//--> //--> //--> //-->
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"
~subject:"ARCH model"
~subject:"Nichtparametrisches Verfahren"
~subject:"Share price"
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
ARCH model
Nichtparametrisches Verfahren
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
Panel study
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
Bayesian inference
8
Stochastic process
8
Stochastischer Prozess
8
Method of moments
7
Momentenmethode
7
Noise Trading
7
Noise trading
7
more ...
less ...
Online availability
All
Free
23
Undetermined
6
Type of publication
All
Article
31
Book / Working Paper
23
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Graue Literatur
14
Non-commercial literature
14
Arbeitspapier
5
Working Paper
5
Language
All
English
54
Author
All
Linton, Oliver
13
Chen, Jia
3
Gao, Jiti
3
Li, Degui
3
Escanciano, Juan Carlos
2
Francq, Christian
2
Hoderlein, Stefan
2
Horváth, Lajos
2
Härdle, Wolfgang
2
Kapetanios, George
2
Lewbel, Arthur
2
Pesaran, M. Hashem
2
Srisuma, Sorawoot
2
Zakoïan, Jean-Michel
2
Zhang, Zheng
2
Ahlgren, Niklas
1
Ai, Chunrong
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
Christoffersen, Peter F.
1
Conrad, Christian A.
1
Croux, Christophe
1
Denuit, Michel
1
Di, Jianing
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Ferreira, Eva
1
Frederiksen, Per
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 econometrics
441
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
163
Econometric theory
147
CEMMAP working papers / Centre for Microdata Methods and Practice
124
Economics letters
119
Econometric reviews
110
Journal of the American Statistical Association : JASA
80
The econometrics journal
76
Discussion paper / Tinbergen Institute
66
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
51
Working paper / Department of Econometrics and Business Statistics, Monash University
49
Discussion papers of interdisciplinary research project 373
48
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
48
SFB 649 discussion paper
44
CREATES research paper
40
Discussion paper series / IZA
38
Journal of empirical finance
37
Quantitative economics : QE ; journal of the Econometric Society
37
Cowles Foundation discussion paper
36
Série des documents de travail / Centre de Recherche en Économie et Statistique
36
Economic modelling
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
32
Econometrics papers
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
European journal of operational research : EJOR
31
Cowles Foundation Discussion Paper
30
Journal of banking & finance
30
International journal of forecasting
29
NBER Working Paper
29
Econometrics : open access journal
28
NBER working paper series
27
Working paper
27
Computational economics
25
Journal of applied econometrics
25
Journal of risk and financial management : JRFM
25
Applied economics letters
24
Boston College working papers in economics
24
Finance research letters
24
more ...
less ...
Source
All
ECONIS (ZBW)
54
Showing
1
-
10
of
54
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
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:
5
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
6
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:
7
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
8
A semi-parametric Bayesian generalized least square estimator
Wu, Ruochen
;
Weeks, Melvyn
-
2020
Persistent link: https://www.econbiz.de/10012793122
Saved in:
9
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
10
Semiparametric nonlinear panel data models with measurement error
Linton, Oliver
;
Shiu, Ji-Liang
-
2019
Persistent link: https://www.econbiz.de/10012692254
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->