//--> //--> //-->
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:"Indien"
subject:"Sparen"
~language:"eng"
~person:"Audrino, Francesco"
~subject:"Maximum likelihood estimation"
~subject:"Statistical inference"
~subject:"USA"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Indien
Sparen
Maximum likelihood estimation
Statistical inference
USA
Estimation theory
24
Schätztheorie
24
ARCH model
12
ARCH-Modell
12
Time series analysis
10
Zeitreihenanalyse
10
Forecasting model
9
Prognoseverfahren
9
United States
9
Estimation
7
Schätzung
7
Dynamic programming
5
Dynamische Optimierung
5
Multivariate Analyse
5
Multivariate analysis
5
Bond market
4
Correlation
4
Korrelation
4
Market microstructure
4
Marktmikrostruktur
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Rentenmarkt
4
US dollar
4
US-Dollar
4
Yield curve
4
Zinsstruktur
4
Aktienmarkt
3
Stock market
3
1990-2003
2
1996-2003
2
Bias
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Method of moments
2
Momentenmethode
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Option trading
2
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
8
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
Author
All
Audrino, Francesco
Andrews, Donald W. K.
41
Pesaran, M. Hashem
40
Chernozhukov, Victor
38
Phillips, Peter C. B.
27
Koopman, Siem Jan
21
Lee, Lung-fei
20
Shi, Xiaoxia
19
Nielsen, Morten Ørregaard
18
Bugni, Federico A.
16
Kilian, Lutz
16
Gao, Jiti
15
Hansen, Christian Bailey
15
Otsu, Taisuke
15
Dufour, Jean-Marie
14
MacKinnon, James G.
14
Minford, Patrick
14
Blasques, Francisco
13
Cheng, Xu
13
Kamaiah, Bandi
13
Sentana, Enrique
13
Diebold, Francis X.
12
Fiorentini, Gabriele
12
Inoue, Atsushi
12
Xu, Yongdeng
12
Zakoïan, Jean-Michel
12
Bailey, Natalia
11
Canay, Ivan A.
11
Davidson, Russell
11
Francq, Christian
11
Hsiao, Cheng
11
Jansson, Michael
11
Khalaf, Lynda
11
Meenagh, David
11
Simar, Léopold
11
Stock, James H.
11
Wooldridge, Jeffrey M.
11
Bai, Jushan
10
Belloni, Alexandre
10
Bera, Anil K.
10
more ...
less ...
Published in...
All
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
5
Working papers on finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2008
Persistent link: https://www.econbiz.de/10003903349
Saved in:
2
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
-
2008
Persistent link: https://www.econbiz.de/10003903350
Saved in:
3
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
-
2008
Persistent link: https://www.econbiz.de/10003676667
Saved in:
4
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674257
Saved in:
5
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
-
2007
Persistent link: https://www.econbiz.de/10003514617
Saved in:
6
Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
-
2007
Persistent link: https://www.econbiz.de/10003597924
Saved in:
7
Realized correlation tick-by-tick
Corsi, Fulvio
;
Audrino, Francesco
-
2007
Persistent link: https://www.econbiz.de/10003419771
Saved in:
8
Oracle properties and finite sample inference of the adaptive lasso for time series regression models
Audrino, Francesco
;
Camponovo, Lorenzo
-
2013
Persistent link: https://www.econbiz.de/10010245672
Saved in:
9
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
Saved in:
10
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->