//--> //--> //-->
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"
~person:"Bibinger, Markus"
~person:"Demetrescu, Matei"
~person:"Duong, Diep"
~subject:"Capital income"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Capital income
Estimation
4
Schätzung
4
Market microstructure
3
Marktmikrostruktur
3
Time series analysis
3
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
Börsenkurs
2
Estimation theory
2
Forecasting model
2
Prognoseverfahren
2
Schätztheorie
2
Share price
2
ARCH model
1
ARCH-Modell
1
Co-jumps
1
Conditional and unconditional heteroskedasticity
1
Covolatility estimation
1
Downside risk
1
Econometrics
1
Electronic trading
1
Elektronisches Handelssystem
1
Endogeneity
1
High-frequency data
1
Jump power variations
1
Jump test
1
Market-wide jumps
1
Microstructure noise
1
News impact
1
Noise Trading
1
Noise trading
1
Non-synchronous observations
1
Persistence
1
Predictive regression
1
Price jump
1
Realized volatility
1
Regression analysis
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Bibinger, Markus
Demetrescu, Matei
Duong, Diep
Todorov, Viktor
8
Bollerslev, Tim
5
Andersen, Torben
3
Tauchen, George Eugene
3
Xiu, Dacheng
3
Aït-Sahalia, Yacine
2
Li, Jia
2
Li, Yingying
2
Meddahi, Nour
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Polak, Pawel
2
Andreou, Elena
1
Asai, Manabu
1
Bakalli, Gaetan
1
Bandi, Federico M.
1
Bekaert, Geert
1
Bonomo, Marco Antonio
1
Bouezmarni, Taoufik
1
Breidt, F. Jay
1
Caginalp, Gunduz
1
Cederburg, Scott
1
Chan, Thomas W. C.
1
Chen, Rui
1
Choi, Yongok
1
Chu, Amanda M. Y.
1
Crato, Nuno
1
DeLima, Pedro J. F.
1
DeSantis, Mark
1
Dhaene, Geert
1
El Ghouch, Anouar
1
Ergemen, Yunus Emre
1
Fan, Jianqing
1
Francq, Christian
1
Fulop, Andras
1
Garcia, René
1
more ...
less ...
Published in...
All
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
SFB 649 discussion paper
1
Working papers / Rutgers University, Department of Economics
1
Source
All
ECONIS (ZBW)
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
2
Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus
;
Neely, Christopher J.
;
Winkelmann, Lars
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 158-184
Persistent link: https://www.econbiz.de/10012302583
Saved in:
3
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->