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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~person:"Fan, Jianqing"
~person:"Ghysels, Eric"
~subject:"Momentenmethode"
~subject:"Share price"
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Volatility
Momentenmethode
Share price
Estimation theory
2
Schätztheorie
2
Volatilität
2
1985-2005
1
Aggregation
1
Government securities
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Staatspapier
1
Structural break
1
Strukturbruch
1
Theorie
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Theory
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United States
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Fan, Jianqing
Ghysels, Eric
Linton, Oliver
6
Pesaran, M. Hashem
4
Escanciano, Juan Carlos
2
Hayakawa, Kazuhiko
2
Hoderlein, Stefan
2
Kapetanios, George
2
Lewbel, Arthur
2
Srisuma, Sorawoot
2
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Bailey, Natalia
1
Balter, Janine
1
Bos, Charles S.
1
Bu, Ruijun
1
Caldeira, João F.
1
Candelon, Bertrand
1
Carrasco, Marine
1
Chen, Jia
1
Chen, Yi-ting
1
Cheng, Tingting
1
Chudik, Alexander
1
Colletaz, Gilbert
1
Engle, Robert F.
1
Fan, Yingying
1
Francq, Christian
1
Frederiksen, Per
1
Gao, Jiti
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Hurlin, Christophe
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
Laeven, Roger J. A.
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Journal of econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of the American Statistical Association : JASA
2
Discussion paper / Centre for Economic Policy Research
1
Econometric analysis of financial and economic time series ; part a
1
Econometric theory
1
Journal of international money and finance
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Aggregation of nonparametric estimators for volatility matrix
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 321-357
Persistent link: https://www.econbiz.de/10003518410
Saved in:
2
The impact of sampling frequency and volatility estimators on change-point tests
Andreou, Alena
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 290-318
Persistent link: https://www.econbiz.de/10002214288
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