//--> //--> //-->
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:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Liu, Zhi"
~subject:"Zeitreihenanalyse"
~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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Zeitreihenanalyse
Estimation theory
2
Schätztheorie
2
Volatilität
2
Central limit theorem
1
Estimation
1
High frequency data
1
Market microstructure
1
Marktmikrostruktur
1
Martingal
1
Martingale
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Quadratic variation
1
Schätzung
1
Semimartingale
1
Time series analysis
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
2
Language
All
English
2
Author
All
Croux, Christophe
Liu, Zhi
Phillips, Peter C. B.
8
Gao, Jiti
6
Ghysels, Eric
6
Chan, Ngai Hang
5
Leybourne, Stephen James
5
Nielsen, Morten Ørregaard
5
Taylor, Robert
5
Cavaliere, Giuseppe
4
Franses, Philip Hans
4
Johansen, Søren
4
Lütkepohl, Helmut
4
Su, Liangjun
4
Tjostheim, Dag
4
Zhang, Rongmao
4
Chambers, Marcus J.
3
Francq, Christian
3
Grégoir, Stéphane
3
Jing, Bingyi
3
Kuersteiner, Guido M.
3
Li, Jia
3
Ling, Shiqing
3
Linton, Oliver
3
Lucas, André
3
McCabe, Brendan Peter Martin
3
Peng, Liang
3
Politis, Dimitris N.
3
Poskitt, Donald Stephen
3
Saikkonen, Pentti
3
Seo, Won-Ki
3
Shao, Xiaofeng
3
Sun, Yixiao
3
Tsay, Ruey S.
3
Ullah, Aman
3
Bauwens, Luc
2
Bera, Anil K.
2
Bollerslev, Tim
2
Breitung, Jörg
2
Chen, Xiaohong
2
Diebold, Francis X.
2
Engle, Robert F.
2
more ...
less ...
Published in...
All
Econometric theory
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Finance and stochastics
1
International journal of forecasting
1
Journal of econometric methods
1
Journal of econometrics
1
Journal of financial econometrics
1
Journal of forecasting
1
Journal of the American Statistical Association : JASA
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
Saved in:
2
On the estimation of integrated volatility with jumps and microstructure noise
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 457-467
Persistent link: https://www.econbiz.de/10010488463
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->