//--> //--> //--> //-->
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:"Stambaugh, Robert F."
subject:"Share price"
~person:"Bauwens, Luc"
~person:"Shephard, Neil G."
~subject:"Linear algebra"
~subject:"Monte-Carlo-Simulation"
~type_genre:"Arbeitspapier"
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
Share price
Linear algebra
Monte-Carlo-Simulation
Estimation theory
47
Schätztheorie
47
Theorie
17
Theory
17
Time series analysis
14
Zeitreihenanalyse
14
Correlation
9
Korrelation
9
ARCH model
8
ARCH-Modell
8
Multivariate Analyse
8
Multivariate analysis
8
CAPM
7
Bayes-Statistik
6
Bayesian inference
6
Maximum likelihood estimation
6
Maximum-Likelihood-Schätzung
6
USA
6
United States
6
Stochastic process
5
Stochastischer Prozess
5
Börsenkurs
4
Capital income
4
Estimation
4
Kapitaleinkommen
4
Monte Carlo simulation
4
Schätzung
4
Analysis of variance
3
Hadamard exponential matrix
3
Lineare Algebra
3
Market microstructure
3
Marktmikrostruktur
3
Option pricing theory
3
Optionspreistheorie
3
Regression analysis
3
Regressionsanalyse
3
Statistical theory
3
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Arbeitspapier
Graue Literatur
12
Non-commercial literature
12
Article in journal
11
Aufsatz in Zeitschrift
11
Working Paper
11
Language
All
English
11
Author
All
Stambaugh, Robert F.
Bauwens, Luc
Shephard, Neil G.
Kapetanios, George
12
Pesaran, M. Hashem
11
Schorfheide, Frank
10
Herbst, Edward P.
9
Gao, Jiti
7
Kitagawa, Toru
7
Linton, Oliver
7
Advani, Arun
6
Del Negro, Marco
6
Huber, Martin
6
Koopman, Siem Jan
6
Lechner, Michael
6
Ledoit, Olivier
6
Matlin, Ethan
6
Sarfati, Reca
6
Słoczyński, Tymon
6
Wolf, Michael
6
Bailey, Natalia
5
Hammond, Peter J.
5
Hautsch, Nikolaus
5
Kiviet, J. F.
5
Allen, David E.
4
Cai, Michael
4
Cheng, Tingting
4
Dette, Holger
4
Dufour, Jean-Marie
4
Hong, Han
4
Lunde, Asger
4
Lux, Thomas
4
Magnus, Jan R.
4
Malec, Peter
4
Martin, Gael M.
4
Sibbertsen, Philipp
4
Teräsvirta, Timo
4
Violante, Francesco
4
Arcidiacono, Peter
3
Audrino, Francesco
3
Barndorff-Nielsen, Ole E.
3
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
1
University of Chicago / Center for Research in Security Prices
1
Published in...
All
CORE discussion paper : DP
2
CORE discussion papers : DP
2
Department of Economics discussion paper series / University of Oxford
1
Economics discussion papers
1
Global COE Hi-Stat discussion paper series
1
Mathematical finance
1
Working paper series / Center for Research in Security Prices
1
Working papers
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling realized covariance matrices: a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
Persistent link: https://www.econbiz.de/10012429316
Saved in:
2
Modelling realized covariance matrices : a class of Hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
-
2020
-
Prima edizione
Persistent link: https://www.econbiz.de/10012515717
Saved in:
3
Dynamic conditional correlation models for realized covariance matrices
Bauwens, Luc
;
Storti, Giuseppe
;
Violante, Francesco
-
2012
Persistent link: https://www.econbiz.de/10009722576
Saved in:
4
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2009
Persistent link: https://www.econbiz.de/10003854421
Saved in:
5
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003807445
Saved in:
6
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003818473
Saved in:
7
Likelihood inference for discretely observed non-linear diffusions
Elerian, Ola
;
Chib, Siddhartha
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581671
Saved in:
8
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
9
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001551884
Saved in:
10
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc
-
1998
Persistent link: https://www.econbiz.de/10000994354
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->