//--> //--> //-->
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
subject:"Time series analysis"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of econometrics"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~person:"Andersen, Torben"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Estimation theory
7
Schätztheorie
7
Volatility
6
Volatilität
6
Zeitreihenanalyse
5
Capital income
3
Kapitaleinkommen
3
Estimation
2
Forecasting model
2
Fractional integration
2
Frequency domain inference
2
Induktive Statistik
2
Market microstructure
2
Market microstructure noise
2
Marktmikrostruktur
2
Noise Trading
2
Noise trading
2
Prognoseverfahren
2
Schätzung
2
Statistical inference
2
Statistical test
2
Statistischer Test
2
Stochastic process
2
Stochastic volatility
2
Stochastischer Prozess
2
Volatility forecasting
2
1954-1995
1
Anlageverhalten
1
Asymptotic bias
1
Behavioural finance
1
Bias
1
Börsenkurs
1
Cointegration
1
Contrarian trading
1
Endogeneity bias
1
Extreme return persistence
1
Factor analysis
1
Faktorenanalyse
1
High-frequency data
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Andersen, Torben
Phillips, Peter C. B.
12
Taylor, Robert
9
Linton, Oliver
8
Leybourne, Stephen James
7
Li, Jia
6
Stock, James H.
6
Todorov, Viktor
6
Chen, Xiaohong
5
Davis, Richard A.
5
Elliott, Graham
5
Kim, Donggyu
5
Li, Yingying
5
Nelson, Daniel B.
5
Robinson, Peter M.
5
Tauchen, George Eugene
5
Xiao, Zhijie
5
Zhu, Ke
5
Baillie, Richard
4
Baltagi, Badi H.
4
Chambers, Marcus J.
4
Francq, Christian
4
Harvey, David I.
4
Koopman, Siem Jan
4
Li, Qi
4
Lütkepohl, Helmut
4
Ng, Serena
4
Perron, Pierre
4
Sun, Yixiao
4
Watson, Mark W.
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Chen, Rong
3
Dong, Chaohua
3
Fan, Jianqing
3
Gao, Jiti
3
Johansen, Søren
3
Kim, Dukpa
3
Koop, Gary
3
Li, Degui
3
more ...
less ...
Published in...
All
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
Technical working paper / National Bureau of Economic Research
CREATES research paper
2
Global COE Hi-Stat discussion paper series
1
NBER working paper series
1
Staff reports / Federal Reserve Bank of New York
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
3
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
4
Jump-robust volatility estimation using nearest neighbor truncation
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 75-93
Persistent link: https://www.econbiz.de/10009666722
Saved in:
5
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->