//--> //--> //-->
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:"Thyrsgaard, Martin"
~person:"Yu, Jun"
~subject:"Statistischer Test"
~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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Statistischer Test
Volatility
Theorie
16
Theory
16
Stochastic process
7
Stochastischer Prozess
7
Time series analysis
7
Zeitreihenanalyse
7
Volatilität
5
Latent variable models
4
Statistical test
4
Bayes-Statistik
3
Bayesian inference
3
Decision theory
3
Markov chain
3
Markov chain Monte Carlo
3
Markov-Kette
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Bayes factor
2
Capital income
2
EM algorithm
2
Estimation
2
High-frequency data
2
Induktive Statistik
2
Kapitaleinkommen
2
Panel
2
Panel study
2
Statistical inference
2
Statistical theory
2
Statistische Methodenlehre
2
AIC
1
ARFIMA
1
ARMA model
1
ARMA-Modell
1
Analysis of variance
1
Anti-persistent errors
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Thyrsgaard, Martin
Yu, Jun
Aït-Sahalia, Yacine
7
Koop, Gary
6
Phillips, Peter C. B.
6
Bollerslev, Tim
5
Dufour, Jean-Marie
5
Ghysels, Eric
5
Hallin, Marc
5
Khalaf, Lynda
5
McAleer, Michael
5
Renault, Eric
5
Tauchen, George Eugene
5
Andersen, Torben
4
Boswijk, Herman Peter
4
Gallant, A. Ronald
4
Hong, Yongmiao
4
Nielsen, Morten Ørregaard
4
Pesaran, M. Hashem
4
Rahbek, Anders
4
Steel, Mark F. J.
4
Taylor, Robert
4
Todorov, Viktor
4
Asai, Manabu
3
Barigozzi, Matteo
3
Cavaliere, Giuseppe
3
Delgado, Miguel A.
3
Diebold, Francis X.
3
Fan, Jianqing
3
Frühwirth-Schnatter, Sylvia
3
Gouriéroux, Christian
3
Linton, Oliver
3
Robinson, Peter M.
3
Schorfheide, Frank
3
Velasco, Carlos
3
Whang, Yoon-jae
3
Xiao, Zhijie
3
Andreou, Elena
2
Andrews, Donald W. K.
2
Bai, Jushan
2
Bera, Anil K.
2
more ...
less ...
Published in...
All
Journal of econometrics
Annals of economics and finance
1
Econometric reviews
1
Finance research letters
1
International economic review
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
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
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
3
Posterior-based Wald-type statistics for hypothesis testing
Liu, Xiaobin
;
Li, Yong
;
Yu, Jun
;
Zeng, Tao
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10013441919
Saved in:
4
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
5
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:
6
A Bayesian chi-squared test for hypothesis testing
Li, Yong
;
Liu, Xiao-Bin
;
Yu, Jun
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 54-69
Persistent link: https://www.econbiz.de/10011502408
Saved in:
7
A semiparametric stochastic volatility model
Yu, Jun
- In:
Journal of econometrics
167
(
2012
)
2
,
pp. 473-482
Persistent link: https://www.econbiz.de/10009613920
Saved in:
8
On leverage in a stochastic volatility model
Yu, Jun
- In:
Journal of econometrics
127
(
2005
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10002905096
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->