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type_genre:"Thesis"
type_genre:"Working Paper"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"Volatility"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Volatility
Zeitreihenanalyse
Estimation theory
90
Schätztheorie
90
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53
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53
Time series analysis
22
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11
United States
11
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Stock, James H.
5
Nelson, Daniel B.
4
Watson, Mark W.
3
Diebold, Francis X.
2
Elliott, Graham
2
Foster, Dean P.
2
West, Kenneth D.
2
Altonji, Joseph G.
1
Aït-Sahalia, Yacine
1
Beaulieu, J. Joseph
1
Brandt, Michael W.
1
Campbell, John Y.
1
Canjels, Eugene
1
Christoffersen, Peter F.
1
Friedman, Milton
1
García López, José A.
1
Kim, Chang-jin
1
Leamer, Edward E.
1
Miron, Jeffrey A.
1
Mykland, Per A.
1
Nelson, Charles R.
1
Newey, Whitney K.
1
Quah, Danny
1
Rothenberg, Thomas J.
1
Santa-Clara, Pedro
1
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1
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1
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1
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Technical working paper / National Bureau of Economic Research
Discussion paper / Tinbergen Institute
106
CREATES research paper
65
Working paper / Department of Econometrics and Business Statistics, Monash University
63
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
35
SFB 649 discussion paper
31
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
Cowles Foundation discussion paper
27
Working paper / National Bureau of Economic Research, Inc.
25
Working paper series
24
Discussion paper / Center for Economic Research, Tilburg University
23
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
19
Report / Econometric Institute, Erasmus University Rotterdam
19
Discussion papers of interdisciplinary research project 373
18
EUI working paper / ECO
18
CEMMAP working papers / Centre for Microdata Methods and Practice
17
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16
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16
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15
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15
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15
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CORE discussion paper : DP
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11
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10
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9
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9
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9
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9
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8
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1
Edgeworth expansion for realized volatility and related estimators
Zhang, Lan
;
Mykland, Per A.
;
Aït-Sahalia, Yacine
-
2005
Persistent link: https://www.econbiz.de/10003217402
Saved in:
2
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
3
Asymptotically median unbiased estimation of coefficient variance in a time varying parameter model
Stock, James H.
;
Watson, Mark W.
-
1996
Persistent link: https://www.econbiz.de/10000945159
Saved in:
4
A comparison of alternative instrumental variables estimators of a dynamic linear model
West, Kenneth D.
;
Wilcox, David W.
-
1995
Persistent link: https://www.econbiz.de/10000934955
Saved in:
5
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
6
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000934888
Saved in:
7
Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000920888
Saved in:
8
Estimating deterministic trends in the presence of serially correlated errors
Canjels, Eugene
-
1994
Persistent link: https://www.econbiz.de/10000920895
Saved in:
9
Optimal prediction under asymmetric loss
Christoffersen, Peter F.
-
1994
Persistent link: https://www.econbiz.de/10000920915
Saved in:
10
Asymptotically optimal smoothing with arch models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000920975
Saved in:
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