//--> //--> //-->
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 econometrics"
subject:"Schätzung"
~person:"Andersen, Torben"
~person:"Thyrsgaard, Martin"
~subject:"Empirical processes"
~subject:"Induktive Statistik"
~subject:"Volatility"
~type:"article"
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:"Theory"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Empirical processes
Induktive Statistik
Volatility
Theorie
5
Theory
5
Volatilität
5
Estimation
3
Time series analysis
3
Zeitreihenanalyse
3
High-frequency data
2
1954-1995
1
Analysis of variance
1
Asset pricing
1
Börsenkurs
1
CAPM
1
Capital income
1
Dynamic factor models
1
Empirical characteristic function
1
Estimation theory
1
Factor analysis
1
Faktorenanalyse
1
Goodness-of-fit
1
Interest rate
1
Kapitaleinkommen
1
Market microstructure
1
Marktmikrostruktur
1
Method of moments
1
Microstructure noise
1
Momentenmethode
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nichtparametrisches Verfahren
1
Noise Trading
1
Noise trading
1
Nonparametric inference
1
Nonparametric statistics
1
Pre-averaging
1
Realized variance
1
Schätztheorie
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
5
Author
All
Andersen, Torben
Thyrsgaard, Martin
Aït-Sahalia, Yacine
7
Koop, Gary
6
Bollerslev, Tim
5
Renault, Eric
5
Tauchen, George Eugene
5
Gallant, A. Ronald
4
Ghysels, Eric
4
Gouriéroux, Christian
4
Hallin, Marc
4
Liao, Yuan
4
McAleer, Michael
4
Phillips, Peter C. B.
4
Steel, Mark F. J.
4
Todorov, Viktor
4
Yu, Jun
4
Asai, Manabu
3
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Diebold, Francis X.
3
Fan, Jianqing
3
Frühwirth-Schnatter, Sylvia
3
Galvão Júnior, Antônio Fialho
3
Hong, Yongmiao
3
Nielsen, Morten Ørregaard
3
Pesaran, M. Hashem
3
Rahbek, Anders
3
Robinson, Peter M.
3
Schorfheide, Frank
3
Boswijk, Herman Peter
2
Canay, Ivan A.
2
Chan, Joshua
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Ding, Peng
2
Duan, Jin-Chuan
2
Fernández, Carmen
2
Frazier, David T.
2
Fulop, Andras
2
Gonçalves, Sílvia
2
more ...
less ...
Published in...
All
Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
International economic review
2
The journal of finance : the journal of the American Finance Association
2
Handbook of economic forecasting ; Vol. 1
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial economics
1
NBER reporter online
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The review of economics and statistics
1
Tools and techniques
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
Saved in:
3
A reduced form framework for modeling volatility of speculative prices based on realized variation measures
Andersen, Torben
;
Bollerslev, Tim
;
Huang, Xin
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 176-189
Persistent link: https://www.econbiz.de/10009242526
Saved in:
4
Efficient method of moments estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben
;
Chung, Hyung-Jin
;
Sørensen, Bent E.
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 61-87
Persistent link: https://www.econbiz.de/10001382157
Saved in:
5
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->