//--> //--> //-->
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
~isPartOf:"Journal of econometrics"
~isPartOf:"Review / Federal Reserve Bank of St. Louis"
~person:"Andersen, Torben"
~subject:"USA"
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:"Trendmodell"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
USA
Time series analysis
7
Zeitreihenanalyse
7
Estimation theory
5
Schätztheorie
5
Volatility
5
Volatilität
5
Capital income
3
Estimation
3
Kapitaleinkommen
3
Schätzung
3
Theorie
3
Theory
3
Börsenkurs
2
Forecasting model
2
Fractional integration
2
Frequency domain inference
2
High-frequency data
2
Induktive Statistik
2
Prognoseverfahren
2
Share price
2
Statistical inference
2
Statistical test
2
Statistischer Test
2
Volatility forecasting
2
1954-1995
1
Asset pricing
1
Bias
1
CAPM
1
Cointegration
1
Dynamic factor models
1
Empirical characteristic function
1
Endogeneity bias
1
Extreme return persistence
1
Factor analysis
1
Faktorenanalyse
1
Hypothesis testing
1
Integrated volatility estimation
1
Interest rate
1
Local spectrum procedure
1
Market microstructure
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Andersen, Torben
Chen, Xiaohong
2
Miller, J. Isaac
2
Park, Joon Y.
2
Rasche, Robert H.
2
Altissimo, Filippo
1
Anderson, Richard G.
1
Blasques, F.
1
Breidt, F. Jay
1
Breitung, Jörg
1
Bullard, James Brian
1
Candelon, Bertrand
1
Carrasco, Marine
1
Chang, Yoosoon
1
Chauvet, Marcelle
1
Chudik, Alexander
1
Corradi, Valentina
1
Crato, Nuno
1
DeLima, Pedro J. F.
1
Dijk, Dick van
1
Dueker, Michael
1
Dufour, Jean-Marie
1
Fan, Yanqin
1
Fernandes, Marcelo
1
Filardo, Andrew J.
1
Fisher, Douglas
1
Fleissig, Adrian R.
1
Franses, Philip Hans
1
Gavin, William T.
1
Gordon, Stephen F.
1
Gorgi, P.
1
Grammig, Joachim
1
Hansen, Lars Peter
1
Jansen, Dennis W.
1
Keating, John William
1
Kim, Chae-yŏng
1
Kim, Chang-jin
1
Kim, Jae-young
1
Kim, Moon-kak
1
Koop, Gary
1
more ...
less ...
Published in...
All
Journal of econometrics
Review / Federal Reserve Bank of St. Louis
CEFIR and NES working papers
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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...
//-->