//--> //--> //--> //-->
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:"Daníelsson, Jón"
subject:"Volatility"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"KBI"
~person:"Croux, Christophe"
~person:"Hsu, Yu-Chin"
~person:"Li, Yingying"
~person:"Nolte, Ingmar"
~person:"Phillips, Peter C. B."
~subject:"Correlation"
~subject:"Forecasting model"
~subject:"Market microstructure noise"
~subject:"Prognoseverfahren"
~subject:"Ranking method"
~subject:"Schätzung"
~subject:"Statistical test"
~subject:"United States"
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
| 17 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Correlation
Forecasting model
Market microstructure noise
Prognoseverfahren
Ranking method
Schätzung
Statistical test
United States
Estimation theory
25
Schätztheorie
25
Robust statistics
14
Robustes Verfahren
14
Regression analysis
11
Regressionsanalyse
11
Time series analysis
6
Zeitreihenanalyse
6
Korrelation
5
Estimation
4
Volatilität
4
Kleinste-Quadrate-Methode
3
Least squares method
3
Sparse estimation
3
VAR model
3
VAR-Modell
3
Econometrics
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Multi-class estimation
2
Multivariate Analyse
2
Multivariate analysis
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
PC software
2
PC-Software
2
Ranking-Verfahren
2
Theorie
2
Theory
2
USA
2
Vector Auto Regressive model
2
Ökonometrie
2
1980-2006
1
more ...
less ...
Online availability
All
Free
14
Type of publication
All
Book / Working Paper
14
Type of publication (narrower categories)
All
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Language
All
English
14
Author
All
Daníelsson, Jón
Croux, Christophe
Hsu, Yu-Chin
Li, Yingying
Nolte, Ingmar
Phillips, Peter C. B.
Van Keilegom, Ingrid
6
White, Halbert
5
Boudt, Kris
4
Granger, C. W. J.
4
Claeskens, Gerda
3
Gelper, Sarah
3
Cornelissen, Jonathan
2
Den Haan, Wouter J.
2
Engle, Robert F.
2
Gather, Ursula
2
Hyung, Namwon
2
Kim, Tae-hwan
2
Reusens, Peter
2
Schettlinger, Karen
2
Aparicio Acosta, Felipe M.
1
Aston, John
1
Autin, F.
1
Bates, Charles E.
1
Bloznelis, Daumantas
1
Cao, Ricardo
1
Cavanagh, Christopher Lorne
1
Claeskens, G.
1
Crevits, Ruben
1
De Backer, Mickaël
1
Deb, Partha
1
Dehon, Catherine
1
Deresa, Negera Wakgari
1
Ding, Zhuanxin
1
El Ghouch, Anouar
1
Elliott, Graham
1
Escobar-Bach, Mikael
1
Flórez, Alvaro J.
1
Freyermuth, J-M.
1
Fried, Roland
1
Geerdens, Candida
1
Hamilton, James D.
1
Janssen, Paul
1
Jin, Sainan
1
Jácome, M. Amalia
1
more ...
less ...
Published in...
All
Discussion paper / Department of Economics, University of California San Diego
KBI
Cowles Foundation discussion paper
25
Journal of econometrics
17
Cowles Foundation Discussion Paper
13
IEAS working paper
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Econometric theory
5
Discussion paper / Tinbergen Institute
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
The econometrics journal
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Working paper
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Working paper / University of Toronto, Department of Economics
2
Working papers / Department of Economics, Central European University
2
Annales d'économie et de statistique
1
CREATES research paper
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper series / LSE Financial Markets Group
1
Econometric reviews
1
Econometrics : open access journal
1
Economics letters
1
International economic review
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of business finance & accounting : JBFA
1
Journal of econometric methods
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of forecasting
1
Quantitative economics : QE ; journal of the Econometric Society
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
TRACE discussion papers / Tinbergen Institute
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
1
Working paper series / Financial Econometrics Research Centre
1
Working papers SES
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust estimation of linear state space models
Crevits, Ruben
;
Croux, Christophe
-
2017
Persistent link: https://www.econbiz.de/10011799036
Saved in:
2
Real or nominal variables, does it matter for the impulse response?
Reusens, Peter
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011290632
Saved in:
3
Robust and sparse estimation of the inverse covariance matrix using rank correlation measures
Croux, Christophe
;
Öllerer, Viktoria
-
2015
Persistent link: https://www.econbiz.de/10011290636
Saved in:
4
Detecting time variation in the price puzzle : an improved prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485677
Saved in:
5
Robust sparse canonical correlation analysis
Wilms, Ines
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485679
Saved in:
6
Jump robust daily covariance estimation by disentangling variance and correlation components
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989131
Saved in:
7
The Gaussian rank correlation estimator : robustness properties
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989132
Saved in:
8
Robustness versus efficiency for nonparametric correlation measureso
Croux, Christophe
;
Dehon, Catherine
-
2008
Persistent link: https://www.econbiz.de/10003976901
Saved in:
9
Regression-based, regression-free and model-free approaches for robust online scale estimation
Schettlinger, Karen
;
Gelper, Sarah
;
Gather, Ursula
; …
-
2008
Persistent link: https://www.econbiz.de/10003977730
Saved in:
10
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
-
2008
Persistent link: https://www.econbiz.de/10003977900
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->