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person:"Bollerslev, Tim"
subject:"Volatility"
~person:"Lee, Lung-fei"
~person:"Mykland, Per A."
~subject:"Autocorrelation"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Volatility
Autocorrelation
Theory
Estimation theory
131
Schätztheorie
131
Theorie
37
Autokorrelation
31
Räumliche Interaktion
26
Spatial interaction
26
Regional economics
24
Regionalökonomik
24
Maximum likelihood estimation
20
Maximum-Likelihood-Schätzung
20
Panel
20
Panel study
20
Time series analysis
19
Zeitreihenanalyse
19
Volatilität
16
Estimation
15
Schätzung
15
Market microstructure
13
Marktmikrostruktur
13
Sampling
13
Stichprobenerhebung
13
Method of moments
12
Momentenmethode
12
Capital income
9
Kapitaleinkommen
9
Spatial autoregressive model
9
Spatial autoregression
7
ARCH model
6
ARCH-Modell
6
Börsenkurs
6
Robust statistics
6
Robustes Verfahren
6
Share price
6
Simulation
6
Social relations
6
Soziale Beziehungen
6
Bayes-Statistik
5
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Undetermined
26
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8
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Article
67
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12
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Article in journal
64
Aufsatz in Zeitschrift
64
Graue Literatur
8
Non-commercial literature
8
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6
Working Paper
6
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2
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2
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1
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English
79
Author
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Bollerslev, Tim
Lee, Lung-fei
Mykland, Per A.
Phillips, Peter C. B.
80
Härdle, Wolfgang
71
Pesaran, M. Hashem
60
Gouriéroux, Christian
53
Andrews, Donald W. K.
52
McAleer, Michael
45
Franses, Philip Hans
43
Newey, Whitney K.
42
Swanson, Norman R.
42
Baltagi, Badi H.
41
Teräsvirta, Timo
40
Robinson, Peter M.
37
Giles, David E. A.
35
Imbens, Guido
35
Diebold, Francis X.
32
Zakoïan, Jean-Michel
32
Koopman, Siem Jan
31
Sun, Yixiao
31
Heckman, James J.
30
Lucas, André
30
Horowitz, Joel
29
Krämer, Walter
29
King, Maxwell L.
28
Stock, James H.
28
Bera, Anil K.
27
Kohn, Robert
27
Brännäs, Kurt
26
Dufour, Jean-Marie
26
Granger, C. W. J.
26
Li, Qi
26
Linton, Oliver
26
Ohtani, Kazuhiro
26
Ghysels, Eric
25
Ullah, Aman
25
Francq, Christian
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Monfort, Alain
23
Robert, Christian P.
23
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Journal of econometrics
22
Econometric theory
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Econometric reviews
4
Economics letters
4
Regional science & urban economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Technical working paper / National Bureau of Economic Research
2
The econometrics journal
2
The review of economics and statistics
2
Working paper
2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Center for Research on Economic and Social Theory and Department of Economics working paper serie
1
Econometrics : open access journal
1
Handbook of econometrics ; Vol. 4
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
Memo / Økonomisk Institut, Aarhus Universitet
1
Quantitative economics : QE ; journal of the Econometric Society
1
Spatial economic analysis : the journal of the Regional Studies Association
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
The review of financial studies
1
Working paper / National Bureau of Economic Research, Inc.
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61
Dan Nelson remembered
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 361-364
Persistent link: https://www.econbiz.de/10001190316
Saved in:
62
The computation of opportunity costs in polychotomous choice models with selectivity
Lee, Lung-fei
- In:
The review of economics and statistics
77
(
1995
)
3
,
pp. 423-435
Persistent link: https://www.econbiz.de/10001192713
Saved in:
63
Semiparametric maximum likelihood estimation of polychotomous and sequential choice models
Lee, Lung-fei
- In:
Journal of econometrics
65
(
1995
)
2
,
pp. 381-428
Persistent link: https://www.econbiz.de/10001173052
Saved in:
64
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10001327597
Saved in:
65
Semiparametric two-stage estimation of sample selection models subject to Tobit-type selection rules
Lee, Lung-fei
- In:
Journal of econometrics
61
(
1994
)
2
,
pp. 305-344
Persistent link: https://www.econbiz.de/10001155767
Saved in:
66
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
67
The long memory of the forward premium
Baillie, Richard
- In:
Journal of international money and finance
13
(
1994
)
5
,
pp. 565-571
Persistent link: https://www.econbiz.de/10001171001
Saved in:
68
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
-
current version
Persistent link: https://www.econbiz.de/10000891757
Saved in:
69
Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
Persistent link: https://www.econbiz.de/10000896214
Saved in:
70
Asymptotic distribution of the maximum likelihood estimator for a stochastic frontier function model with a singular information matrix
Lee, Lung-fei
- In:
Econometric theory
9
(
1993
)
3
,
pp. 413-430
Persistent link: https://www.econbiz.de/10001151126
Saved in:
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