//--> //--> //--> //-->
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 financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Econometric theory"
~subject:"Share price"
~subject:"Stochastischer Prozess"
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 theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Share price
Stochastischer Prozess
Estimation theory
860
Schätztheorie
860
Theorie
301
Theory
301
Time series analysis
192
Zeitreihenanalyse
192
Nichtparametrisches Verfahren
128
Nonparametric statistics
128
Regression analysis
110
Regressionsanalyse
110
Estimation
58
Schätzung
58
Statistical test
57
Statistischer Test
57
ARCH model
48
ARCH-Modell
48
Panel
39
Panel study
39
Autocorrelation
36
Autokorrelation
36
Volatilität
35
Correlation
34
Korrelation
34
Method of moments
31
Momentenmethode
31
Statistical distribution
31
Statistische Verteilung
31
Cointegration
29
Kointegration
29
Induktive Statistik
26
Statistical inference
26
Statistical theory
23
Statistische Methodenlehre
23
Einheitswurzeltest
22
Unit root test
22
Stochastic process
21
Forecasting model
20
Prognoseverfahren
20
more ...
less ...
Online availability
All
Undetermined
20
Free
11
Type of publication
All
Article
49
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
51
Aufsatz in Zeitschrift
51
Graue Literatur
9
Non-commercial literature
9
Arbeitspapier
4
Working Paper
4
Language
All
English
60
Author
All
Linton, Oliver
7
Bu, Ruijun
2
Escanciano, Juan Carlos
2
Francq, Christian
2
Ghysels, Eric
2
Hoderlein, Stefan
2
Kanaya, Shin
2
Kapetanios, George
2
Lewbel, Arthur
2
Li, Jia
2
Pesaran, M. Hashem
2
Srisuma, Sorawoot
2
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Arteche, Josu
1
Bailey, Natalia
1
Balter, Janine
1
Bandi, Federico M.
1
Bos, Charles S.
1
Caldeira, João F.
1
Carrasco, Marine
1
Cavaliere, Giuseppe
1
Chen, Jia
1
Chen, Xiaohong
1
Cheng, Tingting
1
Christopeit, Norbert
1
Duffy, James A.
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Feng, Dingan
1
Feng, Yuanhua
1
Frederiksen, Per
1
Gao, Jiti
1
Georgiev, Iliyan
1
Giet, Ludovic
1
Hadri, Kaddour
1
Han, Chirok
1
Harvey, David I.
1
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
1
University of Cambridge / Faculty of Economics
1
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Econometric theory
Journal of econometrics
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Economics letters
40
Discussion paper / Tinbergen Institute
39
Econometric reviews
31
Economic modelling
30
Journal of empirical finance
30
CREATES research paper
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of banking & finance
22
Quantitative finance
21
Finance research letters
20
International journal of forecasting
17
Journal of financial econometrics
17
Journal of risk and financial management : JRFM
17
SFB 649 discussion paper
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
International journal of theoretical and applied finance
16
Journal of forecasting
16
Working paper
16
European journal of operational research : EJOR
15
The North American journal of economics and finance : a journal of financial economics studies
15
The econometrics journal
14
Cowles Foundation discussion paper
13
Econometrics : open access journal
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
International journal of economics and financial issues : IJEFI
13
NBER Working Paper
13
Discussion papers of interdisciplinary research project 373
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Journal of mathematical finance
12
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Computational economics
11
Journal of applied econometrics
11
Mathematics of operations research
11
NBER working paper series
11
Working paper / National Bureau of Economic Research, Inc.
11
more ...
less ...
Source
All
ECONIS (ZBW)
60
Showing
1
-
10
of
60
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
5
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
6
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
7
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:
8
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
9
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
10
Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->