//--> //--> //-->
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"
~person:"Audrino, Francesco"
~person:"Hassler, Uwe"
~person:"Janus, Paweł"
~subject:"Correlation"
~subject:"Forecasting model"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Correlation
Forecasting model
Estimation
4
Estimation theory
4
Schätztheorie
4
Schätzung
4
Time series analysis
2
USA
2
United States
2
Volatilität
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Bond market
1
Börsenkurs
1
Korrelation
1
Lagrange multiplier
1
Market microstructure
1
Marktmikrostruktur
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Prognoseverfahren
1
Rentenmarkt
1
Share price
1
Statistical test
1
Statistischer Test
1
Theorie
1
Theory
1
US dollar
1
US-Dollar
1
VIX
1
Varianzanalyse
1
Yield curve
1
Zinsstruktur
1
fractional integration
1
integrated variance
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Audrino, Francesco
Hassler, Uwe
Janus, Paweł
Corsi, Fulvio
2
Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Balter, Janine
1
Bos, Charles S.
1
Boudt, Kris
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Carrasco, Marine
1
Chen, Yi-ting
1
Croux, Christophe
1
Czellar, Veronika
1
Fan, Jianqing
1
Fan, Yingying
1
Frederiksen, Per
1
Ghysels, Eric
1
Giordani, Paolo
1
Herwartz, Helmut
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Kohn, Robert
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
Laurent, Sébastien
1
Li, Yingying
1
Lv, Jinchi
1
Mira, Antonietta
1
Moon, Seongman
1
Moura, Guilherme Valle
1
Mun, Xiuyan
1
Mykland, Per A.
1
Nagakura, Daisuke
1
Nielsen, Morten Ørregaard
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Working papers on finance
4
Discussion paper / Tinbergen Institute
1
University of St. Gallen Department of Economics Discussion Paper
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
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
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
Saved in:
3
Spot variance path estimation and its application to high-frequency jump testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
Saved in:
4
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->