//--> //--> //-->
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
accessRights:"restricted"
subject:"Zeitreihenanalyse"
~person:"Andersen, Torben"
~subject:"Kapitaleinkommen"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Kapitaleinkommen
Estimation theory
8
Schätztheorie
8
Volatility
5
Volatilität
5
Capital income
4
Time series analysis
4
Forecasting model
3
Induktive Statistik
3
Prognoseverfahren
3
Statistical inference
3
Fractional integration
2
Frequency domain inference
2
Market microstructure
2
Market microstructure noise
2
Marktmikrostruktur
2
Noise Trading
2
Noise trading
2
Regression analysis
2
Regressionsanalyse
2
Statistical test
2
Statistischer Test
2
Stochastic process
2
Stochastic volatility
2
Stochastischer Prozess
2
Volatility forecasting
2
Anlageverhalten
1
Asymptotic bias
1
Behavioural finance
1
Bias
1
Börsenkurs
1
Cointegration
1
Contrarian trading
1
Endogeneity bias
1
Estimation
1
Extreme return persistence
1
Factor analysis
1
Faktorenanalyse
1
High-frequency data
1
more ...
less ...
Online availability
All
Undetermined
Free
5
Type of publication
All
Article
5
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
6
Author
All
Andersen, Torben
Gao, Jiti
10
Phillips, Peter C. B.
10
Li, Jia
9
Linton, Oliver
9
Taylor, Robert
9
Demetrescu, Matei
8
Kapetanios, George
8
Lütkepohl, Helmut
8
Zhu, Ke
8
Koopman, Siem Jan
7
Kumar, Dilip
7
Li, Degui
7
Li, Yingying
7
Marcellino, Massimiliano
7
Teräsvirta, Timo
7
Wang, Shouyang
7
Francq, Christian
6
Kim, Donggyu
6
Lucas, André
6
Nielsen, Morten Ørregaard
6
Sbrana, Giacomo
6
Shang, Han Lin
6
Todorov, Viktor
6
Tu, Yundong
6
Xiao, Zhijie
6
Blasques, Francisco
5
Davis, Richard A.
5
Dong, Chaohua
5
Maheswaran, S.
5
Omay, Tolga
5
Peng, Bin
5
Rodrigues, Paulo M. M.
5
Sucarrat, Genaro
5
Tauchen, George Eugene
5
Zheng, Xinghua
5
Agiakloglou, Christos N.
4
Baillie, Richard
4
Bauwens, Luc
4
Bollerslev, Tim
4
more ...
less ...
Published in...
All
Journal of econometrics
4
Econometric theory
1
Working paper / National Bureau of Economic Research, Inc.
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
3
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
4
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
5
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
6
Jump-robust volatility estimation using nearest neighbor truncation
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2009
Persistent link: https://www.econbiz.de/10003909988
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->