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
~subject:"Börsenkurs"
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
Bias Correction of Persistence...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Börsenkurs
Theorie
41
Theory
41
Bayesian inference
39
Bayes-Statistik
37
Time series analysis
37
Zeitreihenanalyse
34
China
29
Volatility
29
Volatilität
27
Estimation theory
26
Forecasting model
26
Prognoseverfahren
26
Schätztheorie
26
ECONOMETRICS
21
Stochastic process
21
Stochastischer Prozess
21
Monte Carlo simulation
20
Monte-Carlo-Simulation
20
ECONOMIC MODELS
19
Estimation
18
Schätzung
18
State space model
18
exponential smoothing
18
Zustandsraummodell
17
Option pricing theory
16
Optionspreistheorie
16
India
15
Malaysia
15
Markov chain
15
Markov-Kette
15
forecasting
15
Australia
14
Bangladesh
12
Exponential smoothing
12
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Cointegration
11
EVALUATION
11
STATISTICS
11
more ...
less ...
Online availability
All
Free
7
Undetermined
2
Type of publication
All
Book / Working Paper
7
Article
4
Type of publication (narrower categories)
All
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
11
Author
All
Martin, Gael M.
11
Forbes, Catherine Scipione
9
Maneesoonthorn, Worapree
9
Reidy, Andrew
2
Wright, Jill
2
Grose, Simone D.
1
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Journal of applied econometrics
2
Journal of econometrics
2
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 217-236
Persistent link: https://www.econbiz.de/10009691156
Saved in:
2
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2013
Persistent link: https://www.econbiz.de/10010245443
Saved in:
3
Does the option market produce superior forecasts of noise-corrected volatility measures?
Martin, Gael M.
;
Reidy, Andrew
;
Wright, Jill
- In:
Journal of applied econometrics
24
(
2009
)
1
,
pp. 77-104
Persistent link: https://www.econbiz.de/10003807531
Saved in:
4
Does the option market produce superior forecasts of noise-corrected volatility measures?
Martin, Gael M.
;
Reidy, Andrew
;
Wright, Jill
-
2007
Persistent link: https://www.econbiz.de/10003486448
Saved in:
5
Inference on self-exciting jumps in prices and volatility using high-frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
- In:
Journal of applied econometrics
32
(
2017
)
3
,
pp. 504-532
Persistent link: https://www.econbiz.de/10011694633
Saved in:
6
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
Saved in:
7
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
8
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
Saved in:
9
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
10
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
