//--> //--> //-->
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:"The world economy : the leading journal on international economic relations"
subject:"Economic growth"
~isPartOf:"Journal of econometrics"
~isPartOf:"World development : the multi-disciplinary international journal devoted to the study and promotion of world development"
~person:"Bollerslev, Tim"
~subject:"Estimation"
~subject:"Gravitationsmodell"
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"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Economic growth
Estimation
Gravitationsmodell
Schätzung
8
Volatility
8
Volatilität
8
Capital income
5
Kapitaleinkommen
5
High-frequency data
4
Time series analysis
4
Zeitreihenanalyse
4
Market microstructure
3
Marktmikrostruktur
3
Stochastic process
3
Stochastischer Prozess
3
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Estimation theory
2
Forecasting model
2
Microstructure noise
2
Nichtparametrisches Verfahren
2
Noise Trading
2
Noise trading
2
Nonparametric statistics
2
Prognoseverfahren
2
Risiko
2
Risk
2
Schätztheorie
2
Share price
2
Statistical distribution
2
Statistische Verteilung
2
"Structural" factor GARCH
1
Aktienindex
1
Analysis of variance
1
Asymmetric dependence
1
Ausreißer
1
Beta risk
1
Betafaktor
1
CAPM
1
Cash Flow
1
Cash flow
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Bollerslev, Tim
Todorov, Viktor
14
Tauchen, George Eugene
9
Linton, Oliver
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Koop, Gary
6
Nunnenkamp, Peter
6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Gao, Jiti
5
Ghysels, Eric
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Zakoïan, Jean-Michel
5
Baltagi, Badi H.
4
Belke, Ansgar
4
Callaway, Brantly
4
Francq, Christian
4
Gouriéroux, Christian
4
Heckman, James J.
4
Hsiao, Cheng
4
Li, Kunpeng
4
Park, Joon Y.
4
Pesaran, M. Hashem
4
Sasaki, Yuya
4
Shin, Yongcheol
4
Wang, Wendun
4
Xiu, Dacheng
4
Barigozzi, Matteo
3
Barnett, William A.
3
Botosaru, Irene
3
Cai, Zongwu
3
Egger, Peter
3
Fan, Jianqing
3
Fernández-Val, Iván
3
Frühwirth-Schnatter, Sylvia
3
Fulop, Andras
3
Gallant, A. Ronald
3
more ...
less ...
Published in...
All
The world economy : the leading journal on international economic relations
Journal of econometrics
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
CREATES research paper
5
Journal of financial economics
5
NBER Working Paper
5
NBER working paper series
5
ERID working paper
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Finance and economics discussion series
3
Working paper / National Bureau of Economic Research, Inc.
3
CFS working paper series
2
CREATES Research Paper
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The journal of finance : the journal of the American Finance Association
2
Working papers / Financial Institutions Center
2
American Economic Review papers and proceedings
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Handbook of economic forecasting ; 1
1
International economic review
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of international money and finance
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The American economic review
1
The review of economic studies
1
The review of financial studies
1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
2
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
3
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
4
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
5
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
6
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
7
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
8
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->