//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic 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"
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
Analysis of High Dimensional M...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
16
Schätztheorie
16
Theorie
13
Theory
13
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Time series analysis
7
Volatility
7
Volatilität
7
Zeitreihenanalyse
7
Markov chain
6
Markov-Kette
6
Stochastic process
4
Stochastischer Prozess
4
Bayes-Statistik
3
Bayesian inference
3
Multivariate Analyse
3
Multivariate analysis
3
State space model
3
Zustandsraummodell
3
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Capital income
2
Estimation
2
Kapitaleinkommen
2
Sampling
2
Share price
2
Stichprobenerhebung
2
00.12.1993
1
Asynchronous data
1
Ausreißer
1
CAPM
1
Common persistence
1
Core
1
Correlation
1
Count data
1
Covariance targeting
1
DSGE model
1
DSGE-Modell
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
46
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Collection of articles of several authors
2
Conference proceedings
2
Konferenzschrift
2
Sammelwerk
2
Language
All
English
26
Undetermined
21
Author
All
Chib, Siddhartha
29
Shephard, Neil G.
13
Shephard, Neil
9
Barndorff-Nielsen, Ole E.
6
Jacobi, Liana
5
Lunde, Asger
5
Hansen, Peter Reinhard
4
Nardari, Federico
4
Creal, Drew
3
Greenberg, Edward
3
Greenberg, Edward S.
3
Koopman, Siem Jan
3
Meddahi, Nour
3
Hamilton, Barton Hughes
2
Mykland, Per A.
2
Nakajima, Jouchi
2
Omori, Yasuhiro
2
Winkelmann, Rainer
2
Atkinson, A.C.
1
Bennedsen, Mikkel
1
Chiang, Jeongwen
1
Chib, S.
1
Hamilton, B.H.
1
Hamilton, Barton H.
1
Hendry, David F.
1
Jammalamadaka, Sreenivasa Rao
1
Koopman, S.J.
1
Mykland, Per
1
Narasimhan, Chakravarthi
1
Noureldin, Diaa
1
Ramamurthy, Srikanth
1
Shephard, N.
1
Sheppard, Kevin
1
Tiwari, Ram C.
1
Veraart, Almut E. D.
1
Xiu, Dacheng
1
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
Economics Series Working Papers / Department of Economics, Oxford University
69
Economics Papers / Economics Group, Nuffield College, University of Oxford
62
Economics discussion papers
35
Journal of Econometrics
28
OFRC Working Papers Series
25
Department of Economics discussion paper series / University of Oxford
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of the American Statistical Association : JASA
12
Oxford Financial Research Centre economics series
12
Econometric theory
11
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Journal of Business & Economic Statistics
6
Journal of applied econometrics
6
The review of financial studies
6
Econometric Theory
5
Econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Discussion Paper / Tilburg University, Center for Economic Research
4
Discussion paper / Center for Economic Research, Tilburg University
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Econometrica
4
Econometrics Journal
4
Journal of Applied Econometrics
4
Suntory Toyota International Centre for Economics and Related Disciplines
4
The econometrics journal
4
The review of economic studies
4
Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
CREATES Research Papers
3
Discussion paper / Tinbergen Institute
3
Econometric reviews
3
Economics Letters
3
Economics letters
3
Fisher College of Business working paper series
3
IFS Working Papers
3
IFS working paper
3
Journal of Financial Econometrics
3
Advanced texts in econometrics
2
Advances in econometrics
2
more ...
less ...
Source
All
ECONIS (ZBW)
26
OLC EcoSci
21
Showing
1
-
10
of
47
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Markov chain Monte Carlo methods for stochastic volatility models
Chib, Siddhartha
;
Nardari, Federico
;
Shephard, Neil G.
- In:
Journal of econometrics
108
(
2002
)
2
,
pp. 281-316
Persistent link: https://www.econbiz.de/10001657610
Saved in:
2
Analysis of high dimensional multivariate stochastic volatility models
Chib, Siddhartha
;
Nardari, Federico
;
Shephard, Neil G.
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 341-371
Persistent link: https://www.econbiz.de/10003374317
Saved in:
3
Stochastic volatility with leverage : fast and efficient likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 425-449
Persistent link: https://www.econbiz.de/10003569881
Saved in:
4
Annals of econometrics: cointegration and dynamics in economics
Hendry, David F.
(
contributor
); …
- In:
Journal of econometrics
80
(
1997
)
2
,
pp. 199-422
Persistent link: https://www.econbiz.de/10001226816
Saved in:
5
Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
Saved in:
6
Subsampling realised kernels
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 204-219
Persistent link: https://www.econbiz.de/10009242524
Saved in:
7
Realized volatility
Meddahi, Nour
;
Mykland, Per A.
;
Shephard, Neil G.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10009242567
Saved in:
8
Realized volatility : [most of the papers ... were presented at the CIRANO/CIREQ Conference on "Realized volatility", April 2006]
Meddahi, Nour
(
contributor
);
Mykland, Per A.
(
contributor
); …
-
2010
Persistent link: https://www.econbiz.de/10009244600
Saved in:
9
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
10
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 149-169
Persistent link: https://www.econbiz.de/10009270667
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->