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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Grynkiv, Iaryna"
~person:"Li, Jia"
~person:"Nelson, Daniel B."
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Estimation theory"
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Volatilität
Kapitaleinkommen
Estimation theory
11
Schätztheorie
11
Time series analysis
9
Zeitreihenanalyse
9
Volatility
8
Estimation
7
Schätzung
7
Börsenkurs
6
Share price
6
High-frequency data
5
Stochastic process
5
Stochastischer Prozess
5
Stochastic volatility
4
Capital income
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Specification test
3
Adaptive estimation
2
Beta
2
Beta risk
2
Betafaktor
2
Martingal
2
Martingale
2
Semimartingale
2
Semiparametric efficiency
2
Theorie
2
Theory
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ARCH model
1
ARCH-Modell
1
Asymmetric volatility activity
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
CAPM
1
Efficiency
1
Effizienz
1
High frequency data
1
Induktive Statistik
1
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English
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Corsi, Fulvio
Grynkiv, Iaryna
Li, Jia
Nelson, Daniel B.
Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Yingying
6
Francq, Christian
5
Kim, Donggyu
5
Zakoïan, Jean-Michel
5
Demetrescu, Matei
4
Mykland, Per A.
4
Rodrigues, Paulo M. M.
4
Taylor, Robert
4
Xiu, Dacheng
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Koopman, Siem Jan
3
Meddahi, Nour
3
Park, Joon Y.
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Zheng, Xinghua
3
Clinet, Simon
2
Fan, Jianqing
2
Gallant, A. Ronald
2
Georgiev, Iliyan
2
Gouriéroux, Christian
2
Jasiak, Joann
2
Kong, Xin-Bing
2
Li, Guodong
2
Li, Wai Keung
2
Linton, Oliver
2
Patton, Andrew J.
2
Potiron, Yoann
2
Shephard, Neil G.
2
Wang, Bin
2
Zhang, Congshan
2
Zhang, Zhiyuan
2
Zheng, Xu
2
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Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Chicago Booth Research Paper
2
ERID working paper
2
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Working paper series economics and econometrics
2
Cowles Foundation discussion paper
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Global COE Hi-Stat discussion paper series
1
International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
NBER Working Paper
1
NBER technical working paper series
1
Quaderni del Dipartimento di economia politica e statistica
1
Research paper series / Swiss Finance Institute
1
Technical working paper / National Bureau of Economic Research
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
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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
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:
3
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
4
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
5
Inference theory for volatility functional dependencies
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011704756
Saved in:
6
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
Saved in:
7
Testing for jumps in noisy high frequency data
Aït-Sahalia, Yacine
;
Jacod, Jean
;
Li, Jia
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 207-222
Persistent link: https://www.econbiz.de/10009612749
Saved in:
8
Realized Laplace transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009301899
Saved in:
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