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person:"Bollerslev, Tim"
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Search: subject_exact:"Estimation theory"
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Estimation theory
27
Schätztheorie
27
Theorie
12
Theory
12
Time series analysis
12
Zeitreihenanalyse
12
Volatility
7
Volatilität
7
Estimation
5
Schätzung
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
Share price
3
Warenbörse
3
Wechselkurs
3
CAPM
2
Devisenmarkt
2
Foreign exchange market
2
Microstructure noise
2
Noise Trading
2
Noise trading
2
Portfolio selection
2
Portfolio-Management
2
USA
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Article
19
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8
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Aufsatz in Zeitschrift
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Graue Literatur
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Working Paper
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Bibliografie enthalten
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English
26
French
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Bollerslev, Tim
Phillips, Peter C. B.
300
Pesaran, M. Hashem
184
Gao, Jiti
164
Härdle, Wolfgang
144
Linton, Oliver
141
Andrews, Donald W. K.
137
Newey, Whitney K.
126
McAleer, Michael
109
Chernozhukov, Victor
106
Baltagi, Badi H.
105
Chen, Xiaohong
98
Kapetanios, George
91
Gouriéroux, Christian
90
Imbens, Guido
90
Heckman, James J.
86
Lütkepohl, Helmut
84
Swanson, Norman R.
84
White, Halbert
84
Otsu, Taisuke
81
Robinson, Peter M.
80
Lee, Lung-fei
77
Koopman, Siem Jan
76
Lechner, Michael
76
Li, Qi
75
Ullah, Aman
75
Wooldridge, Jeffrey M.
75
Bera, Anil K.
73
Franses, Philip Hans
73
Stock, James H.
72
Dette, Holger
71
Horowitz, Joel
69
Simar, Léopold
69
Su, Liangjun
69
Nielsen, Morten Ørregaard
67
Johansen, Søren
66
Cai, Zongwu
65
Croux, Christophe
65
Dufour, Jean-Marie
65
Sentana, Enrique
65
Sun, Yixiao
65
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University of Chicago / Graduate School of Business / Department of Economics
1
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Journal of econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
Working paper
2
Annales d'économie et de statistique
1
CREATES Research Paper 2008-49
1
Discussion paper / Department of Economics, University of California San Diego
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
International finance discussion papers
1
Journal of international money and finance
1
Journal of political economy
1
Memo / Økonomisk Institut, Aarhus Universitet
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
The review of economics and statistics
1
Working paper series economics and econometrics
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ECONIS (ZBW)
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