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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Journal of econometrics"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~person:"Li, Jia"
~person:"Zhu, Ke"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
USA
Time series analysis
Estimation theory
15
Schätztheorie
15
Zeitreihenanalyse
11
Volatility
8
Volatilität
8
Börsenkurs
5
Estimation
5
Schätzung
5
Share price
5
Stochastic process
5
Stochastischer Prozess
5
ARCH model
4
ARCH-Modell
4
High-frequency data
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Portmanteau test
3
Specification test
3
Statistical test
3
Statistischer Test
3
Stochastic volatility
3
Adaptive estimation
2
Beta
2
Beta risk
2
Betafaktor
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Capital income
2
Induktive Statistik
2
Kapitaleinkommen
2
Martingal
2
Martingale
2
Regression analysis
2
Regressionsanalyse
2
Semimartingale
2
Semiparametric efficiency
2
Statistical distribution
2
Statistical inference
2
Statistische Verteilung
2
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English
11
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Li, Jia
Zhu, Ke
Phillips, Peter C. B.
12
Taylor, Robert
12
Leybourne, Stephen James
8
Linton, Oliver
8
Elliott, Graham
6
Stock, James H.
6
Todorov, Viktor
6
Andersen, Torben
5
Chen, Xiaohong
5
Davis, Richard A.
5
Francq, Christian
5
Harvey, David I.
5
Kim, Donggyu
5
Koopman, Siem Jan
5
Lee, Ji Hyung
5
Li, Qi
5
Li, Yingying
5
Nelson, Daniel B.
5
Robinson, Peter M.
5
Tauchen, George Eugene
5
Xiao, Zhijie
5
Abadie, Alberto
4
Angrist, Joshua D.
4
Baltagi, Badi H.
4
Bollerslev, Tim
4
Cai, Zongwu
4
Chambers, Marcus J.
4
Demetrescu, Matei
4
Georgiev, Iliyan
4
McCracken, Michael W.
4
Müller, Ulrich K.
4
Ng, Serena
4
Pesaran, M. Hashem
4
Shephard, Neil G.
4
Sun, Yixiao
4
Tu, Yundong
4
Watson, Mark W.
4
Zakoïan, Jean-Michel
4
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Journal of econometrics
Technical working paper / National Bureau of Economic Research
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Cowles Foundation discussion paper
1
ERID working paper
1
Econometric reviews
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Journal of risk and financial management : JRFM
1
The North American journal of economics and finance : a journal of financial economics studies
1
Working paper
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ECONIS (ZBW)
11
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1
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
Saved in:
2
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:
3
Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
Saved in:
4
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:
5
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 306-329
Persistent link: https://www.econbiz.de/10013275393
Saved in:
6
Uniform nonparametric inference for time series
Li, Jia
;
Liao, Zhipeng
- In:
Journal of econometrics
219
(
2020
)
1
,
pp. 38-51
Persistent link: https://www.econbiz.de/10012483186
Saved in:
7
Model checks for nonlinear cointegrating regression
Wang, Qiying
;
Wu, Dongsheng
;
Zhu, Ke
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10012116349
Saved in:
8
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:
9
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:
10
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:
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