//--> //--> //-->
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:"Microstructure noise"
~subject:"Schätzung"
~subject:"Share price"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Microstructure noise
Schätzung
Share price
Estimation theory
27
Schätztheorie
27
Theorie
12
Theory
12
Time series analysis
12
Zeitreihenanalyse
12
Volatility
7
Volatilität
7
Estimation
5
ARCH model
4
ARCH-Modell
4
Capital income
4
Kapitaleinkommen
4
Autocorrelation
3
Autokorrelation
3
Börsenkurs
3
Commodity exchange
3
Exchange rate
3
Forecasting model
3
High-frequency data
3
Market microstructure
3
Marktmikrostruktur
3
Metal market
3
Metallmarkt
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Prognoseverfahren
3
Warenbörse
3
Wechselkurs
3
CAPM
2
Devisenmarkt
2
Foreign exchange market
2
Noise Trading
2
Noise trading
2
Portfolio selection
2
Portfolio-Management
2
USA
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Graue Literatur
1
Non-commercial literature
1
Language
All
English
6
Author
All
Bollerslev, Tim
Pesaran, M. Hashem
42
Gao, Jiti
41
Linton, Oliver
36
Kapetanios, George
30
Cai, Zongwu
23
Diebold, Francis X.
22
Koop, Gary
22
Marcellino, Massimiliano
20
Winkelmann, Rainer
19
Hsu, Yu-Chin
18
Kumbhakar, Subal
17
Lütkepohl, Helmut
17
Tauchen, George Eugene
17
Chudik, Alexander
16
Härdle, Wolfgang
16
Koopman, Siem Jan
16
Baltagi, Badi H.
15
Heckman, James J.
15
Hoderlein, Stefan
15
Hsiao, Cheng
15
Lechner, Michael
15
Phillips, Peter C. B.
15
Su, Liangjun
15
Kim, Donggyu
14
Pei, Zhuan
14
Teräsvirta, Timo
14
Todorov, Viktor
14
Jochmans, Koen
13
Kumar, Dilip
13
Schorfheide, Frank
13
Weber, Andrea
13
Weidner, Martin
13
Zakoïan, Jean-Michel
13
Bekaert, Geert
12
Escanciano, Juan Carlos
12
Maheswaran, S.
12
Sentana, Enrique
12
Swanson, Norman R.
12
Bailey, Natalia
11
Berg, Gerard J. van den
11
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
The journal of finance : the journal of the American Finance Association
1
Working paper
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
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
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
5
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:
6
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->