//--> //--> //-->
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"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Bodnar, Taras"
~person:"Koopman, Siem Jan"
~subject:"Foreign exchange market"
~subject:"Metallmarkt"
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
Foreign exchange market
Metallmarkt
Estimation theory
6
Schätztheorie
6
Time series analysis
3
Volatilität
3
Zeitreihenanalyse
3
Capital income
2
Correlation
2
Estimation
2
Kapitaleinkommen
2
Korrelation
2
Schätzung
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
1989-1991
1
1992-1993
1
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
Ankündigungseffekt
1
Announcement effect
1
Börsenkurs
1
CAPM
1
Control variables
1
Covariance matrix estimation
1
Covariance targeting
1
Deutsche Mark
1
Efficient importance sampling
1
Expected utility portfolio
1
Großbritannien
1
High-dimensional data
1
High-frequency data
1
Jumps
1
Kalman filter
1
Large-dimensional asymptotics
1
Linear algebra
1
Lineare Algebra
1
Maximum likelihood estimation
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Bollerslev, Tim
Bodnar, Taras
Koopman, Siem Jan
Ghysels, Eric
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Shephard, Neil G.
2
Yang, Xiye
2
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bell, William R.
1
Bibinger, Markus
1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Buccheri, Giuseppe
1
Chan, Joshua
1
Chaves, Leonardo Salim Saker
1
Chen, Wilson Ye
1
Chen, Xiangjin B.
1
Corsi, Fulvio
1
Dueker, Michael
1
Engle, Robert F.
1
Escanciano, Juan Carlos
1
Foster, F. Douglas
1
Francq, Christian
1
Gao, Jiti
1
Gerlach, Richard H.
1
Hafner, Christian M.
1
Harvey, Andrew C.
1
Hillmer, Steven C.
1
Hu, Yu-Pin
1
Hurn, Stan
1
James, Lancelot F.
1
Javed, Farrukh
1
Kalnina, Ilze
1
Kim, Donggyu
1
Kong, Xinbing
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Tinbergen Institute
10
Journal of econometrics
5
A history of market performance : from ancient Babylonia to the modern world
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper series / LSE Financial Markets Group
1
Econometric reviews
1
Handbook of econometrics : volume 4
1
Handbook of financial time series
1
International finance discussion papers
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
The review of economic studies
1
The review of economics and statistics
1
Tinbergen Institute Discussion Paper 09-110/4
1
Tinbergen Institute Discussion Paper 20-004/III
1
Tinbergen Institute Discussion Paper 2018-013/III
1
Tinbergen Institute Discussion Paper 2018-027/III
1
Working paper
1
Working paper series economics and econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
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:
3
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->