//--> //--> //-->
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:"Forecasting model"
subject:"Stock market"
~isPartOf:"Journal of econometrics"
~isPartOf:"Research in international business and finance"
~person:"Aït-Sahalia, Yacine"
~subject:"Behavioural finance"
~subject:"Idiosyncratic risk"
~subject:"Kapitaleinkommen"
~subject:"Maximum likelihood estimation"
~type_genre:"Article in journal"
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
Forecasting model
Stock market
Behavioural finance
Idiosyncratic risk
Kapitaleinkommen
Maximum likelihood estimation
Estimation
5
Schätzung
5
Theorie
4
Theory
4
Volatility
4
Volatilität
4
CAPM
2
Capital income
2
Factor analysis
2
Faktorenanalyse
2
Swap
2
Beta risk
1
Betafaktor
1
Big data
1
Equity risk premium
1
Estimation theory
1
Factor model
1
Fama-French factors
1
HJM approach
1
High-dimensional data
1
High-frequency data
1
Japan
1
Latent factor model
1
Likelihood approximation
1
Maximum-Likelihood-Schätzung
1
Option pricing theory
1
Optionspreistheorie
1
Portfolio optimization
1
Portfolio selection
1
Portfolio-Management
1
Principal components
1
Prognoseverfahren
1
Regression analysis
1
Regressionsanalyse
1
Risikoprämie
1
Risk premium
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Aït-Sahalia, Yacine
Todorov, Viktor
8
Bollerslev, Tim
6
Gupta, Rangan
6
Kim, Donggyu
4
Xiu, Dacheng
4
Abedin, Mohammad Zoynul
3
Andersen, Torben
3
Fan, Jianqing
3
Gil-Alaña, Luis A.
3
Li, Kunpeng
3
Patton, Andrew J.
3
Tauchen, George Eugene
3
Umar, Zaghum
3
Abakah, Emmanuel Joel Aikins
2
Andreou, Elena
2
Balcilar, Mehmet
2
Bouteska, Ahmed
2
Chiang, Thomas C.
2
Choi, Yongok
2
Francq, Christian
2
Fulop, Andras
2
Ghysels, Eric
2
Hong, Yongmiao
2
Ji, Qiang
2
Lau, Chi Keung
2
Lee, Tae-hwy
2
Li, Jia
2
Li, Yingying
2
McMillan, David G.
2
Meddahi, Nour
2
Paolella, Marc S.
2
Papadamou, Stephanos
2
Park, Joon Y.
2
Pelger, Markus
2
Phillips, Peter C. B.
2
Polak, Pawel
2
Quaedvlieg, Rogier
2
Shephard, Neil G.
2
Sidiropoulos, Moïse
2
more ...
less ...
Published in...
All
Journal of econometrics
Research in international business and finance
Journal of financial economics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Market-based estimation of stochastic volatility models
Aït-Sahalia, Yacine
;
Amengual, Dante
;
Manresa, Elena
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 418-435
Persistent link: https://www.econbiz.de/10011499700
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->