//--> //--> //--> //-->
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:"Croux, Christophe"
subject:"Volatility"
~accessRights:"restricted"
~person:"Liu, Zhi"
~subject:"VAR-Modell"
~subject:"Zeitreihenanalyse"
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
VAR-Modell
Zeitreihenanalyse
Estimation theory
12
Schätztheorie
12
Time series analysis
7
Volatilität
6
Estimation
5
Schätzung
5
Market microstructure
4
Marktmikrostruktur
4
VAR model
4
Noise Trading
3
Noise trading
3
Central limit theorem
2
Lasso
2
Martingal
2
Martingale
2
Microstructure noise
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Regression analysis
2
Regressionsanalyse
2
Sparse estimation
2
Vector AutoRegressive model
2
high-frequency data
2
vector autoregression
2
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Beta risk
1
Betafaktor
1
Börsenkurs
1
Capital income
1
Cointegration
1
Commodity market
1
Commodity price
1
Commodity prices
1
Correlation
1
Cross-category demand effects
1
more ...
less ...
Online availability
All
Undetermined
Free
18
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Croux, Christophe
Liu, Zhi
Kilian, Lutz
12
Li, Jia
11
Gao, Jiti
10
Inoue, Atsushi
10
Lütkepohl, Helmut
10
Phillips, Peter C. B.
10
Todorov, Viktor
10
Francq, Christian
9
Kumar, Dilip
9
Zhu, Ke
9
Kapetanios, George
8
Linton, Oliver
8
Demetrescu, Matei
7
Koopman, Siem Jan
7
Marcellino, Massimiliano
7
Taylor, Robert
7
Teräsvirta, Timo
7
Wang, Shouyang
7
Andersen, Torben
6
Kim, Donggyu
6
Li, Degui
6
Li, Yingying
6
Lucas, André
6
Mykland, Per A.
6
Nielsen, Morten Ørregaard
6
Poskitt, Donald Stephen
6
Sbrana, Giacomo
6
Schorfheide, Frank
6
Sentana, Enrique
6
Shang, Han Lin
6
Tauchen, George Eugene
6
Xiao, Zhijie
6
Zakoïan, Jean-Michel
6
Agiakloglou, Christos N.
5
Bauwens, Luc
5
Blasques, Francisco
5
Bollerslev, Tim
5
Cavaliere, Giuseppe
5
more ...
less ...
Published in...
All
Econometric theory
1
Energy economics
1
Finance and stochastics
1
International journal of forecasting
1
Journal of econometric methods
1
Journal of econometrics
1
Journal of financial econometrics
1
Journal of retailing
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise
Liu, Qiang
;
Liu, Zhi
- In:
The econometrics journal
27
(
2024
)
2
,
pp. 278-298
Persistent link: https://www.econbiz.de/10015046377
Saved in:
2
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
3
Linearly transforming variables in the VAR model, how does it change the impulse response?
Reusens, Peter
;
Croux, Christophe
- In:
Journal of econometric methods
7
(
2018
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011945885
Saved in:
4
Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
Saved in:
5
Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi
;
Kong, Xin-Bing
;
Jing, Bingyi
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
Saved in:
6
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
Saved in:
7
Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations
Liu, Zhi
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 427-469
Persistent link: https://www.econbiz.de/10011944390
Saved in:
8
Detecting time variation in the price puzzle : a less informative prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011743732
Saved in:
9
Identifying demand effects in a large network of product categories
Gelper, Sarah
;
Wilms, Ines
;
Croux, Christophe
- In:
Journal of retailing
92
(
2016
)
1
,
pp. 25-39
Persistent link: https://www.econbiz.de/10011484035
Saved in:
10
Commodity dynamics : a sparse multi-class approach
Barbaglia, Luca
;
Wilms, Ines
;
Croux, Christophe
- In:
Energy economics
60
(
2016
),
pp. 62-72
Persistent link: https://www.econbiz.de/10011699783
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->