//--> //--> //--> //-->
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"
~language:"eng"
~person:"Baillie, Richard"
~person:"Harvey, David I."
~subject:"Time series analysis"
~type:"article"
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
Time series analysis
Estimation theory
49
Schätztheorie
49
Zeitreihenanalyse
25
Theorie
15
Theory
15
Estimation
9
Forecasting model
9
Prognoseverfahren
9
Schätzung
9
Structural break
7
Strukturbruch
7
Einheitswurzeltest
6
Unit root test
6
Volatilität
6
Autocorrelation
5
Autokorrelation
5
Regression analysis
5
Regressionsanalyse
5
Capital income
4
Exchange rate
4
Kapitaleinkommen
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Risikoprämie
4
Risk premium
4
Statistical test
4
Statistischer Test
4
Wechselkurs
4
ARMA model
3
ARMA-Modell
3
CAPM
3
Currency derivative
3
Forecasting
3
High-frequency data
3
Währungsderivat
3
ARCH model
2
ARCH-Modell
2
ARFIMA
2
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
Author
All
Bollerslev, Tim
Baillie, Richard
Harvey, David I.
Phillips, Peter C. B.
30
Harvey, Andrew C.
18
Leybourne, Stephen James
18
Teräsvirta, Timo
18
Linton, Oliver
17
Johansen, Søren
16
Kumar, Dilip
16
Taylor, Robert
16
Gao, Jiti
15
Lütkepohl, Helmut
15
Chambers, Marcus J.
14
Maheswaran, S.
14
Hassler, Uwe
13
Koopman, Siem Jan
13
Perron, Pierre
13
Tauchen, George Eugene
13
Ghysels, Eric
12
Li, Jia
12
Todorov, Viktor
12
Francq, Christian
11
Hafner, Christian M.
11
Hendry, David F.
11
Mills, Terence C.
11
Nelson, Daniel B.
11
Robinson, Peter M.
11
Xiao, Zhijie
11
Zhu, Ke
11
Bauwens, Luc
10
Engle, Robert F.
10
Koop, Gary
10
Lucas, André
10
McAleer, Michael
10
Zakoïan, Jean-Michel
10
Chan, Ngai Hang
9
Chen, Xiaohong
9
Fan, Jianqing
9
Franses, Philip Hans
9
more ...
less ...
Published in...
All
Journal of econometrics
10
Economics letters
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Econometric reviews
1
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
Journal of applied econometrics
1
Special issue on new developments in time series econometrics
1
The econometrics journal
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
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
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:
4
Choices between OLS with robust inference and feasible GLS in time series regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Economics letters
171
(
2018
),
pp. 218-221
Persistent link: https://www.econbiz.de/10012021807
Saved in:
5
Inference for impulse response coefficients from multivariate fractionally integrated processes
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 60-84
Persistent link: https://www.econbiz.de/10011794639
Saved in:
6
Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
- In:
Economics letters
145
(
2016
),
pp. 239-245
Persistent link: https://www.econbiz.de/10011618823
Saved in:
7
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:
8
On the estimation of short memory components in long memory time series models
Baillie, Richard
;
Kapetanios, George
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 365-375
Persistent link: https://www.econbiz.de/10011649095
Saved in:
9
Confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 262-279
Persistent link: https://www.econbiz.de/10011339345
Saved in:
10
Robust tests for a linear trend with an application to equity indices
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 168-185
Persistent link: https://www.econbiz.de/10011300487
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->