//--> //--> //--> //-->
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
person:"Bollerslev, Tim"
subject:"Volatility"
~accessRights:"restricted"
~person:"Brownlees, Christian"
~person:"Wang, Yazhen"
~subject:"Share price"
~subject:"Theory"
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
Share price
Theory
Estimation theory
12
Schätztheorie
12
Volatilität
9
Estimation
8
Schätzung
8
Time series analysis
8
Zeitreihenanalyse
8
Börsenkurs
6
Stochastic process
5
Stochastischer Prozess
5
Capital income
3
Forecasting model
3
High-frequency data
3
Induktive Statistik
3
Kapitaleinkommen
3
Market microstructure
3
Marktmikrostruktur
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Nichtparametrisches Verfahren
3
Noise Trading
3
Noise trading
3
Nonparametric statistics
3
Prognoseverfahren
3
Statistical inference
3
Stochastic differential equation
3
1959-2007
2
ARCH model
2
ARCH-Modell
2
Analysis
2
Financial market
2
Finanzmarkt
2
Geldpolitik
2
High-frequency financial data
2
Impact assessment
2
Integrated volatility
2
Mathematical analysis
2
Microstructure noise
2
more ...
less ...
Online availability
All
Undetermined
Free
5
Type of publication
All
Article
10
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
11
Author
All
Bollerslev, Tim
Brownlees, Christian
Wang, Yazhen
Todorov, Viktor
10
Kumar, Dilip
9
Li, Jia
9
Francq, Christian
6
Kim, Donggyu
6
Li, Yingying
6
Maheswaran, S.
6
Mykland, Per A.
6
Tauchen, George Eugene
6
Andersen, Torben
5
Liu, Zhi
5
Sentana, Enrique
5
Abadie, Alberto
4
Mancino, Maria Elvira
4
Marcellino, Massimiliano
4
Rodrigues, Paulo M. M.
4
Schorfheide, Frank
4
Sucarrat, Genaro
4
Teräsvirta, Timo
4
Varneskov, Rasmus Tangsgaard
4
Wu, Xinyu
4
Zhang, Lan
4
Amengual, Dante
3
Bauwens, Luc
3
Buccheri, Giuseppe
3
Canova, Fabio
3
Clements, Adam
3
De Loecker, Jan
3
Demetrescu, Matei
3
Imbens, Guido
3
Inoue, Atsushi
3
Jing, Bingyi
3
Kayal, Parthajit
3
Kim, Jong-Min
3
Koopman, Siem Jan
3
Kömm, Holger
3
Lee, Kyungsub
3
more ...
less ...
Published in...
All
Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Discussion paper / Centre for Economic Policy Research
1
Econometric reviews
1
The review of economics and statistics
1
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
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
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
4
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
5
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
6
Impulse response estimation by smooth local projections
Barnichon, Regis
;
Brownlees, Christian
- In:
The review of economics and statistics
101
(
2019
)
3
,
pp. 522-530
Persistent link: https://www.econbiz.de/10012039436
Saved in:
7
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:
8
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
Saved in:
9
Impulse response estimation by smooth local projections
Barnichon, Régis
;
Brownlees, Christian
-
2016
Persistent link: https://www.econbiz.de/10011606743
Saved in:
10
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->