//--> //--> //-->
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:"Nolte, Ingmar"
~subject:"Share price"
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Share price
Estimation theory
24
Schätztheorie
24
Time series analysis
10
Zeitreihenanalyse
10
Volatilität
9
Theorie
8
Theory
8
Estimation
6
Forecasting model
6
Market microstructure
6
Marktmikrostruktur
6
Prognoseverfahren
6
Schätzung
6
Börsenkurs
5
Capital income
4
Kapitaleinkommen
4
Noise Trading
4
Noise trading
4
Autocorrelation
3
Autokorrelation
3
Exchange rate
3
High-frequency data
3
Microstructure noise
3
Wechselkurs
3
CAPM
2
Devisenmarkt
2
Foreign exchange market
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Portfolio selection
2
Portfolio-Management
2
Realized volatility
2
USA
2
United States
2
1980-1985
1
1989-1991
1
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Bollerslev, Tim
Nolte, Ingmar
Kumar, Dilip
16
Maheswaran, S.
15
Todorov, Viktor
12
Li, Jia
11
Tauchen, George Eugene
11
Teräsvirta, Timo
9
Francq, Christian
8
Andersen, Torben
7
Ghysels, Eric
7
Kim, Donggyu
7
Koopman, Siem Jan
7
Li, Yingying
7
Liu, Zhi
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
Engle, Robert F.
5
Faff, Robert W.
5
Fan, Jianqing
5
Fornari, Fabio
5
Härdle, Wolfgang
5
Jing, Bingyi
5
Li, Wai Keung
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
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of banking & finance
1
Journal of business finance & accounting : JBFA
1
Journal of financial econometrics
1
Quantitative finance
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
2
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
3
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
4
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:
5
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:
6
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:
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
Least squares infernce on integrated volatility and the relationship between efficient prices and noise
Nolte, Ingmar
;
Voev, Valeri
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
1
,
pp. 94-108
Persistent link: https://www.econbiz.de/10009558954
Saved in:
9
Improved inference in regression with overlapping observations
Britten-Jones, Mark
;
Neuberger, Anthony
;
Nolte, Ingmar
- In:
Journal of business finance & accounting : JBFA
38
(
2011
)
5/6
,
pp. 657-683
Persistent link: https://www.econbiz.de/10009269472
Saved in:
10
High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->