//--> //--> //-->
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:"Feng, Yuanhua"
subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation theory
22
Schätztheorie
22
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Theorie
14
Theory
14
Time series analysis
9
Zeitreihenanalyse
9
Regression analysis
8
Regressionsanalyse
8
ARCH model
5
ARCH-Modell
5
Estimation
4
Schätzung
4
bandwidth selection
4
ARMA model
3
ARMA-Modell
3
Aktienindex
3
Börsenkurs
3
Deutschland
3
Germany
3
Share price
3
Stock index
3
Volatilität
3
long memory
3
Simulation
2
USA
2
United States
2
antipersistence
2
iterative plug-in
2
nonparametric regression
2
simulation
2
Autoregressive conditional duration
1
Bandwidth choice
1
Bandwidth selection
1
Dauer
1
Derivat
1
Derivative
1
Double-smoothing
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Non-commercial literature
Aufsatz im Buch
2
Aufsatz in Zeitschrift
2
Book section
2
Arbeitspapier
1
Graue Literatur
1
Working Paper
1
more ...
less ...
Language
All
English
3
Author
All
Feng, Yuanhua
Kumar, Dilip
16
Todorov, Viktor
16
Koopman, Siem Jan
14
Maheswaran, S.
14
Tauchen, George Eugene
14
Teräsvirta, Timo
14
Li, Jia
13
Andersen, Torben
10
Hafner, Christian M.
10
Härdle, Wolfgang
9
Lucas, André
9
Rodriguez, Gabriel
9
Brandt, Michael W.
8
Li, Yingying
8
Linton, Oliver
8
Silvennoinen, Annastiina
8
Bibinger, Markus
7
Daníelsson, Jón
7
Diebold, Francis X.
7
Francq, Christian
7
Ghysels, Eric
7
Gouriéroux, Christian
7
Kim, Donggyu
7
Liu, Zhi
7
Mykland, Per A.
7
Spokojnyj, Vladimir G.
7
Bollerslev, Tim
6
Clements, Adam
6
Hautsch, Nikolaus
6
Reiß, Markus
6
Sibbertsen, Philipp
6
Taylor, Robert
6
Wang, Yazhen
6
Zakoïan, Jean-Michel
6
Alizadeh, Sassan
5
Amado, Cristina
5
Bauwens, Luc
5
Cavaliere, Giuseppe
5
Chan, Joshua
5
Corsi, Fulvio
5
more ...
less ...
Published in...
All
CIE working paper series
1
Economic modelling
1
Journal of risk
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fast computation and bandwidth selection algorithms for smoothing functional time series
Schäfer, Bastian
;
Feng, Yuanhua
-
2021
Persistent link: https://www.econbiz.de/10012628585
Saved in:
2
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
- In:
Journal of risk
25
(
2022
)
2
,
pp. 75-105
Persistent link: https://www.econbiz.de/10014342468
Saved in:
3
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->