//--> //--> //-->
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
person:"Corsi, Fulvio"
~person:"Nelson, Daniel B."
~subject:"Monte-Carlo-Simulation"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Monte-Carlo-Simulation
Estimation theory
49
Schätztheorie
49
Time series analysis
31
Zeitreihenanalyse
31
Theorie
14
Theory
14
Volatility
12
Volatilität
12
ARCH model
10
ARCH-Modell
10
Correlation
9
Korrelation
9
USA
7
United States
7
Market microstructure
6
Marktmikrostruktur
6
Metal market
6
Metallmarkt
6
Multivariate Analyse
6
Multivariate analysis
6
Forecasting model
5
Monte Carlo simulation
5
Prognoseverfahren
5
Statistical theory
5
Statistische Methodenlehre
5
Stochastic process
5
Stochastischer Prozess
5
Bond market
4
Börsenkurs
4
Capital income
4
Estimation
4
Kapitaleinkommen
4
Rentenmarkt
4
Schätzung
4
Share price
4
Analysis of variance
3
Commodity exchange
3
Varianzanalyse
3
Warenbörse
3
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
5
Author
All
Corsi, Fulvio
Nelson, Daniel B.
Schorfheide, Frank
18
Herbst, Edward P.
12
Lechner, Michael
12
Dufour, Jean-Marie
11
Hortaçsu, Ali
10
Huber, Martin
10
Koopman, Siem Jan
9
Arcidiacono, Peter
8
Zhang, Xibin
8
Bayer, Patrick J.
7
Del Negro, Marco
7
James, Jonathan
7
Kitagawa, Toru
7
Matlin, Ethan
7
Pesaran, M. Hashem
7
Sarfati, Reca
7
Advani, Arun
6
Baltagi, Badi H.
6
Bugni, Federico A.
6
Hammond, Peter J.
6
Hong, Han
6
Joo, Joonhwi
6
Kiviet, J. F.
6
Lunde, Asger
6
Sun, Yiguo
6
Słoczyński, Tymon
6
Tsionas, Efthymios G.
6
Barndorff-Nielsen, Ole E.
5
Bodory, Hugo
5
Cai, Michael
5
Camponovo, Lorenzo
5
Dijk, Herman K. van
5
Dubé, Jean-Pierre
5
Florax, Raymond J. G. M.
5
Hansen, Peter Reinhard
5
Herbst, Edward
5
Holland, Paul W.
5
Hoogerheide, Lennart
5
Kapetanios, George
5
more ...
less ...
Published in...
All
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Working papers on finance
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
-
2008
Persistent link: https://www.econbiz.de/10003903350
Saved in:
3
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
-
2008
Persistent link: https://www.econbiz.de/10003676667
Saved in:
4
Realized correlation tick-by-tick
Corsi, Fulvio
;
Audrino, Francesco
-
2007
Persistent link: https://www.econbiz.de/10003419771
Saved in:
5
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->