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person:"Brandt, Michael W."
subject:"Volatilität"
~person:"Linton, Oliver"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Estimation theory
67
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17
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Brandt, Michael W.
Linton, Oliver
Kumar, Dilip
16
Maheswaran, S.
16
Li, Jia
12
Todorov, Viktor
12
Tauchen, George Eugene
11
Andersen, Torben
8
Francq, Christian
8
Li, Yingying
8
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8
Teräsvirta, Timo
8
Kim, Donggyu
7
Mykland, Per A.
7
Demetrescu, Matei
6
Koopman, Siem Jan
6
Taylor, Robert
6
Wang, Yazhen
6
Zakoïan, Jean-Michel
6
Bollerslev, Tim
5
Fan, Jianqing
5
Ghysels, Eric
5
Hafner, Christian M.
5
Jing, Bingyi
5
Rodrigues, Paulo M. M.
5
Taylor, Stephen
5
Arnerić, Josip
4
Aït-Sahalia, Yacine
4
Clements, Adam
4
Elliott, Robert J.
4
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4
Hwang, Eunju
4
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4
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4
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4
McAleer, Michael
4
Nolte, Ingmar
4
Park, Joon Y.
4
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Journal of econometrics
2
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1
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1
Journal of financial economics
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ECONIS (ZBW)
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1
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
2
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
3
Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error
Park, Sujin
;
Hong, Seok Young
;
Linton, Oliver
- In:
Journal of econometrics
191
(
2016
)
2
,
pp. 325-347
Persistent link: https://www.econbiz.de/10011610563
Saved in:
4
Let's get lade : robust estimation of semiparametric multiplicative volatility models
Koo, Bonsoo
;
Linton, Oliver
- In:
Econometric theory
31
(
2015
)
4
,
pp. 671-702
Persistent link: https://www.econbiz.de/10011341932
Saved in:
5
Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.
;
Linton, Oliver
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 55-73
Persistent link: https://www.econbiz.de/10008839940
Saved in:
6
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of business : B
79
(
2006
)
1
,
pp. 61-74
Persistent link: https://www.econbiz.de/10003301931
Saved in:
7
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
8
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
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