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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:"Method of moments"
~subject:"Panel study"
~subject:"Share price"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Volatility
Method of moments
Panel study
Share price
Stochastic process
Estimation theory
136
Schätztheorie
136
Time series analysis
33
Zeitreihenanalyse
33
Estimation
31
Schätzung
31
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Correlation
22
Korrelation
22
Volatilität
21
Regression analysis
19
Regressionsanalyse
19
Panel
17
Theorie
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Theory
16
Börsenkurs
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Statistical test
15
Statistischer Test
15
Market microstructure
14
Marktmikrostruktur
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ARCH model
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ARCH-Modell
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Capital income
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Kapitaleinkommen
12
Forecasting model
9
Prognoseverfahren
9
Risikomaß
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Risk measure
9
Bayes-Statistik
8
Bayesian inference
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Stochastischer Prozess
8
Momentenmethode
7
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7
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English
52
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Linton, Oliver
8
Pesaran, M. Hashem
8
Jochmans, Koen
5
Chudik, Alexander
3
Bu, Ruijun
2
Escanciano, Juan Carlos
2
Hayakawa, Kazuhiko
2
Hoderlein, Stefan
2
Kapetanios, George
2
Lewbel, Arthur
2
Srisuma, Sorawoot
2
Tosetti, Elisa
2
Verardi, Vincenzo
2
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Bailey, Natalia
1
Balter, Janine
1
Bos, Charles S.
1
Caldeira, João F.
1
Candelon, Bertrand
1
Carrasco, Marine
1
Chen, Jia
1
Chen, Yi-ting
1
Cheng, Tingting
1
Colletaz, Gilbert
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Feng, Dingan
1
Francq, Christian
1
Frederiksen, Per
1
Gao, Jiti
1
Ghysels, Eric
1
Giet, Ludovic
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Hadri, Kaddour
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Hassler, Uwe
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Herwartz, Helmut
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Horváth, Lajos
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Hurlin, Christophe
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University of Cambridge / Department of Applied Economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Journal of econometrics
382
Economics letters
153
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
116
Econometric reviews
110
CEMMAP working papers / Centre for Microdata Methods and Practice
76
Econometric theory
68
The econometrics journal
61
Discussion paper / Tinbergen Institute
59
Economic modelling
45
Cowles Foundation discussion paper
41
Working paper / Department of Econometrics and Business Statistics, Monash University
38
CESifo working papers
36
CREATES research paper
35
Applied economics letters
34
Cowles Foundation Discussion Paper
34
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
33
Discussion paper series / IZA
32
Econometrics : open access journal
32
Journal of empirical finance
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
30
NBER Working Paper
28
Working paper
27
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Empirical economics : a quarterly journal of the Institute for Advanced Studies
24
NBER working paper series
24
Journal of banking & finance
23
Applied economics
22
Journal of risk and financial management : JRFM
22
Computational economics
21
Discussion paper
20
Finance research letters
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Journal of applied econometrics
20
Quantitative economics : QE ; journal of the Econometric Society
20
CESifo Working Paper Series
19
European journal of operational research : EJOR
19
International journal of forecasting
19
Journal of financial econometrics
19
Quantitative finance
19
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ECONIS (ZBW)
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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
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
4
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:
5
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
Saved in:
6
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
7
Semiparametric nonlinear panel data models with measurement error
Linton, Oliver
;
Shiu, Ji-Liang
-
2019
Persistent link: https://www.econbiz.de/10012692254
Saved in:
8
Testing for correlation in error-component models
Jochmans, Koen
-
2019
Persistent link: https://www.econbiz.de/10012692618
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
twexp and twgravity: estimating exponential regression models with two-way fixed effects
Jochmans, Koen
;
Verardi, Vincenzo
-
2019
Persistent link: https://www.econbiz.de/10012699242
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