//--> //--> //--> //-->
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
subject:"Estimation"
subject:"Volatilität"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~person:"Koopman, Siem Jan"
~person:"Zhang, Lan"
~subject:"Censored likelihood"
~subject:"Factor analysis"
~subject:"Time series analysis"
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
| 9 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Volatilität
Censored likelihood
Factor analysis
Time series analysis
Estimation theory
14
Schätztheorie
14
Zeitreihenanalyse
7
Consistency
6
Volatility
6
Börsenkurs
3
Capital income
3
Discrete observation
3
Forecasting model
3
Kapitaleinkommen
3
Leverage effect
3
Market microstructure
3
Marktmikrostruktur
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Microstructure
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Prognoseverfahren
3
Robust estimation
3
Share price
3
Asymptotic normality
2
Asynchronous times
2
Correlation
2
Efficiency
2
Equivalent martingale measure
2
Importance sampling
2
Invertibility
2
Irregular times
2
Kalman filter
2
Korrelation
2
Observation-driven models
2
Pre-averaging
2
Realized volatility
2
Robust statistics
2
Robustes Verfahren
2
Stable convergence
2
State space model
2
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Koopman, Siem Jan
Zhang, Lan
Phillips, Peter C. B.
15
Linton, Oliver
12
Taylor, Robert
10
Todorov, Viktor
10
Gao, Jiti
9
Tauchen, George Eugene
8
Andersen, Torben
7
Baltagi, Badi H.
7
Francq, Christian
7
Leybourne, Stephen James
7
Li, Jia
7
Li, Qi
7
Teräsvirta, Timo
7
Zhu, Ke
7
Cai, Zongwu
6
Chen, Xiaohong
6
Li, Degui
6
Li, Kunpeng
6
Li, Yingying
6
Su, Liangjun
6
Sun, Yiguo
6
Zakoïan, Jean-Michel
6
Aït-Sahalia, Yacine
5
Davis, Richard A.
5
Dong, Chaohua
5
Hsiao, Cheng
5
Kim, Donggyu
5
Li, Dong
5
Liang, Zhongwen
5
Maasoumi, Esfandiar
5
Mykland, Per A.
5
Ng, Serena
5
Park, Joon Y.
5
Robinson, Peter M.
5
Xiao, Zhijie
5
Bai, Jushan
4
Baillie, Richard
4
Blasques, Francisco
4
more ...
less ...
Published in...
All
Econometric reviews
Journal of econometrics
Discussion paper / Tinbergen Institute
29
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Advances in econometrics
2
Discussion paper / Center for Economic Research, Tilburg University
2
Suntory Toyota International Centre for Economics and Related Disciplines
2
A history of market performance : from ancient Babylonia to the modern world
1
Discussion paper series / LSE Financial Markets Group
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Handbook of financial time series
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
NBER Working Paper
1
NBER technical working paper series
1
NBP working paper
1
Research memorandum series / Tinbergen Instituut
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Technical working paper / National Bureau of Economic Research
1
Tinbergen Discussion Paper
1
Tinbergen Institute Discussion Paper 09-110/4
1
Tinbergen Institute Discussion Paper 11-090/4
1
Tinbergen Institute Discussion Paper 14-046/III
1
Tinbergen Institute Discussion Paper 20-004/III
1
Tinbergen Institute Discussion Paper 2018-013/III
1
Tinbergen Institute Discussion Paper 2018-027/III
1
Tinbergen Institute Discussion Paper 2021-098/III
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
2
Maximum likelihood estimation for score-driven models
Blasques, Francisco
;
Brummelen, Janneke van
;
Koopman, …
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
Saved in:
3
Missing observations in observation-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 542-568
Persistent link: https://www.econbiz.de/10012619249
Saved in:
4
The observed asymptotic variance : hard edges, and a regression approach
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 411-428
Persistent link: https://www.econbiz.de/10012619653
Saved in:
5
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
6
Nonlinear autoregressive models with optimality properties
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 559-578
Persistent link: https://www.econbiz.de/10012195421
Saved in:
7
The algebra of two scales estimation, and the S-TSRV: High frequency estimation that is robust to sampling times
Mykland, Per A.
;
Zhang, Lan
;
Chen, Dachuan
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012139798
Saved in:
8
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
9
Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data
Blasques, Francisco
;
Koopman, Siem Jan
;
Mallee, Max I. P.
; …
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 405-417
Persistent link: https://www.econbiz.de/10011704989
Saved in:
10
Between data cleaning and inference : pre-averaging and robust estimators of the efficient price
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 242-262
Persistent link: https://www.econbiz.de/10011705124
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->