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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Journal of empirical finance"
~person:"Chourdakis, Kyriakos"
~person:"Linton, Oliver"
~person:"Satchell, Stephen"
~subject:"Estimation"
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Volatility
Estimation
Estimation theory
5
Schätztheorie
5
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3
Capital income
2
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2
Time series analysis
2
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Bollerslev, Tim
Chourdakis, Kyriakos
Linton, Oliver
Satchell, Stephen
Kim, Chang-Jin
2
Kristensen, Dennis
2
Nelson, Charles R.
2
Abergel, Frédéric
1
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Journal of empirical finance
Cambridge working papers in economics
10
CEMMAP working papers / Centre for Microdata Methods and Practice
9
Journal of econometrics
9
Cambridge-INET working papers
5
Working paper / Department of Econometrics and Business Statistics, Monash University
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Quantitative economics : QE ; journal of the Econometric Society
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The journal of finance : the journal of the American Finance Association
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The review of economics and statistics
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1
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
2
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
3
Nonlinearity and smoothing in venture capital performance data
McKenzie, Michael D.
;
Satchell, Stephen
;
Wongwachara, …
- In:
Journal of empirical finance
19
(
2012
)
5
,
pp. 782-795
Persistent link: https://www.econbiz.de/10009700590
Saved in:
4
Maximum likelihood estimation of non-affine volatility processes
Chourdakis, Kyriakos
;
Dotsis, George
- In:
Journal of empirical finance
18
(
2011
)
3
,
pp. 533-545
Persistent link: https://www.econbiz.de/10009302070
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