//--> //--> //--> //-->
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"
~person:"Brandt, Michael W."
~person:"Fernández-Villaverde, Jesús"
~person:"Li, Jia"
~subject:"Bayes-Statistik"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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
| 9 applied filters
Year of publication
From:
To:
Subject
All
Volatilität
Bayes-Statistik
Kapitaleinkommen
Schätzung
Estimation theory
24
Schätztheorie
24
Volatility
16
Estimation
13
Time series analysis
12
Zeitreihenanalyse
12
Börsenkurs
9
Share price
9
Capital income
8
Stochastic process
7
Stochastischer Prozess
7
Correlation
5
High-frequency data
5
Korrelation
5
Market microstructure
5
Marktmikrostruktur
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Dynamic equilibrium
4
Dynamisches Gleichgewicht
4
Stochastic volatility
4
Theorie
4
Theory
4
Bayesian inference
3
Martingal
3
Martingale
3
Noise Trading
3
Noise trading
3
Regression analysis
3
Regressionsanalyse
3
Specification test
3
Adaptive estimation
2
Analysis of variance
2
Bayesian methods
2
Beta
2
Beta risk
2
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
20
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Arbeitspapier
24
Working Paper
24
Graue Literatur
22
Non-commercial literature
22
Article in journal
20
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
20
Author
All
Corsi, Fulvio
Brandt, Michael W.
Fernández-Villaverde, Jesús
Li, Jia
Tsionas, Efthymios G.
19
Kumar, Dilip
16
Maheswaran, S.
16
Kumbhakar, Subal
15
Gao, Jiti
14
Linton, Oliver
14
Tauchen, George Eugene
13
Koop, Gary
12
Su, Liangjun
12
Todorov, Viktor
12
Lee, Lung-fei
11
Zhang, Xibin
10
Baltagi, Badi H.
9
Demetrescu, Matei
9
Francq, Christian
9
Phillips, Peter C. B.
9
Zhang, Xinyu
9
Andersen, Torben
8
Ghysels, Eric
8
Hsiao, Cheng
8
Hsu, Yu-Chin
8
Kapetanios, George
8
Koopman, Siem Jan
8
Li, Qi
8
Li, Yingying
8
Pesaran, M. Hashem
8
Ramírez, Miguel D.
8
Teräsvirta, Timo
8
Bauwens, Luc
7
Bollerslev, Tim
7
Cai, Zongwu
7
Fan, Jianqing
7
Gallant, A. Ronald
7
Gouriéroux, Christian
7
Hafner, Christian M.
7
Jochmans, Koen
7
Kim, Donggyu
7
Lesage, James P.
7
Liu, Zhi
7
more ...
less ...
Published in...
All
Journal of econometrics
7
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
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annual review of economics
1
International journal of forecasting
1
Journal of financial economics
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
Estimating DSGE models : recent advances and future challenges
Fernández-Villaverde, Jesús
;
Guerrón-Quintana, Pablo A.
- In:
Annual review of economics
13
(
2021
),
pp. 229-252
Persistent link: https://www.econbiz.de/10012612561
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->