//--> //--> //-->
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:"Jenkins, Stephen P."
subject:"Schätzung"
~person:"Bailey, Natalia"
~person:"Hautsch, Nikolaus"
~person:"Huber, Florian"
~source:"econis"
~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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Estimation theory
9
Schätztheorie
9
Estimation
7
Correlation
4
Korrelation
4
Börsenkurs
3
Share price
3
Time series analysis
3
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
Bayes-Statistik
2
Bayesian inference
2
Cross-section analysis
2
Forecasting model
2
Market microstructure
2
Marktmikrostruktur
2
Noise Trading
2
Noise trading
2
Prognoseverfahren
2
Querschnittsanalyse
2
Volatility estimation
2
Analysis of variance
1
Anlageverhalten
1
Behavioural finance
1
Bitcoin
1
CAPM
1
Capital income
1
Cointegration
1
Contrarian trading
1
Cross-sectional independence
1
Exchange rate
1
Exchange rate modeling
1
Exchange rate theory
1
Gauß-Seidel
1
Hierarchical priors
1
High frequency data
1
High-dimensional Lagrange-Multiplier test
1
Impact assessment
1
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Arbeitspapier
19
Graue Literatur
19
Non-commercial literature
19
Working Paper
19
Article in journal
7
Language
All
English
7
Author
All
Jenkins, Stephen P.
Bailey, Natalia
Hautsch, Nikolaus
Huber, Florian
Kumbhakar, Subal
14
Gao, Jiti
12
Su, Liangjun
12
Tauchen, George Eugene
12
Linton, Oliver
10
Todorov, Viktor
10
Kumar, Dilip
9
Li, Jia
9
Baltagi, Badi H.
8
Hsiao, Cheng
8
Hsu, Yu-Chin
8
Lee, Lung-fei
8
Li, Qi
8
Phillips, Peter C. B.
8
Ramírez, Miguel D.
8
Francq, Christian
7
Jochmans, Koen
7
Kapetanios, George
7
Kim, Donggyu
7
Tsionas, Efthymios G.
7
Cai, Zongwu
6
Egger, Peter
6
Koop, Gary
6
Lesage, James P.
6
Lu, Xun
6
Park, Joon Y.
6
Parmeter, Christopher F.
6
Pesaran, M. Hashem
6
Racine, Jeffrey
6
Wang, Yazhen
6
Westerlund, Joakim
6
White, Halbert
6
Yu, Jihai
6
Zakoïan, Jean-Michel
6
Baillie, Richard
5
Bollerslev, Tim
5
Caporale, Guglielmo Maria
5
Cheung, Yin-Wong
5
Escanciano, Juan Carlos
5
Gouriéroux, Christian
5
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of applied econometrics
2
International journal of forecasting
1
Journal of financial econometrics
1
Source
All
ECONIS (ZBW)
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
Saved in:
2
Inducing sparsity and shrinkage in time-varying parameter models
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 669-683
Persistent link: https://www.econbiz.de/10012588006
Saved in:
3
Estimating the spot covariation of asset prices : statistical theory and empirical evidence
Bibinger, Markus
;
Hautsch, Nikolaus
;
Malec, Peter
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10012178185
Saved in:
4
Threshold cointegration in international exchange rates : a Bayesian approach
Huber, Florian
;
Zörner, Thomas
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 458-473
Persistent link: https://www.econbiz.de/10012300684
Saved in:
5
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
Saved in:
6
Preaveraging-based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 165-183
Persistent link: https://www.econbiz.de/10009754008
Saved in:
7
A blocking and regularization approach to high-dimensional realized covariance estimation
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Oomen, Roel C. A.
- In:
Journal of applied econometrics
27
(
2012
)
4
,
pp. 625-645
Persistent link: https://www.econbiz.de/10009618510
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->