//--> //--> //-->
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:"Prognoseverfahren"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~person:"Fan, Jianqing"
~subject:"Aktienmarkt"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Aktienmarkt
Estimation
3
Forecasting model
3
Schätzung
3
Time series analysis
3
Zeitreihenanalyse
3
Estimation theory
2
Factor analysis
2
Factor model
2
Faktorenanalyse
2
POET
2
Schätztheorie
2
Sparsity
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Anleihe
1
Bond
1
Börsenkurs
1
Capital income
1
Diffusion process
1
Financial market
1
Finanzmarkt
1
Forecast
1
Forecasts
1
GARCH
1
Heavy tails
1
High-frequency data
1
Identification
1
Kapitaleinkommen
1
Linear algebra
1
Lineare Algebra
1
Low-rank
1
Low-rank matrix
1
Matrix completion
1
Principal components
1
Prognose
1
Quasi-maximum likelihood estimator
1
Risikomaß
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Fan, Jianqing
Bollerslev, Tim
5
Todorov, Viktor
5
Valkanov, Rossen I.
4
Andersen, Torben
3
Bali, Turan G.
3
Balli, Faruk
3
Bandi, Federico M.
3
Brooks, Robert
3
Ghysels, Eric
3
Gupta, Rangan
3
Kim, Donggyu
3
Moskowitz, Tobias J.
3
Scaillet, Olivier
3
Tamoni, Andrea
3
Timmermann, Allan
3
Wohar, Mark E.
3
Zhou, Guofu
3
Andreou, Elena
2
Asai, Manabu
2
Balcilar, Mehmet
2
Balli, Hatice Ozer
2
Baltussen, Guido
2
Bekaert, Geert
2
Bissoondoyal-Bheenick, Emawtee
2
Brown, Stephen J.
2
Chen, Shyh-Wei
2
Da, Zhi
2
Do, Hung Xuan
2
Hong, Yongmiao
2
Huang, Alex
2
Huang, Dashan
2
Huang, Dengshi
2
Huang, Shiyang
2
Kaniel, Ron
2
Kelly, Bryan T.
2
Lee, Doowon
2
Lee, Hyunchul
2
Lee, Tae-hwy
2
Lin, Tse-Chun
2
more ...
less ...
Published in...
All
International review of economics & finance : IREF
Journal of econometrics
Journal of financial economics
KAIST College of Business Working Paper Series No
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
2
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
3
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->