//--> //--> //--> //-->
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:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Journal of financial economics"
~subject:"Share price"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Share price
Estimation theory
250
Schätztheorie
250
Theorie
109
Theory
109
Estimation
52
Schätzung
52
Nichtparametrisches Verfahren
51
Nonparametric statistics
51
Time series analysis
51
Zeitreihenanalyse
51
Regression analysis
43
Regressionsanalyse
43
Volatilität
31
Statistical test
26
Statistischer Test
26
Börsenkurs
23
Capital income
23
Kapitaleinkommen
23
Correlation
22
Korrelation
22
Stochastic process
22
Stochastischer Prozess
22
Panel
19
Panel study
19
CAPM
17
USA
16
United States
16
Market microstructure
15
Marktmikrostruktur
15
ARCH model
14
ARCH-Modell
14
Statistical distribution
14
Statistische Verteilung
14
Forecasting model
13
Prognoseverfahren
13
Bayes-Statistik
12
Bayesian inference
12
Deutschland
12
more ...
less ...
Online availability
All
Free
11
Undetermined
8
Type of publication
All
Article
29
Book / Working Paper
19
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Graue Literatur
16
Non-commercial literature
16
Arbeitspapier
11
Working Paper
11
Language
All
English
48
Author
All
Linton, Oliver
6
Härdle, Wolfgang
4
Spokojnyj, Vladimir G.
4
Escanciano, Juan Carlos
2
Herwartz, Helmut
2
Hoderlein, Stefan
2
Kapetanios, George
2
Lewbel, Arthur
2
Pesaran, M. Hashem
2
Srisuma, Sorawoot
2
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Bailey, Natalia
1
Bakshi, Gurdip S.
1
Balter, Janine
1
Bos, Charles S.
1
Brandt, Michael W.
1
Bu, Ruijun
1
Bunke, Olaf
1
Caldeira, João F.
1
Carrasco, Marine
1
Chen, Jia
1
Cheng, Tingting
1
Chinco, Alex
1
Cremers, Martijn
1
Dangl, Thomas
1
Dankenbring, Henning
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Fleckenstein, Matthias
1
Francq, Christian
1
Frederiksen, Per
1
Gandhi, Priyank
1
Gao, Jiti
1
Ghysels, Eric
1
Grammig, Joachim
1
Gray, Stephen
1
Halling, Michael
1
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
1
University of Cambridge / Faculty of Economics
1
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of financial economics
Journal of econometrics
130
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Discussion paper / Tinbergen Institute
29
Economics letters
29
Journal of empirical finance
27
Econometric reviews
22
Economic modelling
20
Journal of banking & finance
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Quantitative finance
18
CREATES research paper
17
Econometric theory
16
Finance research letters
16
Journal of financial econometrics
15
International journal of forecasting
14
International journal of theoretical and applied finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of economics and financial issues : IJEFI
13
Journal of forecasting
13
Journal of risk and financial management : JRFM
13
Working paper
12
NBER Working Paper
11
SFB 649 discussion paper
11
The econometrics journal
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of mathematical finance
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Econometrics : open access journal
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International review of financial analysis
9
NBER working paper series
9
The journal of finance : the journal of the American Finance Association
9
Working paper / National Bureau of Economic Research, Inc.
9
Applied economics
8
Finance and stochastics
8
Journal of financial and quantitative analysis : JFQA
8
more ...
less ...
Source
All
ECONIS (ZBW)
48
Showing
1
-
10
of
48
Sort
relevance
articles prioritized
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
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
3
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:
4
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
5
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
6
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
7
Dependent microstructure noise and integrated volatility : estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel
-
2019
Persistent link: https://www.econbiz.de/10012703138
Saved in:
8
Treasury yield implied volatility and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
9
Estimating the anomaly base rate
Chinco, Alex
;
Neuhierl, Andreas
;
Weber, Michael
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 101-126
Persistent link: https://www.econbiz.de/10013188625
Saved in:
10
A semiparametric intraday GARCH model
Malec, Peter
-
2016
Persistent link: https://www.econbiz.de/10011538851
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->