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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"
~subject:"ARCH model"
~subject:"Bayesian inference"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel study"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Volatility
ARCH model
Bayesian inference
Nichtparametrisches Verfahren
Panel study
Share price
Estimation theory
136
Schätztheorie
136
Time series analysis
33
Zeitreihenanalyse
33
Estimation
31
Schätzung
31
Nonparametric statistics
25
Correlation
22
Korrelation
22
Volatilität
21
Regression analysis
19
Regressionsanalyse
19
Panel
17
Theorie
16
Theory
16
Börsenkurs
15
Statistical test
15
Statistischer Test
15
Market microstructure
14
Marktmikrostruktur
14
ARCH-Modell
13
Capital income
12
Kapitaleinkommen
12
Forecasting model
9
Prognoseverfahren
9
Risikomaß
9
Risk measure
9
Bayes-Statistik
8
Stochastic process
8
Stochastischer Prozess
8
Method of moments
7
Momentenmethode
7
Noise Trading
7
Noise trading
7
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Free
41
Undetermined
8
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Book / Working Paper
41
Article
35
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Article in journal
50
Aufsatz in Zeitschrift
50
Graue Literatur
25
Non-commercial literature
25
Arbeitspapier
15
Working Paper
15
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English
76
Author
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Linton, Oliver
15
Pesaran, M. Hashem
9
Jochmans, Koen
6
Chen, Jia
3
Chudik, Alexander
3
Gao, Jiti
3
Li, Degui
3
Doppelhofer, Gernot
2
Escanciano, Juan Carlos
2
Francq, Christian
2
Gallant, A. Ronald
2
Hayakawa, Kazuhiko
2
Hoderlein, Stefan
2
Horváth, Lajos
2
Härdle, Wolfgang
2
Kapetanios, George
2
Lewbel, Arthur
2
Srisuma, Sorawoot
2
Tosetti, Elisa
2
Verardi, Vincenzo
2
Weeks, Melvyn
2
Wu, Ruochen
2
Zakoïan, Jean-Michel
2
Zhang, Zheng
2
Ahlgren, Niklas
1
Ai, Chunrong
1
Amengual, Dante
1
Andreou, Alena
1
Antell, Jan
1
Audrino, Francesco
1
Bailey, Natalia
1
Balter, Janine
1
Birke, Melanie
1
Bos, Charles S.
1
Boudt, Kris
1
Bu, Ruijun
1
Caldeira, João F.
1
Carrasco, Marine
1
Chen, Yi-ting
1
Cheng, Tingting
1
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University of Cambridge / Department of Applied Economics
2
University of Cambridge / Faculty of Economics
1
Published in...
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Journal of econometrics
602
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
216
Economics letters
215
Econometric theory
171
Econometric reviews
165
CEMMAP working papers / Centre for Microdata Methods and Practice
164
The econometrics journal
117
Journal of the American Statistical Association : JASA
88
Discussion paper / Tinbergen Institute
86
Working paper / Department of Econometrics and Business Statistics, Monash University
84
Discussion paper series / IZA
72
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
63
Economic modelling
57
Quantitative economics : QE ; journal of the Econometric Society
56
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
56
Discussion papers of interdisciplinary research project 373
50
Applied economics letters
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
48
Cowles Foundation discussion paper
47
NBER Working Paper
47
SFB 649 discussion paper
47
CREATES research paper
46
CESifo working papers
45
Working paper
45
Econometrics : open access journal
44
NBER working paper series
43
Série des documents de travail / Centre de Recherche en Économie et Statistique
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
European journal of operational research : EJOR
41
Journal of applied econometrics
41
Computational economics
40
International journal of forecasting
40
Journal of empirical finance
39
Econometrics papers
37
Applied economics
36
Cowles Foundation Discussion Paper
34
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
Journal of banking & finance
33
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ECONIS (ZBW)
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1
CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael
;
Walsh, Christopher
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013485021
Saved in:
2
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:
3
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:
4
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
5
A unified framework for specification tests of continuous treatment effect models
Huang, Wei
;
Linton, Oliver
;
Zhang, Zheng
-
2021
Persistent link: https://www.econbiz.de/10013254169
Saved in:
6
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
7
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:
8
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
9
A semi-parametric Bayesian generalized least square estimator
Wu, Ruochen
;
Weeks, Melvyn
-
2020
Persistent link: https://www.econbiz.de/10012793122
Saved in:
10
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
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