//--> //--> //-->
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
isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Journal of econometrics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Aït-Sahalia, Yacine"
~person:"Paolella, Marc S."
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"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Estimation
7
Schätzung
7
Volatility
6
Volatilität
6
Theorie
5
Theory
5
Kapitaleinkommen
4
ARCH model
2
ARCH-Modell
2
CAPM
2
Factor analysis
2
Faktorenanalyse
2
Forecasting model
2
GARCH
2
Multivariate generalized hyperbolic distribution
2
Option pricing theory
2
Optionspreistheorie
2
Portfolio optimization
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastic volatility
2
Stochastischer Prozess
2
Swap
2
Beta risk
1
Betafaktor
1
Big data
1
Börsenkurs
1
CCC
1
Common jumps
1
Correlation
1
Density forecasting
1
EM-algorithm
1
Equity risk premium
1
Estimation theory
1
Factor model
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Aït-Sahalia, Yacine
Paolella, Marc S.
Bohl, Martin T.
9
Todorov, Viktor
8
Bollerslev, Tim
5
Zhou, Guofu
4
Andersen, Torben
3
Ge̜bka, Bartosz
3
Henke, Harald
3
Tauchen, George Eugene
3
Xiu, Dacheng
3
Yang, Liyan
3
Bali, Turan G.
2
Cen, Ling
2
Da, Zhi
2
Hasler, Michael
2
Hollstein, Fabian
2
Li, Jia
2
Li, Yingying
2
Massa, Massimo
2
Meddahi, Nour
2
Neely, Christopher J.
2
Patton, Andrew J.
2
Pelger, Markus
2
Polak, Pawel
2
Tamoni, Andrea
2
Tang, Yi
2
Tu, Jun
2
Wei, K. C. John
2
Wese Simen, Chardin
2
Agarwal, Ashish
1
Agarwal, Sumit
1
Ahmed, Anwer S.
1
Andrei, Daniel
1
Andreou, Elena
1
Asai, Manabu
1
Bae, Joon Woo
1
Bakalli, Gaetan
1
Bakshi, Gurdip S.
1
Bandi, Federico M.
1
more ...
less ...
Published in...
All
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Journal of econometrics
Management science : journal of the Institute for Operations Research and the Management Sciences
CFS working paper series
4
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
1
Asia-Pacific financial markets
1
CEA_372Cass working paper series
1
Econometrics : open access journal
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
2
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
3
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
4
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->