//--> //--> //-->
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"
~person:"Boudt, Kris"
~person:"Shin, Dong-wan"
~subject:"Correlation"
~type_genre:"Article in journal"
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
Correlation
Estimation theory
24
Schätztheorie
24
Time series analysis
7
Zeitreihenanalyse
7
Korrelation
5
Regression analysis
5
Regressionsanalyse
5
Theorie
5
Theory
5
Statistical test
4
Statistischer Test
4
VAR model
4
VAR-Modell
4
Volatilität
4
CAPM
3
Estimation
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Schätzung
3
Statistical distribution
3
Statistische Verteilung
3
Analysis of variance
2
Autocorrelation
2
Autokorrelation
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Einheitswurzeltest
2
Forecasting model
2
Lasso
2
Market microstructure
2
Market microstructure noise
2
Marktmikrostruktur
2
Noise Trading
2
Noise trading
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Realized volatility
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
10
Working Paper
10
Aufsatz in Zeitschrift
9
Graue Literatur
9
Non-commercial literature
9
Language
All
English
9
Author
All
Croux, Christophe
Boudt, Kris
Shin, Dong-wan
Kumar, Dilip
16
Maheswaran, S.
16
Fan, Jianqing
13
Todorov, Viktor
12
Li, Jia
11
Tauchen, George Eugene
10
Hafner, Christian M.
8
Linton, Oliver
8
Mykland, Per A.
8
Teräsvirta, Timo
8
Andersen, Torben
7
Francq, Christian
7
Kim, Donggyu
7
Li, Yingying
7
Liu, Zhi
7
Koopman, Siem Jan
6
Wang, Yazhen
6
Bollerslev, Tim
5
Ghysels, Eric
5
Hautsch, Nikolaus
5
Jing, Bingyi
5
Li, Degui
5
Phillips, Peter C. B.
5
Taylor, Stephen
5
Zakoïan, Jean-Michel
5
Zhang, Lan
5
Arnerić, Josip
4
Aït-Sahalia, Yacine
4
Bauwens, Luc
4
Cavaliere, Giuseppe
4
Clements, Adam
4
Corsi, Fulvio
4
Elliott, Robert J.
4
Fičura, Milan
4
Hwang, Eunju
4
Jochmans, Koen
4
Kim, Jong-Min
4
Kong, Xinbing
4
Kristensen, Dennis
4
more ...
less ...
Published in...
All
Economics letters
5
Applied economics letters
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The European journal of finance
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A self-normalization test for correlation change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
Saved in:
2
Forecast of realized covariance matrix based on asymptotic distribution of the LU decomposition with an application for balancing minimum variance portfolio
Kim, Hee-Soo
;
Shin, Dong-wan
- In:
Applied economics letters
26
(
2019
)
8
,
pp. 661-668
Persistent link: https://www.econbiz.de/10012204303
Saved in:
3
Three regime bivariate normal distribution : a new estimation method for co-value-at-risk, CoVaR
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
The European journal of finance
25
(
2019
)
18
,
pp. 1817-1833
Persistent link: https://www.econbiz.de/10012207151
Saved in:
4
Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity
Hwang, Eunju
;
Shin, Dong-wan
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 178-195
Persistent link: https://www.econbiz.de/10011974560
Saved in:
5
A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan
;
Hwang, Eunju
- In:
Economics letters
129
(
2015
),
pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
Saved in:
6
A bootstrap test for jumps in financial economics
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
125
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
Saved in:
7
A CUSUM test for a long memory heterogeneous autoregressive model
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
121
(
2013
)
3
,
pp. 379-383
Persistent link: https://www.econbiz.de/10010392170
Saved in:
8
Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies
Shin, Dong-wan
;
Park, Sangun
- In:
Economics letters
115
(
2012
)
3
,
pp. 334-337
Persistent link: https://www.econbiz.de/10009631616
Saved in:
9
Outlyingness weighted covariation
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10009407333
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->