//--> //--> //--> //-->
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:"Journal of the American Statistical Association : JASA"
~subject:"Forecasting model"
~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
Forecasting model
Share price
Estimation theory
460
Schätztheorie
460
Regression analysis
108
Regressionsanalyse
108
Nichtparametrisches Verfahren
101
Nonparametric statistics
101
Time series analysis
67
Zeitreihenanalyse
67
Estimation
55
Schätzung
55
Correlation
38
Korrelation
38
Statistical test
27
Statistischer Test
27
Sampling
24
Statistical distribution
24
Statistische Verteilung
24
Stichprobenerhebung
24
Volatilität
24
Bayes-Statistik
22
Bayesian inference
22
Induktive Statistik
21
Prognoseverfahren
21
Statistical inference
21
Theorie
21
Theory
21
Maximum likelihood estimation
20
Maximum-Likelihood-Schätzung
20
Multivariate Analyse
20
Multivariate analysis
20
Panel
20
Panel study
20
Robust statistics
19
Robustes Verfahren
19
ARCH model
15
ARCH-Modell
15
Börsenkurs
15
more ...
less ...
Online availability
All
Free
12
Undetermined
7
Type of publication
All
Article
40
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
43
Aufsatz in Zeitschrift
43
Graue Literatur
9
Non-commercial literature
9
Arbeitspapier
4
Working Paper
4
Language
All
English
52
Author
All
Linton, Oliver
6
Fan, Jianqing
3
Pesaran, M. Hashem
3
Escanciano, Juan Carlos
2
Fan, Yingying
2
Francq, Christian
2
Gao, Jiti
2
Hoderlein, Stefan
2
Horváth, Lajos
2
Jiang, Jiming
2
Kapetanios, George
2
Lewbel, Arthur
2
Srisuma, Sorawoot
2
Zakoïan, Jean-Michel
2
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Audrino, Francesco
1
Aït-Sahalia, Yacine
1
Bailey, Natalia
1
Balter, Janine
1
Bigelow, Jamie L.
1
Bos, Charles S.
1
Bu, Ruijun
1
Cai, Tianxi
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Carrasco, Marine
1
Carroll, Raymond J.
1
Chen, Jia
1
Cheng, Tingting
1
Czellar, Veronika
1
Delaigle, Aurore
1
Dunson, David B.
1
Efron, Bradley
1
Engle, Robert F.
1
Frederiksen, Per
1
Fuller, Wayne A.
1
Garratt, Anthony
1
Ghysels, Eric
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
Journal of the American Statistical Association : JASA
Journal of econometrics
191
International journal of forecasting
114
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
Journal of forecasting
73
Economics letters
48
Discussion paper / Tinbergen Institute
44
Journal of empirical finance
37
Econometric reviews
31
Econometric theory
26
Economic modelling
26
Working paper / Department of Econometrics and Business Statistics, Monash University
26
CREATES research paper
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Journal of banking & finance
24
Quantitative finance
22
The econometrics journal
22
Finance research letters
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
Working paper
20
Journal of financial econometrics
19
Journal of risk and financial management : JRFM
17
The North American journal of economics and finance : a journal of financial economics studies
16
Computational economics
15
Discussion paper
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
European journal of operational research : EJOR
15
NBER Working Paper
15
NBER working paper series
15
Working papers / Rutgers University, Department of Economics
15
Applied economics
14
Insurance / Mathematics & economics
14
International journal of economics and financial issues : IJEFI
14
International journal of theoretical and applied finance
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
CESifo working papers
13
Econometrics : open access journal
13
Journal of applied econometrics
13
SFB 649 discussion paper
13
more ...
less ...
Source
All
ECONIS (ZBW)
52
Showing
1
-
10
of
52
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
Semiparametric single-index predictive regression
Zhou, Weilun
;
Gao, Jiti
;
Harris, David
;
Kew, Hsein
-
2019
Persistent link: https://www.econbiz.de/10012703312
Saved in:
9
A semiparametric intraday GARCH model
Malec, Peter
-
2016
Persistent link: https://www.econbiz.de/10011538851
Saved in:
10
Nonparametric Euler equation identi cation and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2015
Persistent link: https://www.econbiz.de/10011455563
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->