//--> //--> //--> //-->
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
source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Pelger, Markus"
~person:"Tauchen, George Eugene"
~person:"Xiu, Dacheng"
~person:"Zhu, Huiming"
~subject:"ARCH-Modell"
~subject:"Fama-French factors"
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"
Narrow search
Delete all filters
| 10 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
ARCH-Modell
Fama-French factors
Estimation
22
Schätzung
22
Volatility
16
Volatilität
16
Capital income
11
Börsenkurs
10
Share price
10
Estimation theory
9
Schätztheorie
9
Time series analysis
8
Zeitreihenanalyse
8
High-frequency data
7
Stochastic process
6
Stochastischer Prozess
6
Stochastic volatility
5
Theorie
5
Theory
5
CAPM
4
China
4
Crude oil
4
Erdöl
4
Oil price
4
Petroleum
4
Regression analysis
4
Regressionsanalyse
4
Ölpreis
4
Beta risk
3
Betafaktor
3
Economic policy uncertainty
3
Factor analysis
3
Faktorenanalyse
3
High-dimensional data
3
Martingal
3
Martingale
3
Portfolio selection
3
Portfolio-Management
3
Quantile-on-quantile regression
3
Semimartingale
3
Welt
3
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Pelger, Markus
Tauchen, George Eugene
Xiu, Dacheng
Zhu, Huiming
Todorov, Viktor
8
Gupta, Rangan
7
Bollerslev, Tim
5
Zakoïan, Jean-Michel
5
Francq, Christian
4
Andersen, Torben
3
Dai, Zhifeng
3
Hau, Liya
3
Kim, Donggyu
3
McAleer, Michael
3
Paolella, Marc S.
3
Rombouts, Jeroen V. K.
3
Yang, Chunpeng
3
Zhou, Liyun
3
Andreou, Elena
2
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Cho, Hoon
2
Fan, Jianqing
2
Hamori, Shigeyuki
2
Ji, Qiang
2
Jung, Hojin
2
Kang, Sang Hoon
2
Kim, Dong H.
2
Kim, Jong-Min
2
Kong, Xin-Bing
2
Li, Jia
2
Li, Yingying
2
Liu, Fang
2
Meddahi, Nour
2
Mensi, Walid
2
Mo, Guoli
2
Nonejad, Nima
2
Patton, Andrew J.
2
more ...
less ...
Published in...
All
Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
2
ERID working paper
2
Energy economics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
CEA_372Cass working paper series
1
Computation and estimation in finance and economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Finance and economics discussion series
1
Finance research letters
1
Journal of financial economics
1
Macroeconomic dynamics
1
Quantitative economics : QE ; journal of the Econometric Society
1
Swiss Finance Institute Research Paper
1
The North American journal of economics and finance : a journal of theory and practice
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis
Chen, Qitong
;
Zhu, Huiming
;
Yu, Dongwei
;
Hau, Liya
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013413415
Saved in:
2
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives
Zhu, Huiming
;
Chen, Yiwen
;
Ren, Ying-hua
;
Xing, Zhanming
; …
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-46
Persistent link: https://www.econbiz.de/10013449362
Saved in:
3
Does transaction activity predict Bitcoin returns? : evidence from quantile-on-quantile analysis
Hau, Liya
;
Zhu, Huiming
;
Shahbaz, Muhammad
;
Sun, Wuqin
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012667385
Saved in:
4
Estimating latent asset-pricing factors
Lettau, Martin
;
Pelger, Markus
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012482858
Saved in:
5
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
6
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
Saved in:
7
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
8
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
9
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
10
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->