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person:"Jenkins, Stephen P."
subject:"Schätzung"
~accessRights:"restricted"
~person:"Kim, Donggyu"
~person:"Sentana, Enrique"
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Search: subject_exact:"Estimation theory"
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Schätzung
Estimation theory
21
Schätztheorie
21
Estimation
11
Volatility
10
Volatilität
10
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Time series analysis
7
Zeitreihenanalyse
7
Forecasting model
6
Prognoseverfahren
6
Stochastic process
6
Stochastischer Prozess
6
Börsenkurs
5
Share price
5
Statistical test
5
Statistischer Test
5
ARCH model
3
ARCH-Modell
3
CAPM
3
Financial market
3
Finanzmarkt
3
Gaussian process
3
Gauß-Prozess
3
Method of moments
3
Misspecification
3
Modellierung
3
Momentenmethode
3
Multivariate Verteilung
3
Multivariate distribution
3
Scientific modelling
3
Sparsity
3
Stochastic differential equation
3
Analysis
2
Capital income
2
Consistency
2
Copula
2
Correlation
2
Discounting
2
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11
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Article
9
Book / Working Paper
2
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Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
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2
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1
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English
11
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Jenkins, Stephen P.
Kim, Donggyu
Sentana, Enrique
Gao, Jiti
10
Kumbhakar, Subal
10
Li, Jia
9
Marcellino, Massimiliano
8
Todorov, Viktor
8
Linton, Oliver
7
Su, Liangjun
7
Tauchen, George Eugene
7
Baltagi, Badi H.
6
Kapetanios, George
6
Kumar, Dilip
6
Lee, Lung-fei
6
Tsionas, Efthymios G.
6
Wang, Taining
6
Westerlund, Joakim
6
Francq, Christian
5
Park, Joon Y.
5
Parmeter, Christopher F.
5
Sun, Yiguo
5
Winkelmann, Rainer
5
Yao, Feng
5
Zhou, Qiankun
5
Cai, Zongwu
4
Egger, Peter
4
Escanciano, Juan Carlos
4
Gouriéroux, Christian
4
Hsiao, Cheng
4
Hsu, Yu-Chin
4
Iaria, Alessandro
4
Jochmans, Koen
4
Lesage, James P.
4
Liu, Zhi
4
Phillips, Peter C. B.
4
Schorfheide, Frank
4
Wang, Yazhen
4
Wu, Xinyu
4
Zakoïan, Jean-Michel
4
Ai, Chunrong
3
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Journal of econometrics
5
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / CEPR
1
Economics letters
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
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ECONIS (ZBW)
11
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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:
2
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 338-351
Persistent link: https://www.econbiz.de/10013546675
Saved in:
3
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
Saved in:
4
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
5
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
6
Zero-diagonality as a linear structure
Magnus, Jan R.
;
Sentana, Enrique
- In:
Economics letters
196
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012510901
Saved in:
7
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
8
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
9
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
Saved in:
10
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
1
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