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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:"Correlation"
~subject:"Estimation"
~subject:"Method of moments"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Correlation
Estimation
Method of moments
Time series analysis
Estimation theory
136
Schätztheorie
136
Zeitreihenanalyse
33
Schätzung
31
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Korrelation
22
Volatilität
21
Regression analysis
19
Regressionsanalyse
19
Panel
17
Panel study
17
Theorie
16
Theory
16
Börsenkurs
15
Share price
15
Statistical test
15
Statistischer Test
15
Market microstructure
14
Marktmikrostruktur
14
ARCH model
13
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
Momentenmethode
7
Noise Trading
7
Noise trading
7
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39
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Article in journal
54
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54
Graue Literatur
22
Non-commercial literature
22
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English
78
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Linton, Oliver
14
Pesaran, M. Hashem
7
Jochmans, Koen
6
Chen, Jia
3
Chen, Yi-ting
3
Chudik, Alexander
3
Harvey, Andrew C.
3
Li, Degui
3
Tang, Haihan
3
Audrino, Francesco
2
Bu, Ruijun
2
Corsi, Fulvio
2
Engle, Robert F.
2
Frederiksen, Per
2
Gao, Jiti
2
Hayakawa, Kazuhiko
2
Kapetanios, George
2
Onatski, Alexei
2
Verardi, Vincenzo
2
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Bailey, Natalia
1
Balter, Janine
1
Bos, Charles S.
1
Boudt, Kris
1
Caldeira, João F.
1
Candelon, Bertrand
1
Cappiello, Lorenzo
1
Carrasco, Marine
1
Cheng, Tingting
1
Christensen, Kim
1
Colletaz, Gilbert
1
Croux, Christophe
1
Di, Jianing
1
Doppelhofer, Gernot
1
Escanciano, Juan Carlos
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
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University of Cambridge / Department of Applied Economics
1
University of Cambridge / Faculty of Economics
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
623
Economics letters
284
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
271
Econometric theory
214
Econometric reviews
170
Discussion paper / Tinbergen Institute
132
Applied economics letters
106
NBER Working Paper
98
CEMMAP working papers / Centre for Microdata Methods and Practice
96
Working paper / Department of Econometrics and Business Statistics, Monash University
95
International journal of forecasting
83
The econometrics journal
81
CREATES research paper
79
Econometrics : open access journal
79
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
79
Economic modelling
78
NBER working paper series
77
Cowles Foundation discussion paper
74
Applied economics
73
Journal of applied econometrics
72
Journal of forecasting
72
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
71
Journal of the American Statistical Association : JASA
70
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
69
Discussion paper series / IZA
65
Working paper / National Bureau of Economic Research, Inc.
60
CESifo working papers
56
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
56
Working paper
56
Journal of empirical finance
52
Discussion paper
51
Computational economics
50
Cowles Foundation Discussion Paper
48
Journal of banking & finance
46
SFB 649 discussion paper
46
Journal of time series econometrics
42
Quantitative economics : QE ; journal of the Econometric Society
42
Empirical economics : a quarterly journal of the Institute for Advanced Studies
39
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ECONIS (ZBW)
78
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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
Estimation of the Kronecker covariance model by quadratic form
Linton, Oliver
;
Tang, Haihan
-
2020
Persistent link: https://www.econbiz.de/10013203297
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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