//--> //--> //-->
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 applied econometrics"
subject:"Lohnstruktur"
~isPartOf:"Journal of econometrics"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Aït-Sahalia, Yacine"
~person:"McAleer, Michael"
~subject:"Forecasting model"
~subject:"Theorie"
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:"Estimation"
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
Lohnstruktur
Forecasting model
Theorie
Estimation
14
Schätzung
14
Volatility
11
Volatilität
11
Theory
6
Capital income
5
Kapitaleinkommen
5
Prognoseverfahren
4
Stochastic process
4
Stochastischer Prozess
4
Factor analysis
3
Faktorenanalyse
3
Option pricing theory
3
Optionspreistheorie
3
Swap
3
Time series analysis
3
USA
3
United States
3
Zeitreihenanalyse
3
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
CAPM
2
Factor model
2
Leverage effects
2
Multivariate stochastic volatility
2
Portfolio selection
2
Portfolio-Management
2
Regression analysis
2
Regressionsanalyse
2
Share price
2
12-Month variance futures
1
1975-1998
1
1980-1997
1
1996-2009
1
3-Month variance futures
1
Aktienindex
1
Beta risk
1
more ...
less ...
Online availability
All
Undetermined
5
Free
1
Type of publication
All
Article
7
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
8
Author
All
Aït-Sahalia, Yacine
McAleer, Michael
Pesaran, M. Hashem
8
Gupta, Rangan
6
Koop, Gary
6
Phillips, Peter C. B.
6
Todorov, Viktor
6
Andersen, Torben
5
Ghysels, Eric
5
Bollerslev, Tim
4
Clark, Todd E.
4
Dai, Zhifeng
4
Marcellino, Massimiliano
4
Ravazzolo, Francesco
4
Asai, Manabu
3
Baltagi, Badi H.
3
Blundell, Richard W.
3
Fan, Jianqing
3
Frühwirth-Schnatter, Sylvia
3
Kim, Donggyu
3
Koopman, Siem Jan
3
Lucas, André
3
McCracken, Michael W.
3
Nielsen, Morten Ørregaard
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Shin, Yongcheol
3
Steel, Mark F. J.
3
Su, Liangjun
3
Allen, David E.
2
Andreou, Elena
2
Babii, Andrii
2
Bailey, Natalia
2
Ball, Ryan T.
2
Banerjee, Anindya
2
Bianchi, Marco
2
Billio, Monica
2
Buchinsky, Moshe
2
Caporin, Massimiliano
2
Carriero, Andrea
2
more ...
less ...
Published in...
All
Journal of applied econometrics
Journal of econometrics
School of Accounting, Finance and Economics & FEMARC working paper series
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
14
Working paper
12
Discussion paper / Tinbergen Institute
6
Econometric reviews
3
International journal of forecasting
2
The journal of finance : the journal of the American Finance Association
2
Annales d'économie et de statistique
1
Applied financial economics
1
CEA_372Cass working paper series
1
Econometrics of imperfect competition
1
Economies : open access journal
1
Handbook of applied econometrics and statistical inference
1
International review of economics & finance : IREF
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
Journal of risk and financial management : JRFM
1
Research paper series / Swiss Finance Institute
1
Risks : open access journal
1
Swiss Finance Institute Research Paper
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The econometrics journal
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
2
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
3
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
4
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
5
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
6
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
7
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
8
Do option markets correctly price the probabilities of movement of the underlying asset?
Aït-Sahalia, Yacine
;
Wang, Yubo
;
Yared, Francis
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 67-110
Persistent link: https://www.econbiz.de/10001575286
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->