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person:"Bollerslev, Tim"
~subject:"Share price"
~subject:"Wechselkurs"
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Search: subject_exact:"Estimation theory"
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Estimation theory
27
Schätztheorie
27
Theorie
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Theory
12
Time series analysis
12
Zeitreihenanalyse
12
Volatility
7
Volatilität
7
Estimation
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4
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Capital income
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Bollerslev, Tim
Brandt, Michael W.
13
Diebold, Francis X.
13
Kapetanios, George
12
Pesaran, M. Hashem
12
Maheswaran, S.
11
Tauchen, George Eugene
11
Linton, Oliver
10
Todorov, Viktor
9
Alizadeh, Sassan
8
Allen, David E.
8
Bailey, Natalia
8
Cheung, Yin-Wong
8
Hautsch, Nikolaus
8
Kumar, Dilip
8
Li, Jia
8
Faff, Robert W.
7
Härdle, Wolfgang
7
Malec, Peter
7
Pittis, Nikitas
7
Runde, Ralf
7
Teräsvirta, Timo
7
Bauwens, Luc
6
Caporale, Guglielmo Maria
6
Engle, Robert F.
6
Feng, Yuanhua
6
Gao, Jiti
6
Kim, Donggyu
6
Krämer, Walter
6
Shephard, Neil G.
6
Zakoïan, Jean-Michel
6
Bibinger, Markus
5
Craig, Ben R.
5
Koopman, Siem Jan
5
Luger, Richard
5
Peiris, Shelton
5
Santa-Clara, Pedro
5
Sentana, Enrique
5
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5
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Econometric reviews
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
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ECONIS (ZBW)
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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
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:
4
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:
5
Intra-day and inter-market volatility in foreign exchange rates
Baillie, Richard
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 565-585
Persistent link: https://www.econbiz.de/10001114302
Saved in:
6
Modelling the persistence of conditional variances
Engle, Robert F.
- In:
Econometric reviews
5
(
1986
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10001016525
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