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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Cambridge working papers in economics"
~subject:"ARCH-Modell"
~subject:"Share price"
~type:"book"
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Search: subject_exact:"Estimation theory"
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Volatility
ARCH-Modell
Share price
Estimation theory
104
Schätztheorie
104
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Correlation
22
Korrelation
22
Time series analysis
19
Zeitreihenanalyse
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18
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Linton, Oliver
6
Preminger, Arie
5
Hafner, Christian M.
4
Storti, Giuseppe
3
Bauwens, Luc
2
Escanciano, Juan Carlos
2
Hoderlein, Stefan
2
Kapetanios, George
2
Lewbel, Arthur
2
Pesaran, M. Hashem
2
Srisuma, Sorawoot
2
Bailey, Natalia
1
Bauwensa, Luc
1
Braione, Manuela
1
Bu, Ruijun
1
Chen, Jia
1
Cheng, Tingting
1
Cosma, Antonio
1
Galli, Fausto
1
Gao, Jiti
1
Harvey, Andrew C.
1
Laeven, Roger J. A.
1
Laurent, Sébastien
1
Li, Degui
1
Li, Yu-Ning
1
Li, Z. Merrick
1
Li, Zhen
1
Malec, Peter
1
Otranto, Edoardo
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1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
CORE discussion papers : DP
Cambridge working papers in economics
Discussion paper / Tinbergen Institute
39
CREATES research paper
25
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15
SFB 649 discussion paper
14
NBER Working Paper
13
Working paper
13
Working paper / Department of Econometrics and Business Statistics, Monash University
13
NBER working paper series
10
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10
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9
Working papers
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
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7
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5
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5
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5
Discussion papers / Department of Economics, University of Copenhagen
5
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5
EUI working paper / ECO
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ECONIS (ZBW)
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1
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
3
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
4
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
5
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
6
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
7
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
8
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
9
Dependent microstructure noise and integrated volatility : estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel
-
2019
Persistent link: https://www.econbiz.de/10012703138
Saved in:
10
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
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