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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Francq, Christian"
~person:"Inoue, Atsushi"
~person:"Mykland, Per A."
~person:"Taylor, Robert"
~person:"Todorov, Viktor"
~subject:"Capital income"
~subject:"Estimation"
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Search: subject_exact:"Estimation theory"
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Bootstrap approach
Capital income
Estimation
Estimation theory
51
Schätztheorie
51
Volatility
23
Volatilität
23
Time series analysis
21
Zeitreihenanalyse
21
Schätzung
19
Kapitaleinkommen
14
Börsenkurs
12
Share price
12
ARCH model
11
ARCH-Modell
11
VAR model
11
VAR-Modell
11
Bootstrap-Verfahren
10
Forecasting model
8
Prognoseverfahren
8
Stochastic process
8
Stochastischer Prozess
8
Induktive Statistik
7
Regression analysis
7
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7
Statistical inference
7
Market microstructure
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Marktmikrostruktur
6
Statistical test
6
Statistischer Test
6
High-frequency data
5
Martingal
5
Martingale
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Adaptive estimation
4
Asynchronous times
4
Bootstrap
4
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4
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4
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31
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Francq, Christian
Inoue, Atsushi
Mykland, Per A.
Taylor, Robert
Todorov, Viktor
Gao, Jiti
10
Kumbhakar, Subal
10
Li, Jia
9
Linton, Oliver
9
Su, Liangjun
9
Marcellino, Massimiliano
8
Kumar, Dilip
7
Tauchen, George Eugene
7
Tsionas, Efthymios G.
7
Baltagi, Badi H.
6
Demetrescu, Matei
6
Kapetanios, George
6
Kim, Donggyu
6
Lee, Lung-fei
6
Nielsen, Morten Ørregaard
6
Parmeter, Christopher F.
6
Rodrigues, Paulo M. M.
6
Sun, Yiguo
6
Wang, Taining
6
Westerlund, Joakim
6
Yang, Zhenlin
6
Cai, Zongwu
5
Cavaliere, Giuseppe
5
Hounyo, Ulrich
5
Luger, Richard
5
MacKinnon, James G.
5
Park, Joon Y.
5
Sentana, Enrique
5
Wang, Shouyang
5
Webb, Matthew
5
Winkelmann, Rainer
5
Yao, Feng
5
Zakoïan, Jean-Michel
5
Zhou, Qiankun
5
Andersen, Torben
4
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Journal of econometrics
22
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
31
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1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
3
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
4
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
5
Adaptive inference in heteroscedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 50-65
Persistent link: https://www.econbiz.de/10012804084
Saved in:
6
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
7
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
8
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
9
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
10
Local-linear estimation of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi
;
Lu, Jin
;
Pelletier, Denis
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
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