//--> //--> //-->
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:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Kim, Donggyu"
~subject:"Finanzmarkt"
~subject:"Market microstructure noise"
~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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Finanzmarkt
Market microstructure noise
United States
Börsenkurs
1
Estimation
1
Estimation theory
1
Financial market
1
Forecasting model
1
High-frequency financial data
1
Low-frequency financial data
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Prognoseverfahren
1
Quasi-maximum likelihood estimation
1
Schätztheorie
1
Schätzung
1
Share price
1
Stochastic differential equation
1
Stochastic process
1
Stochastischer Prozess
1
Time series analysis
1
Volatility estimation and prediction
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Daníelsson, Jón
Kim, Donggyu
Franses, Philip Hans
3
Ghysels, Eric
3
Bera, Anil K.
2
Bester, C. Alan
2
Bollerslev, Tim
2
Hansen, Christian Bailey
2
Hautsch, Nikolaus
2
Higgins, Matthew Lawrence
2
Jing, Bingyi
2
Lesage, James P.
2
Lucas, André
2
Maddala, Gangadharrao S.
2
Pfeffermann, Danny
2
Shephard, Neil G.
2
Sørensen, Bent E.
2
Yang, Xiye
2
Akgiray, Vedat
1
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Ang, Andrew
1
Bandi, Federico M.
1
Barnard, Charles H.
1
Bauwens, Luc
1
Bekaert, Geert
1
Bibinger, Markus
1
Blattenberger, Gail
1
Bodnar, Taras
1
Bollinger, Christopher R.
1
Booth, G. Geoffrey
1
Bordley, Robert F.
1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Braun, Steven N.
1
Brownstone, David
1
Brunner, Allan D.
1
Buccheri, Giuseppe
1
Burmeister, Edwin
1
Burnside, Craig
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
6
Discussion paper / Tinbergen Institute
4
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Annales d'économie et de statistique
1
Discussion paper series / LSE Financial Markets Group
1
Econometrics : open access journal
1
Journal of empirical finance
1
KAIST College of Business Working Paper Series No
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
TRACE discussion papers / Tinbergen Institute
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->