//--> //--> //--> //-->
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"
~person:"Alizadeh, Sassan"
~person:"Engle, Robert F."
~person:"Ghysels, Eric"
~person:"Rodriguez, Gabriel"
~subject:"Börsenkurs"
~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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Börsenkurs
Estimation theory
61
Schätztheorie
61
Theorie
28
Theory
28
Time series analysis
25
Zeitreihenanalyse
25
Volatilität
17
Estimation
12
Schätzung
12
Share price
10
Capital income
9
Kapitaleinkommen
9
ARCH model
7
ARCH-Modell
7
Exchange rate
6
Stochastic process
6
Stochastischer Prozess
6
USA
6
United States
6
Wechselkurs
6
CAPM
5
Statistical theory
5
Statistische Methodenlehre
5
Saisonale Schwankungen
4
Seasonal variations
4
Statistical distribution
4
Statistische Verteilung
4
Causality analysis
3
Devisenmarkt
3
Foreign exchange market
3
High-frequency data
3
Kausalanalyse
3
Peru
3
Regression analysis
3
Regressionsanalyse
3
Risikoprämie
3
Risk premium
3
Sampling
3
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
Book / Working Paper
22
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
22
Author
All
Bollerslev, Tim
Alizadeh, Sassan
Engle, Robert F.
Ghysels, Eric
Rodriguez, Gabriel
Kumar, Dilip
16
Maheswaran, S.
15
Li, Jia
12
Todorov, Viktor
12
Tauchen, George Eugene
11
Teräsvirta, Timo
9
Francq, Christian
8
Liu, Zhi
8
Andersen, Torben
7
Kim, Donggyu
7
Koopman, Siem Jan
7
Li, Yingying
7
Mykland, Per A.
7
Zakoïan, Jean-Michel
7
Feng, Yuanhua
6
Hafner, Christian M.
6
Sentana, Enrique
6
Taylor, Stephen
6
Wang, Yazhen
6
Bauwens, Luc
5
Faff, Robert W.
5
Fan, Jianqing
5
Fornari, Fabio
5
Härdle, Wolfgang
5
Jing, Bingyi
5
Li, Wai Keung
5
Nolte, Ingmar
5
Shephard, Neil G.
5
Silvennoinen, Annastiina
5
Zhang, Lan
5
Arnerić, Josip
4
Aït-Sahalia, Yacine
4
Clements, Adam
4
Daníelsson, Jón
4
Dufour, Jean-Marie
4
Elliott, Robert J.
4
Fičura, Milan
4
more ...
less ...
Published in...
All
Journal of econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Econometric analysis of financial and economic time series ; part a
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
International journal of monetary economics and finance
1
Journal of international money and finance
1
Review of Pacific Basin financial markets and policies
1
Revista de análisis económico
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries
Rodriguez, Gabriel
;
Vassallo, Renato
;
Castillo B., Paul
- In:
Economic modelling
124
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463282
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
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
5
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:
6
Asymmetries in Volatility : an empirical study for the Peruvian stock and Forex markets
Alanya, Willy
;
Rodriguez, Gabriel
- In:
Review of Pacific Basin financial markets and policies
22
(
2019
)
1
,
pp. 1950003-1-1950003-18
Persistent link: https://www.econbiz.de/10012156142
Saved in:
7
Selecting between autoregressive conditional heteroskedasticity models : an empirical application to the volatility of stock returns in Peru
Rodriguez, Gabriel
- In:
Revista de análisis económico
32
(
2017
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10011924649
Saved in:
8
Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?
Herrera Aramburú, Andrés
;
Rodriguez, Gabriel
- In:
International journal of monetary economics and finance
9
(
2016
)
1
,
pp. 45-66
Persistent link: https://www.econbiz.de/10011548319
Saved in:
9
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
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
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->