//--> //--> //-->
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:"Zinsstruktur"
~isPartOf:"Journal of econometrics"
~subject:"Schätzung"
~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:"Differenzialrechnung"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Zinsstruktur
Schätzung
Analysis
4
Mathematical analysis
4
Stochastic differential equation
3
Stochastic process
3
Stochastischer Prozess
3
Time series analysis
3
Zeitreihenanalyse
3
Börsenkurs
2
Estimation
2
Estimation theory
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Schätztheorie
2
Share price
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Financial market
1
Finanzmarkt
1
Forecasting model
1
GARCH
1
Girsanov's theorem
1
High-frequency financial data
1
Induktive Statistik
1
Interest rate
1
Interest rates
1
Itô process
1
Nichtlineare Regression
1
Nonlinear regression
1
Nonlinear time series
1
Option data
1
Option pricing theory
1
Optionspreistheorie
1
Prognoseverfahren
1
Quasi-maximum likelihood estimation
1
Quasi-maximum likelihood estimator
1
Realized volatility
1
Statistical inference
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Kim, Donggyu
2
Wang, Yazhen
2
Chan, Kung-sik
1
Cui, Xiangyu
1
Lu, Zhiping
1
Song, Xinyu
1
Su, Fei
1
Yuan, Huiling
1
Zhou, Yong
1
more ...
less ...
Published in...
All
Journal of econometrics
Annals of finance
2
Computational economics
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Decisions in economics and finance : a journal of applied mathematics
1
Economic modelling
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Finance research letters
1
International journal of financial engineering
1
International journal of theoretical and applied finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of institutional economics
1
Mathematics and financial economics
1
Operational research : an international journal
1
The journal of computational finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
2
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
3
Quasi-likelihood estimation of a threshold diffusion process
Su, Fei
;
Chan, Kung-sik
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 473-484
Persistent link: https://www.econbiz.de/10011504631
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->