper series
3
Série des documents de travail
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
Working papers / Rodney L. White Center for Financial Research
3
CEA_372Cass working paper series
2
CESifo working papers
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Discussion paper in financial economics : FE
2
Discussion paper series / LSE Financial Markets Group
2
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
3
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
4
A semiparametric intraday GARCH model
Malec, Peter
-
2016
Persistent link: https://www.econbiz.de/10011538851
Saved in:
5
Jump robust daily covariance estimation by disentangling variance and correlation components
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989131
Saved in:
6
Regression-based, regression-free and model-free approaches for robust online scale estimation
Schettlinger, Karen
;
Gelper, Sarah
;
Gather, Ursula
; …
-
2008
Persistent link: https://www.econbiz.de/10003977730
Saved in:
7
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
-
2008
Persistent link: https://www.econbiz.de/10003977900
Saved in:
8
Robust online scale estimation in time series : a regression-free approach
Gelper, Sarah
;
Schettlinger, Karen
;
Croux, Christophe
; …
-
2007
Persistent link: https://www.econbiz.de/10003623661
Saved in:
9
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
Saved in:
10
EmmPack 1.01 : C/C++ code for use with Ox for estimation of univariate stochastic volatility models with the efficient method of moments
Sluis, Pieter J. van der
-
1998
Persistent link: https://www.econbiz.de/10000981248
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->