//--> //--> //-->
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:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Quantitative finance"
~person:"Frederiksen, Per"
~person:"Hassler, Uwe"
~subject:"Option pricing theory"
~subject:"Statistische Verteilung"
~subject:"integrated variance"
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
| 9 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Option pricing theory
Statistische Verteilung
integrated variance
Estimation theory
3
Schätztheorie
3
Time series analysis
2
Volatilität
2
Zeitreihenanalyse
2
fractional integration
2
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Börsenkurs
1
Estimation
1
Lagrange multiplier
1
Schätzung
1
Share price
1
Stochastic process
1
Stochastischer Prozess
1
VIX
1
perturbed fractional processes
1
self-similarity
1
semiparametric estimation
1
temporal aggregation
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Frederiksen, Per
Hassler, Uwe
Härdle, Wolfgang
6
Spokojnyj, Vladimir G.
4
Butucea, Cristina
2
Herwartz, Helmut
2
Läuter, Henning
2
Andreou, Alena
1
Balter, Janine
1
Barndorff-Nielsen, Ole E.
1
Bayer, Christian
1
Behrendt, Simon
1
Birke, Melanie
1
Bormann, Carsten
1
Bos, Charles S.
1
Breneis, Simon
1
Caldeira, João F.
1
Canabarro, Askery
1
Cang, Yuquan
1
Capriotti, Luca
1
Carrasco, Marine
1
Chatterjee, Rupak
1
Chen, Wilson Ye
1
Chen, Yi-ting
1
Chi, Xie
1
Chronopoulou, Alexandra
1
Chu, Chih-Kang
1
Dankenbring, Henning
1
Fan, Jianqing
1
Fan, Yingying
1
Favreau, Charles
1
Francq, Christian
1
Galakis, John
1
Genon-Catalot, Valentine
1
Gerlach, Richard H.
1
Ghysels, Eric
1
Grammig, Joachim
1
Hizmeri, Rodrigo
1
Horváth, Lajos
1
Hwang, Ruey-Ching
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Quantitative finance
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
2
Bias-reduced estimation of long-memory stochastic volatility
Frederiksen, Per
;
Nielsen, Morten Ørregaard
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
4
,
pp. 496-512
Persistent link: https://www.econbiz.de/10003778957
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->