//--> //--> //--> //-->
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:"Panel"
subject:"Stochastic process"
~isPartOf:"Journal of econometrics"
~person:"Sul, Donggyu"
~person:"Todorov, Viktor"
~person:"Zhou, Qiankun"
~subject:"Börsenkurs"
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
Panel
Stochastic process
Börsenkurs
Estimation theory
16
Schätztheorie
16
Estimation
10
Schätzung
10
Volatility
10
Volatilität
10
Stochastischer Prozess
7
Time series analysis
7
Zeitreihenanalyse
7
Panel study
6
Share price
6
High-frequency data
5
Stochastic volatility
5
Capital income
4
Kapitaleinkommen
4
Regression analysis
4
Regressionsanalyse
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Option pricing theory
3
Options
3
Optionspreistheorie
3
Adaptive estimation
2
Beta
2
Beta risk
2
Betafaktor
2
Bias
2
Induktive Statistik
2
Jumps
2
Laplace transform
2
Martingal
2
Martingale
2
Option trading
2
Optionsgeschäft
2
Semimartingale
2
Semiparametric efficiency
2
Specification test
2
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Sul, Donggyu
Todorov, Viktor
Zhou, Qiankun
Su, Liangjun
10
Baltagi, Badi H.
7
Bai, Jushan
6
Li, Kunpeng
6
Tauchen, George Eugene
6
Francq, Christian
5
Gao, Jiti
5
Hsiao, Cheng
5
Lee, Lung-fei
5
Li, Jia
5
Peng, Bin
5
Phillips, Peter C. B.
5
Zakoïan, Jean-Michel
5
Kim, Donggyu
4
Robinson, Peter M.
4
Sarafidis, Vasilis
4
Westerlund, Joakim
4
Yu, Jihai
4
Andersen, Torben
3
Feng, Guohua
3
Fernández-Val, Iván
3
Jin, Sainan
3
Kao, Chihwa
3
Li, Guodong
3
Linton, Oliver
3
Park, Joon Y.
3
Pesaran, M. Hashem
3
Sun, Yiguo
3
Trapani, Lorenzo
3
Wang, Yazhen
3
Weidner, Martin
3
Yang, Zhenlin
3
Ai, Chunrong
2
Akashi, Kentaro
2
Ando, Tomohiro
2
Belotti, Federico
2
Cai, Zongwu
2
Callaway, Brantly
2
more ...
less ...
Published in...
All
Journal of econometrics
Department of Economics working paper series
7
Cowles Foundation discussion paper
3
ERID working paper
3
Econometric reviews
3
CESifo working papers
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Economics letters
2
USC-INET Research Paper
2
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
2
CESifo Working Paper Series
1
Cowles Foundation Discussion Paper
1
Econometrics : open access journal
1
Essays in honor of Cheng Hsiao
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Essays in honor of Peter C. B. Phillips
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Oxford bulletin of economics and statistics
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
3
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
4
Identification and estimation in panel models with overspecified number of groups
Liu, Ruiqi
;
Shang, Zuofeng
;
Zhang, Yonghui
;
Zhou, Qiankun
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 574-590
Persistent link: https://www.econbiz.de/10012439568
Saved in:
5
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
Saved in:
6
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
7
Many IVs estimation of dynamic panel regression models with measurement error
Lee, Nayoung
;
Moon, Hyungsik Roger
;
Zhou, Qiankun
- In:
Journal of econometrics
200
(
2017
)
2
,
pp. 251-259
Persistent link: https://www.econbiz.de/10011917232
Saved in:
8
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
9
Inference theory for volatility functional dependencies
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
193
(
2016
)
1
,
pp. 17-34
Persistent link: https://www.econbiz.de/10011704756
Saved in:
10
Statistical inference for panel dynamic simultaneous equations models
Hsiao, Cheng
;
Zhou, Qiankun
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 383-396
Persistent link: https://www.econbiz.de/10011504565
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->