//--> //--> //-->
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:"Lee, Lung-fei"
~person:"Mykland, Per A."
~person:"Tauchen, George Eugene"
~subject:"Autocorrelation"
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
Autocorrelation
Estimation theory
7
Schätztheorie
7
Estimation
4
Schätzung
4
Theorie
3
Theory
3
Autokorrelation
2
Börsenkurs
2
Deutsche Mark
2
Method of moments
2
Momentenmethode
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Share price
2
Time series analysis
2
Volatilität
2
Zeitreihenanalyse
2
1987-1993
1
1989-1991
1
1992-1993
1
ARCH model
1
ARCH-Modell
1
Ankündigungseffekt
1
Announcement effect
1
Bayes-Statistik
1
Bayesian estimation
1
Bayesian inference
1
CAPM
1
Capital income
1
Common factors
1
Deutschland
1
Deviance Information Criterion
1
Dominant units
1
European Monetary System
1
Europäisches Währungssystem
1
Exchange rate
1
France
1
Frankreich
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
English
4
Author
All
Bollerslev, Tim
Lee, Lung-fei
Mykland, Per A.
Tauchen, George Eugene
Escanciano, Juan Carlos
2
Ghysels, Eric
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Li, Dong
2
Ling, Shiqing
2
Shephard, Neil G.
2
Wang, Hansheng
2
Yang, Xiye
2
Zhou, Jing
2
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bibinger, Markus
1
Bodnar, Taras
1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Braun, Robin
1
Brüggemann, Ralf
1
Buccheri, Giuseppe
1
Cai, Zongwu
1
Chan, Joshua
1
Chan, Kin Wai
1
Chaves, Leonardo Salim Saker
1
Chen, Wilson Ye
1
Chen, Xiangjin B.
1
Chen, Yuxin
1
Corsi, Fulvio
1
Cui, Guowei
1
Dueker, Michael
1
Engle, Robert F.
1
Foster, F. Douglas
1
Francq, Christian
1
Gao, Jiti
1
Gerlach, Richard H.
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
23
ERID working paper
4
Regional science & urban economics
4
Econometric theory
3
Economics letters
3
Econometric reviews
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Econometrics : open access journal
2
The econometrics journal
2
Economic Research Initiatives at Duke (ERID) Working Paper
1
International finance discussion papers
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Memo / Økonomisk Institut, Aarhus Universitet
1
Nonparametric dynamic modelling
1
Quantitative economics : QE ; journal of the Econometric Society
1
Spatial economic analysis : the journal of the Regional Studies Association
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
QML and efficient GMM estimation of spatial autoregressive models with dominant (popular) units
Lee, Lung-fei
;
Yang, Chao
;
Yu, Jihai
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 550-562
Persistent link: https://www.econbiz.de/10014448355
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
Local parametric estimation in high frequency data
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 679-692
Persistent link: https://www.econbiz.de/10012262505
Saved in:
4
Bayesian analysis of spatial panel autoregressive models with time-varying endogenous spatial weight matrices, common factors, and random coefficients
Han, Xiaoyi
;
Lee, Lung-fei
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 642-660
Persistent link: https://www.econbiz.de/10011692445
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->