//--> //--> //-->
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:"Janeway Institute working paper series"
~person:"Croux, Christophe"
~person:"Gao, Jiti"
~person:"Hsu, Yu-Chin"
~person:"Li, Yingying"
~person:"Linton, Oliver"
~person:"Nolte, Ingmar"
~person:"Phillips, Peter C. B."
~subject:"Autokorrelation"
~subject:"Forecasting model"
~subject:"Market microstructure noise"
~subject:"Ranking method"
~subject:"Schätzung"
~subject:"Statistical distribution"
~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
| 18 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Autokorrelation
Forecasting model
Market microstructure noise
Ranking method
Schätzung
Statistical distribution
Statistical test
United States
Estimation theory
3
Schätztheorie
3
Estimation
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Time series analysis
2
Zeitreihenanalyse
2
Brownian semi-martingale
1
Business network
1
Börsenkurs
1
CCE estimator
1
CLIME
1
Causality analysis
1
Correlation
1
Factor analysis
1
Faktorenanalyse
1
Financial market
1
Finanzmarkt
1
Granger causality
1
Kausalanalyse
1
Kernel smoothing
1
Korrelation
1
LASSO
1
Market microstructure
1
Marktmikrostruktur
1
Microstructure noise
1
Panel
1
Panel study
1
Regression analysis
1
Regressionsanalyse
1
Share price
1
Sparsity
1
Spot volatility matrix
1
Stochastic process
1
Stochastischer Prozess
1
Uniform consistency
1
Unternehmensnetzwerk
1
VAR
1
VAR model
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Graue Literatur
3
Non-commercial literature
3
Language
All
English
3
Author
All
Daníelsson, Jón
Croux, Christophe
Gao, Jiti
Hsu, Yu-Chin
Li, Yingying
Linton, Oliver
Nolte, Ingmar
Phillips, Peter C. B.
Li, Degui
2
Bu, Ruijun
1
Chen, Jia
1
Li, Yuning
1
Vogt, Michael
1
Walsh, Christopher
1
Wang, Hanchao
1
more ...
less ...
Published in...
All
Janeway Institute working paper series
Cowles Foundation discussion paper
34
Journal of econometrics
33
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Cowles Foundation Discussion Paper
16
Cambridge working papers in economics
13
CEMMAP working papers / Centre for Microdata Methods and Practice
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
KBI
11
IEAS working paper
8
Econometric theory
7
Cambridge-INET working papers
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Discussion paper / Tinbergen Institute
4
The econometrics journal
4
Econometric reviews
3
Econometrics papers
3
Working paper
3
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
3
Boston College working papers in economics
2
Journal of banking & finance
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Quantitative economics : QE ; journal of the Econometric Society
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
CORE discussion papers : DP
1
CREATES research paper
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / LSE Financial Markets Group
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper series / IZA
1
Discussion paper series / LSE Financial Markets Group
1
Econometrics : open access journal
1
Economics letters
1
Essays in honor of Joon Y. Park : econometric theory
1
Insurance / Mathematics & economics
1
International journal of forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
CCE estimation of high-dimensional panel data models with interactive fixed effects
Vogt, Michael
;
Walsh, Christopher
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013485021
Saved in:
3
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->