//--> //--> //-->
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"
person:"Corsi, Fulvio"
~type:"article"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Correlation
4
Estimation theory
4
Korrelation
4
Schätztheorie
4
Capital income
3
Kapitaleinkommen
3
Market microstructure
3
Marktmikrostruktur
3
Time series analysis
3
Zeitreihenanalyse
3
Analysis of variance
2
Dynamic dependencies
2
Estimation
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Schätzung
2
Varianzanalyse
2
Volatility
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Asynchronicity
1
Bayes-Statistik
1
Bayesian inference
1
Bond market
1
Börsenkurs
1
Covariance forecasting
1
Estimation errors
1
Forecasting model
1
Gibbs sampler
1
Intraday correlations
1
Microstructure noise
1
Multivariate Analyse
1
Multivariate analysis
1
Noise Trading
1
Noise trading
1
Prognoseverfahren
1
Realized covariance
1
Rentenmarkt
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Corsi, Fulvio
Kumar, Dilip
16
Maheswaran, S.
14
Todorov, Viktor
12
Li, Jia
11
Tauchen, George Eugene
10
Teräsvirta, Timo
9
Andersen, Torben
7
Francq, Christian
7
Kim, Donggyu
7
Li, Yingying
7
Liu, Zhi
7
Mykland, Per A.
7
Ghysels, Eric
6
Hafner, Christian M.
6
Koopman, Siem Jan
6
Wang, Yazhen
6
Bollerslev, Tim
5
Fan, Jianqing
5
Jing, Bingyi
5
Silvennoinen, Annastiina
5
Taylor, Stephen
5
Zakoïan, Jean-Michel
5
Arnerić, Josip
4
Aït-Sahalia, Yacine
4
Clements, Adam
4
Dufour, Jean-Marie
4
Elliott, Robert J.
4
Feng, Yuanhua
4
Fičura, Milan
4
Hwang, Eunju
4
Härdle, Wolfgang
4
Li, Wai Keung
4
Nolte, Ingmar
4
Park, Joon Y.
4
Rodriguez, Gabriel
4
Shin, Dong-wan
4
Song, Yuping
4
Sucarrat, Genaro
4
Taylor, James W.
4
Wang, Jying-Nan
4
more ...
less ...
Published in...
All
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
2
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->