//--> //--> //--> //-->
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:"Corsi, Fulvio"
subject:"Volatilität"
~accessRights:"restricted"
~language:"eng"
~person:"Li, Jia"
~person:"Mykland, Per A."
~person:"Nelson, Daniel B."
~subject:"Kapitaleinkommen"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Kapitaleinkommen
Estimation theory
22
Schätztheorie
22
Volatility
18
Time series analysis
12
Zeitreihenanalyse
12
Börsenkurs
11
Estimation
11
Schätzung
11
Share price
11
Capital income
10
Market microstructure
7
Marktmikrostruktur
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
High-frequency data
6
Martingal
5
Martingale
5
Stochastic process
5
Stochastischer Prozess
5
Asynchronous times
4
Microstructure
4
Noise Trading
4
Noise trading
4
Regression analysis
4
Regressionsanalyse
4
Robust statistics
4
Robustes Verfahren
4
Consistency
3
Correlation
3
Discrete observation
3
Efficiency
3
Jumps
3
Korrelation
3
Leverage effect
3
Robust estimation
3
Semimartingale
3
Specification test
3
Stochastic volatility
3
more ...
less ...
Online availability
All
Undetermined
Free
13
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
Author
All
Corsi, Fulvio
Li, Jia
Mykland, Per A.
Nelson, Daniel B.
Todorov, Viktor
10
Kumar, Dilip
9
Li, Yingying
7
Maheswaran, S.
7
Andersen, Torben
6
Demetrescu, Matei
6
Francq, Christian
6
Kim, Donggyu
6
Liu, Zhi
6
Tauchen, George Eugene
6
Rodrigues, Paulo M. M.
5
Bollerslev, Tim
4
Mancino, Maria Elvira
4
Sentana, Enrique
4
Sucarrat, Genaro
4
Taylor, Robert
4
Varneskov, Rasmus Tangsgaard
4
Wang, Yazhen
4
Wu, Xinyu
4
Zakoïan, Jean-Michel
4
Zhang, Lan
4
Zheng, Xinghua
4
Ñíguez, Trino-Manuel
4
Amengual, Dante
3
Bauwens, Luc
3
Buccheri, Giuseppe
3
Clements, Adam
3
Jing, Bingyi
3
Kayal, Parthajit
3
Kim, Jong-Min
3
Koopman, Siem Jan
3
Kömm, Holger
3
Lee, Kyungsub
3
Li, Wai Keung
3
Liu, Guangying
3
Liu, Qiang
3
Luger, Richard
3
Marcellino, Massimiliano
3
more ...
less ...
Published in...
All
Journal of econometrics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
International journal of forecasting
1
The review of economics and statistics
1
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Reading the candlesticks : an OK estimator for volatility
Li, Jia
;
Wang, Dishen
;
Zhang, Qiushi
- In:
The review of economics and statistics
106
(
2024
)
4
,
pp. 1114-1128
Persistent link: https://www.econbiz.de/10015046594
Saved in:
2
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:
3
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
4
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
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
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
7
The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
Saved in:
8
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
9
Local parametric estimation in high frequency data
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 679-692
Persistent link: https://www.econbiz.de/10012262505
Saved in:
10
The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times
Mykland, Per A.
;
Zhang, Lan
;
Chen, Dachuan
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012139798
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->