//--> //--> //--> //-->
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:"Mykland, Per A."
~person:"Sun, Yixiao"
~subject:"Autocorrelation"
~subject:"CAPM"
~type_genre:"Aufsatz in Zeitschrift"
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
CAPM
Estimation theory
52
Schätztheorie
52
Time series analysis
15
Zeitreihenanalyse
15
Volatilität
13
Autokorrelation
10
Robust statistics
10
Robustes Verfahren
10
Theorie
10
Theory
10
Heteroscedasticity
9
Heteroskedastizität
9
Market microstructure
9
Marktmikrostruktur
9
Statistical test
9
Statistischer Test
9
Capital income
7
Kapitaleinkommen
7
Estimation
6
Schätzung
6
Börsenkurs
5
Fixed-smoothing asymptotics
5
Share price
5
Asynchronous times
4
High-frequency data
4
Microstructure
4
Noise Trading
4
Noise trading
4
Regression analysis
4
Regressionsanalyse
4
Sampling
4
Stichprobenerhebung
4
Consistency
3
Discrete observation
3
Exchange rate
3
Leverage effect
3
Nichtparametrisches Verfahren
3
more ...
less ...
Online availability
All
Undetermined
16
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
24
Graue Literatur
10
Non-commercial literature
10
Arbeitspapier
7
Working Paper
7
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
24
Author
All
Bollerslev, Tim
Mykland, Per A.
Sun, Yixiao
Lee, Lung-fei
28
Kumar, Dilip
16
Maheswaran, S.
15
Tauchen, George Eugene
12
Todorov, Viktor
12
Jin, Fei
11
Li, Jia
11
Teräsvirta, Timo
10
Francq, Christian
9
Baltagi, Badi H.
8
Cavaliere, Giuseppe
8
Andersen, Torben
7
Ghysels, Eric
7
Kim, Donggyu
7
Li, Yingying
7
Liu, Zhi
7
Zakoïan, Jean-Michel
7
Hafner, Christian M.
6
Kan, Raymond
6
Koopman, Siem Jan
6
McAleer, Michael
6
Phillips, Peter C. B.
6
Sun, Yiguo
6
Wang, Hansheng
6
Wang, Yazhen
6
Aït-Sahalia, Yacine
5
Fan, Jianqing
5
Jing, Bingyi
5
Kristensen, Dennis
5
Li, Dong
5
Liu, Long
5
Liu, Xiaodong
5
Okui, Ryo
5
Prucha, Ingmar R.
5
Renault, Eric
5
Shin, Dong-wan
5
Su, Liangjun
5
more ...
less ...
Published in...
All
Journal of econometrics
13
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The econometrics journal
2
Econometric reviews
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
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of political economy
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
2
An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation
Sun, Yixiao
;
Wang, Xuexin
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 177-206
Persistent link: https://www.econbiz.de/10013167603
Saved in:
3
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:
4
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:
5
The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
Saved in:
6
Testing-optimal Kernel choice in HAR inference
Sun, Yixiao
;
Yang, Jingjing
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 123-136
Persistent link: https://www.econbiz.de/10012483197
Saved in:
7
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:
8
The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times
Mykland, Per A.
;
Zhang, Lan
;
Chen, Dachuan
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012139798
Saved in:
9
Testing for moderate explosiveness
Guo, Gangzheng
;
Sun, Yixiao
;
Wang, Shaoping
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 73-95
Persistent link: https://www.econbiz.de/10012166654
Saved in:
10
A simple and trustworthy asymptotic t test in difference-in-differences regressions
Liu, Cheng
;
Sun, Yixiao
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 327-362
Persistent link: https://www.econbiz.de/10012303533
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->