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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~subject:"Analysis of variance"
~subject:"Nichtparametrisches Verfahren"
~subject:"Noise Trading"
~subject:"Portfolio selection"
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Volatility
Analysis of variance
Nichtparametrisches Verfahren
Noise Trading
Portfolio selection
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatilität
16
Estimation
15
Schätzung
15
ARCH model
11
ARCH-Modell
11
Market microstructure
10
Marktmikrostruktur
10
Capital income
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Kapitaleinkommen
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Nonparametric statistics
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Risikomaß
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Risk measure
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Theorie
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Theory
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Correlation
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Forecasting model
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Korrelation
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Prognoseverfahren
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Regression analysis
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Regressionsanalyse
7
Stochastic process
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Stochastischer Prozess
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Börsenkurs
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Share price
6
Noise trading
5
Statistical test
5
Statistischer Test
5
Varianzanalyse
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CAPM
4
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4
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27
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Härdle, Wolfgang
2
Andreou, Alena
1
Balter, Janine
1
Birke, Melanie
1
Bos, Charles S.
1
Boudt, Kris
1
Caldeira, João F.
1
Carrasco, Marine
1
Chen, Jiaqin
1
Corsi, Fulvio
1
Croux, Christophe
1
Denuit, Michel
1
Di, Jianing
1
Fan, Jianqing
1
Fan, Yingying
1
Ferreira, Eva
1
Francq, Christian
1
Frederiksen, Per
1
Gangopadhyay, Ashis
1
Ghysels, Eric
1
Gil-Bazo, Javier
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Ikeda, Shin S.
1
Janus, Paweł
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
Laurent, Sébastien
1
Li, Yingying
1
Lv, Jinchi
1
Mancino, Maria Elvira
1
Mira, Antonietta
1
Mitra, Gautam
1
Moura, Guilherme Valle
1
Mykland, Per A.
1
Nagakura, Daisuke
1
Nielsen, Morten Ørregaard
1
Nogales, Francisco J.
1
Okhrin, Yarema
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
431
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
CEMMAP working papers / Centre for Microdata Methods and Practice
128
Econometric theory
115
Economics letters
107
Econometric reviews
98
Journal of the American Statistical Association : JASA
85
The econometrics journal
71
Discussion paper / Tinbergen Institute
56
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
55
Discussion papers of interdisciplinary research project 373
48
European journal of operational research : EJOR
46
Working paper / Department of Econometrics and Business Statistics, Monash University
44
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
43
SFB 649 discussion paper
41
Quantitative economics : QE ; journal of the Econometric Society
39
Cowles Foundation discussion paper
36
Discussion paper series / IZA
36
CREATES research paper
35
Journal of banking & finance
33
Journal of empirical finance
33
Economic modelling
32
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
31
Finance research letters
31
Econometrics papers
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
Série des documents de travail / Centre de Recherche en Économie et Statistique
29
Cowles Foundation Discussion Paper
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
International journal of forecasting
26
Econometrics : open access journal
25
Journal of risk and financial management : JRFM
25
Quantitative finance
25
NBER Working Paper
24
NBER working paper series
24
Working papers / TSE : WP
24
Boston College working papers in economics
23
Cambridge working papers in economics
22
Computational economics
22
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ECONIS (ZBW)
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1
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Efficient portfolio selection in a large market
Chen, Jiaqin
;
Yuan, Ming
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 496-524
Persistent link: https://www.econbiz.de/10011623668
Saved in:
3
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
4
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
5
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
6
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
7
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
8
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
9
Quarticity estimation on ohlc data
Balter, Janine
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011339287
Saved in:
10
Rounding errors and volatility estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
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