//--> //--> //--> //-->
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:"Journal of the American Statistical Association : JASA"
~subject:"Forecasting model"
~subject:"Share price"
~subject:"Time series analysis"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Forecasting model
Share price
Time series analysis
Estimation theory
460
Schätztheorie
460
Regression analysis
108
Regressionsanalyse
108
Nichtparametrisches Verfahren
101
Nonparametric statistics
101
Zeitreihenanalyse
67
Estimation
55
Schätzung
55
Correlation
38
Korrelation
38
Statistical test
27
Statistischer Test
27
Sampling
24
Statistical distribution
24
Statistische Verteilung
24
Stichprobenerhebung
24
Volatilität
24
Bayes-Statistik
22
Bayesian inference
22
Induktive Statistik
21
Prognoseverfahren
21
Statistical inference
21
Theorie
21
Theory
21
Maximum likelihood estimation
20
Maximum-Likelihood-Schätzung
20
Multivariate Analyse
20
Multivariate analysis
20
Panel
20
Panel study
20
Robust statistics
19
Robustes Verfahren
19
ARCH model
15
ARCH-Modell
15
Börsenkurs
15
more ...
less ...
Online availability
All
Free
19
Undetermined
8
Type of publication
All
Article
85
Book / Working Paper
20
Type of publication (narrower categories)
All
Article in journal
92
Aufsatz in Zeitschrift
92
Graue Literatur
13
Non-commercial literature
13
Arbeitspapier
6
Working Paper
6
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
105
Author
All
Linton, Oliver
9
Fan, Jianqing
5
Carroll, Raymond J.
3
Harvey, Andrew C.
3
Pesaran, M. Hashem
3
Xiao, Zhijie
3
Audrino, Francesco
2
Chen, Jia
2
Chen, Willa W.
2
Corsi, Fulvio
2
Engle, Robert F.
2
Escanciano, Juan Carlos
2
Fan, Yingying
2
Francq, Christian
2
Frederiksen, Per
2
Fuller, Wayne A.
2
Gao, Jiti
2
Hoderlein, Stefan
2
Horváth, Lajos
2
Hurvich, Clifford M.
2
Jiang, Jiming
2
Kapetanios, George
2
Lewbel, Arthur
2
Li, Degui
2
Roy, Anindya
2
Sachs, Rainer von
2
Srisuma, Sorawoot
2
Zakoïan, Jean-Michel
2
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Aït-Sahalia, Yacine
1
Bailey, Natalia
1
Balter, Janine
1
Bigelow, Jamie L.
1
Bos, Charles S.
1
Bu, Ruijun
1
Cai, Tianxi
1
Caldeira, João F.
1
Calvet, Laurent E.
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
Journal of the American Statistical Association : JASA
Journal of econometrics
422
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
183
Econometric theory
176
Economics letters
168
International journal of forecasting
134
Discussion paper / Tinbergen Institute
118
Journal of forecasting
104
Econometric reviews
101
Working paper / Department of Econometrics and Business Statistics, Monash University
74
CREATES research paper
72
Applied economics letters
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Econometrics : open access journal
51
Journal of empirical finance
51
Economic modelling
50
NBER Working Paper
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
The econometrics journal
49
Cowles Foundation discussion paper
48
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
46
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
46
Applied economics
43
Journal of time series econometrics
43
Computational economics
42
Journal of applied econometrics
41
NBER working paper series
40
EUI working paper / ECO
34
Working paper
34
SFB 649 discussion paper
33
Série des documents de travail / Centre de Recherche en Économie et Statistique
33
Working paper / National Bureau of Economic Research, Inc.
31
Oxford bulletin of economics and statistics
30
Finance research letters
29
Journal of banking & finance
29
Working paper series
28
Discussion paper
27
Discussion paper / Center for Economic Research, Tilburg University
27
Journal of risk and financial management : JRFM
25
more ...
less ...
Source
All
ECONIS (ZBW)
105
Showing
1
-
10
of
105
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
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
3
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
4
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
5
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:
6
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
7
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
8
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
9
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->