//--> //--> //-->
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
language:"zho"
~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"srp"
~person:"Bollerslev, Tim"
~person:"Caporale, Guglielmo Maria"
~subject:"Estimation"
~subject:"Exchange rate"
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:"Trendmodell"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Exchange rate
Time series analysis
5
Zeitreihenanalyse
5
High-frequency data
4
Schätzung
4
Volatility
4
Volatilität
4
Estimation theory
3
Market microstructure
3
Marktmikrostruktur
3
Schätztheorie
3
Capital income
2
Kapitaleinkommen
2
Microstructure noise
2
Noise Trading
2
Noise trading
2
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Asymmetric dependence
1
Börsenkurs
1
Correlation
1
Forecasting model
1
High-dimensional estimation
1
Informed trading
1
Korrelation
1
Measurement
1
Messung
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Occupation density
1
Prognoseverfahren
1
Realized correlation
1
Realized covolatility matrix
1
Realized variation
1
Realized volatility
1
Robust measures
1
Semivariance
1
Share price
1
Statistical distribution
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
Chinese
English
Serbian
Author
All
Bollerslev, Tim
Caporale, Guglielmo Maria
Todorov, Viktor
7
Kim, Donggyu
5
Li, Jia
5
Tauchen, George Eugene
5
Andersen, Torben
3
Fan, Jianqing
3
Koop, Gary
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Taylor, Robert
3
Wang, Yazhen
3
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Christensen, Kim
2
Dijk, Dick van
2
Ergemen, Yunus Emre
2
Gouriéroux, Christian
2
Hallin, Marc
2
Han, Xu
2
Hounyo, Ulrich
2
Kao, Chihwa
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
La Vecchia, Davide
2
Li, Yingying
2
Medeiros, Marcelo C.
2
Quaedvlieg, Rogier
2
Robinson, Peter M.
2
Su, Liangjun
2
Thyrsgaard, Martin
2
Velasco, Carlos
2
Vogt, Michael
2
Wang, Fa
2
Xiu, Dacheng
2
Zhang, Congshan
2
Zhang, Zhengjun
2
Altissimo, Filippo
1
Amsler, Christine Elaine
1
Aruoba, S. Borağan
1
more ...
less ...
Published in...
All
Journal of econometrics
CESifo working papers
37
Economics and finance working paper series
31
Discussion papers / Deutsches Institut für Wirtschaftsforschung
16
Discussion paper / Centre for Economic Forecasting
11
CESifo Working Paper Series
9
DIW Berlin Discussion Paper
8
Applied economics letters
5
CESifo Working Paper
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers of interdisciplinary research project 373
2
Finance research letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economics and finance : JEF
2
Journal of international money and finance
2
NBER working paper series
2
Oxford bulletin of economics and statistics
2
Research in international business and finance
2
Applied financial economics
1
Applied financial economics letters
1
Bulletin of economic research
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Comparative economic studies
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Empirica : journal of european economics
1
HWWA discussion paper
1
Handbook of economic forecasting ; 1
1
International advances in economic research
1
International economic review
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of applied economics
1
Journal of economics and finance
1
Journal of financial economics
1
Journal of innovation and entrepreneurship : JIE
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->