//--> //--> //--> //-->
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:"Stambaugh, Robert F."
subject:"Share price"
~person:"Audrino, Francesco"
~person:"Feng, Yuanhua"
~subject:"USA"
~subject:"Volatility"
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
Share price
USA
Volatility
Estimation theory
59
Schätztheorie
59
Theorie
25
Theory
25
Time series analysis
22
Zeitreihenanalyse
22
ARCH model
18
ARCH-Modell
18
Nichtparametrisches Verfahren
18
Nonparametric statistics
18
Estimation
17
Schätzung
17
United States
16
Regression analysis
10
Regressionsanalyse
10
Forecasting model
9
Prognoseverfahren
9
CAPM
8
Capital income
8
Kapitaleinkommen
8
Börsenkurs
7
Volatilität
7
Deutschland
6
Germany
6
Cost of capital
5
Dynamic programming
5
Dynamische Optimierung
5
Eigenkapital
5
Equity capital
5
Kapitalkosten
5
Multivariate Analyse
5
Multivariate analysis
5
Stochastic process
5
Stochastischer Prozess
5
Bond market
4
Correlation
4
Korrelation
4
more ...
less ...
Online availability
All
Free
9
Undetermined
1
Type of publication
All
Book / Working Paper
11
Article
9
Type of publication (narrower categories)
All
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Article in journal
6
Aufsatz in Zeitschrift
6
Aufsatz im Buch
3
Book section
3
more ...
less ...
Language
All
English
20
Author
All
Stambaugh, Robert F.
Audrino, Francesco
Feng, Yuanhua
Diebold, Francis X.
21
Koopman, Siem Jan
21
Todorov, Viktor
19
Li, Jia
18
Swanson, Norman R.
18
Pesaran, M. Hashem
17
Tauchen, George Eugene
17
Kumar, Dilip
16
Linton, Oliver
16
Teräsvirta, Timo
16
Li, Yingying
15
Maheswaran, S.
15
Sentana, Enrique
14
Brandt, Michael W.
13
Ghysels, Eric
13
Hafner, Christian M.
13
Kapetanios, George
13
Härdle, Wolfgang
12
Kim, Donggyu
12
Bailey, Natalia
11
Corsi, Fulvio
11
Hautsch, Nikolaus
11
Lucas, André
11
Mairesse, Jacques
11
Mancino, Maria Elvira
11
Andersen, Torben
10
Bollerslev, Tim
10
Engle, Robert F.
10
Fan, Jianqing
10
Gao, Jiti
10
Liu, Zhi
10
Nolte, Ingmar
10
Silvennoinen, Annastiina
10
Xiu, Dacheng
10
Zakoïan, Jean-Michel
10
Bauwens, Luc
9
Daníelsson, Jón
9
Dufour, Jean-Marie
9
McAleer, Michael
9
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
1
University of Chicago / Center for Research in Security Prices
1
Published in...
All
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Working papers on finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
CIE working paper series
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Econometric theory
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Economic modelling
1
Institutional arrangements for global economic integration
1
Journal of financial economics
1
Journal of risk
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
1
Working paper series / Center for Research in Security Prices
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
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
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
Saved in:
4
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:
5
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:
6
Realized correlation tick-by-tick
Corsi, Fulvio
;
Audrino, Francesco
-
2007
Persistent link: https://www.econbiz.de/10003419771
Saved in:
7
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674257
Saved in:
8
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
Saved in:
9
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->