//--> //--> //-->
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"
~person:"Barndorff-Nielsen, Ole E."
~person:"Gao, Jiti"
~subject:"Multivariate analysis"
~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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Multivariate analysis
Estimation theory
52
Schätztheorie
52
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Time series analysis
17
Zeitreihenanalyse
17
Panel
13
Panel study
13
Estimation
12
Schätzung
12
Regression analysis
10
Regressionsanalyse
10
Forecasting model
5
Prognoseverfahren
5
VAR model
5
VAR-Modell
5
Asymptotic theory
4
Cointegration
4
Kointegration
4
Factor analysis
3
Faktorenanalyse
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Theorie
3
Theory
3
Bayes-Statistik
2
Bayesian inference
2
CAPM
2
Correlation
2
Cross-section analysis
2
Cross-sectional dependence
2
Endogeneity
2
Hypothesis testing
2
Induktive Statistik
2
Inference
2
Kernel degeneracy
2
Korrelation
2
Lasso
2
Local linear estimation
2
Maximum likelihood estimation
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Article in journal
2
Language
All
English
2
Author
All
Croux, Christophe
Barndorff-Nielsen, Ole E.
Gao, Jiti
Kumar, Dilip
16
Maheswaran, S.
14
Todorov, Viktor
12
Li, Jia
11
Tauchen, George Eugene
10
Hafner, Christian M.
8
Teräsvirta, Timo
8
Andersen, Torben
7
Fan, Jianqing
7
Francq, Christian
7
Kim, Donggyu
7
Li, Yingying
7
Liu, Zhi
7
Mykland, Per A.
7
McAleer, Michael
6
Wang, Yazhen
6
Bollerslev, Tim
5
Ghysels, Eric
5
Jing, Bingyi
5
Koopman, Siem Jan
5
Taylor, Stephen
5
Zakoïan, Jean-Michel
5
Arnerić, Josip
4
Aït-Sahalia, Yacine
4
Clements, Adam
4
Elliott, Robert J.
4
Fičura, Milan
4
Hwang, Eunju
4
Kong, Xinbing
4
Li, Wai Keung
4
Mancino, Maria Elvira
4
Nolte, Ingmar
4
Park, Joon Y.
4
Rodriguez, Gabriel
4
Shephard, Neil G.
4
Shin, Dong-wan
4
Silvennoinen, Annastiina
4
Song, Yuping
4
Sucarrat, Genaro
4
Taylor, James W.
4
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Saved in:
2
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Journal of econometrics
162
(
2011
)
2
,
pp. 149-169
Persistent link: https://www.econbiz.de/10009270667
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->