//--> //--> //--> //-->
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:"Großbritannien"
subject:"Wechselkurs"
~person:"Bollerslev, Tim"
~person:"Brandt, Michael W."
~person:"Franses, Philip Hans"
~person:"Jenkins, Stephen P."
~subject:"Capital income"
~subject:"Nonparametric statistics"
~type:"article"
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
Großbritannien
Wechselkurs
Capital income
Nonparametric statistics
Estimation theory
40
Schätztheorie
40
Theorie
24
Theory
24
Time series analysis
15
Zeitreihenanalyse
15
Estimation
8
Schätzung
8
Volatility
8
Volatilität
8
Exchange rate
6
USA
6
United States
6
Kapitaleinkommen
5
Saisonale Schwankungen
5
Seasonal variations
5
Forecasting model
4
Prognoseverfahren
4
Deutschland
3
Germany
3
High-frequency data
3
Nichtparametrisches Verfahren
3
United Kingdom
3
ARCH model
2
ARCH-Modell
2
Autocorrelation
2
Autokorrelation
2
Börsenkurs
2
CAPM
2
Commodity exchange
2
Devisenmarkt
2
Finland
2
Finnland
2
Foreign exchange market
2
Market microstructure
2
Marktmikrostruktur
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
Book / Working Paper
28
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Aufsatz im Buch
1
Book section
1
Language
All
English
15
Author
All
Bollerslev, Tim
Brandt, Michael W.
Franses, Philip Hans
Jenkins, Stephen P.
Li, Qi
34
Linton, Oliver
32
Su, Liangjun
24
Florens, Jean-Pierre
21
Racine, Jeffrey
21
Ullah, Aman
20
Chen, Xiaohong
19
Kumbhakar, Subal
19
Cai, Zongwu
18
Parmeter, Christopher F.
18
Sun, Yiguo
18
Chen, Songnian
17
Gao, Jiti
16
Simar, Léopold
16
Tsionas, Efthymios G.
15
Escanciano, Juan Carlos
13
Henderson, Daniel J.
13
Horowitz, Joel
13
Lewbel, Arthur
13
Li, Degui
13
Phillips, Peter C. B.
13
Hoderlein, Stefan
12
Kumar, Dilip
11
Mammen, Enno
11
Maheswaran, S.
10
Newey, Whitney K.
10
Otsu, Taisuke
10
Robinson, Peter M.
10
White, Halbert
10
Yao, Feng
10
Ai, Chunrong
9
Breunig, Christoph
9
Ichimura, Hidehiko
9
Kapetanios, George
9
Kristensen, Dennis
9
Martins-Filho, Carlos
9
Van Keilegom, Ingrid
9
Xiao, Zhijie
9
Carroll, Raymond J.
8
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
2
The journal of finance : the journal of the American Finance Association
2
Econometric analysis of financial and economic time series ; part a
1
Econometric reviews
1
Journal of applied econometrics
1
Journal of financial economics
1
The journal of business : B
1
The journal of futures markets
1
The review of economic studies
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
2
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
3
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
4
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of business : B
79
(
2006
)
1
,
pp. 61-74
Persistent link: https://www.econbiz.de/10003301931
Saved in:
5
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
;
Dijk, Dick van
;
Franses, Philip Hans
-
2006
Persistent link: https://www.econbiz.de/10003331369
Saved in:
6
Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans
;
Leij, Marco van der
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
Saved in:
7
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
8
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
9
High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
Saved in:
10
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->