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~subject:"Kapitaleinkommen"
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Analysis of High Dimensional M...
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Kapitaleinkommen
Theorie
104
Theory
103
Estimation theory
82
Schätztheorie
82
Volatility
55
Zeitreihenanalyse
53
Time series analysis
52
Stochastic process
48
Stochastischer Prozess
48
Bayesian inference
47
Volatilität
46
Econometrics
41
Bayes-Statistik
37
Markov chain
32
Quadratic variation
32
Markov-Kette
31
Stochastic volatility
28
ARCH model
26
ARCH-Modell
26
Markov chain Monte Carlo
26
Monte Carlo simulation
26
Monte-Carlo-Simulation
26
Realised variance
25
Schätzung
24
Estimation
23
State space model
22
Simulation
21
Zustandsraummodell
21
Capital income
20
Multivariate Analyse
20
Multivariate analysis
20
Financial market
19
Finanzmarkt
19
Großbritannien
18
stochastic volatility
18
Realised volatility
17
Ökonometrie
17
CAPM
16
United Kingdom
16
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11
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7
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7
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7
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English
20
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Nardari, Federico
9
Shephard, Neil G.
8
Griffin, John M.
6
Sheppard, Kevin
5
Stulz, René M.
5
Cashman, George D.
2
Chib, Siddhartha
2
Deli, Daniel Newton
2
Noureldin, Diaa
2
Ergashev, Bakhodir
1
Harvey, Andrew C.
1
Henkel, Sam James
1
Hoyle, Edward
1
Martin, J. Spencer
1
Meddahi, Nour
1
Mykland, Per A.
1
Shephard, Neil
1
Stulz, Rene M.
1
Villupuram, Sriram
1
Villupuram, Sriram V.
1
Xiu, Dacheng
1
Zhao, Lingxiao
1
Zhou, Guofu
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
National Bureau of Economic Research
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Department of Economics discussion paper series / University of Oxford
2
Fisher College of Business working paper series
2
Journal of applied econometrics
2
Journal of econometrics
2
Working paper / National Bureau of Economic Research, Inc.
2
Economics discussion papers
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics and finance
1
Journal of financial economics
1
Journal of the American Statistical Association : JASA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NBER working paper series
1
The financial review : the official publication of the Eastern Finance Association
1
The review of financial studies
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ECONIS (ZBW)
20
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1
Estimation of an asymmetric stochastic volatility model for asset returns
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 429-434
Persistent link: https://www.econbiz.de/10001209347
Saved in:
2
Realising the future : forecasting with high-frequency-based volatility (heavy) models
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 197-231
Persistent link: https://www.econbiz.de/10008667609
Saved in:
3
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:
4
Multivariate high-frequency-based volatility (heavy) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 907-933
Persistent link: https://www.econbiz.de/10010219743
Saved in:
5
Multivariate high-frequency-based volatility (HEAVY) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2011
Persistent link: https://www.econbiz.de/10008842201
Saved in:
6
Realising the future: forecasting with high frequency based volatility (HEAVY) models
Shephard, Neil G.
;
Sheppard, Kevin
-
2009
Persistent link: https://www.econbiz.de/10003875073
Saved in:
7
Realising the future: forecasting with high frequency based volatility (HEAVY) models
Shephard, Neil G.
;
Sheppard, Kevin
-
2009
Persistent link: https://www.econbiz.de/10003875108
Saved in:
8
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
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9
Analysis of multifactor affine Yield curve models
Chib, Siddhartha
;
Ergashev, Bakhodir
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
488
,
pp. 1324-1337
Persistent link: https://www.econbiz.de/10003992947
Saved in:
10
Winners from winners : a tale of risk factors
Chib, Siddhartha
;
Zhao, Lingxiao
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 396-414
Persistent link: https://www.econbiz.de/10014470017
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