//--> //--> //--> //-->
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:"Share price"
subject:"Stock index"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Andersen, Torben"
~person:"Bibinger, Markus"
~person:"Bollerslev, Tim"
~person:"Bresson, Georges"
~person:"Chan, Joshua"
~person:"Galvão Júnior, Antônio Fialho"
~person:"Lütkepohl, Helmut"
~person:"Todorov, Viktor"
~subject:"Bayesian Factor-Augmented Model"
~subject:"Kapitaleinkommen"
~subject:"Market microstructure"
~subject:"Noise trading"
~subject:"Stochastic process"
~subject:"Theory"
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
| 21 applied filters
Year of publication
From:
To:
Subject
All
Share price
Stock index
Bayesian Factor-Augmented Model
Kapitaleinkommen
Market microstructure
Noise trading
Stochastic process
Theory
Estimation
46
Schätzung
46
Volatility
31
Volatilität
31
Time series analysis
24
Zeitreihenanalyse
24
Theorie
19
Estimation theory
18
Schätztheorie
18
Capital income
17
Stochastischer Prozess
16
High-frequency data
14
Börsenkurs
12
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Forecasting model
7
Prognoseverfahren
7
Stochastic volatility
7
CAPM
6
Marktmikrostruktur
6
Deutschland
5
Germany
5
Option pricing theory
5
Optionspreistheorie
5
Panel
5
Panel study
5
Jumps
4
Martingal
4
Martingale
4
Noise Trading
4
USA
4
United States
4
VAR model
4
VAR-Modell
4
more ...
less ...
Online availability
All
Undetermined
25
Free
1
Type of publication
All
Article
42
Type of publication (narrower categories)
All
Article in journal
42
Aufsatz in Zeitschrift
42
Language
All
English
42
Author
All
Andersen, Torben
Bibinger, Markus
Bollerslev, Tim
Bresson, Georges
Chan, Joshua
Galvão Júnior, Antônio Fialho
Lütkepohl, Helmut
Todorov, Viktor
Tauchen, George Eugene
12
Marcellino, Massimiliano
8
Pesaran, M. Hashem
8
Koop, Gary
7
Li, Jia
7
Phillips, Peter C. B.
6
Serletis, Apostolos
6
Aït-Sahalia, Yacine
5
Fleissig, Adrian R.
5
Ghysels, Eric
5
Haldrup, Niels
5
Kim, Donggyu
5
Steel, Mark F. J.
5
Clark, Todd E.
4
Francq, Christian
4
Gallant, A. Ronald
4
Lucas, André
4
Nielsen, Morten Ørregaard
4
Ravazzolo, Francesco
4
Su, Liangjun
4
Urbain, Jean-Pierre
4
Wang, Yazhen
4
Westerlund, Joakim
4
Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
Bansal, Ravi
3
Blundell, Richard W.
3
Diebold, Francis X.
3
Eickmeier, Sandra
3
Ericsson, Neil R.
3
Fan, Jianqing
3
Forbes, Catherine Scipione
3
Franses, Philip Hans
3
Frühwirth-Schnatter, Sylvia
3
more ...
less ...
Published in...
All
Journal of applied econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Macroeconomic dynamics
Oxford bulletin of economics and statistics
CAMA working paper series
13
CREATES research paper
6
Journal of financial economics
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
ERID working paper
5
Journal of economic dynamics & control
5
SFB 649 discussion paper
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
NBER Working Paper
4
NBER working paper series
4
Working paper / National Bureau of Economic Research, Inc.
4
Economics letters
3
Finance and economics discussion series
3
The journal of finance : the journal of the American Finance Association
3
CESifo working papers
2
CREATES Research Paper
2
DIW Berlin Discussion Paper
2
Discussion papers of interdisciplinary research project 373
2
Econometric reviews
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
GRIPS discussion papers
2
Quantitative economics : QE ; journal of the Econometric Society
2
Annals of economics and statistics
1
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
1
CFS working paper series
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper series / IZA
1
EUI working paper / ECO
1
EUI working paper / MWP
1
Essays in honor of Cheng Hsiao
1
Federal Reserve Bank of Cleveland working paper series
1
Handbook of economic forecasting ; 1
1
more ...
less ...
Source
All
ECONIS (ZBW)
42
Showing
31
-
40
of
42
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
Realized Laplace transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009301899
Saved in:
32
Quantile regression for dynamic panel data with fixed effects
Galvão Júnior, Antônio Fialho
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 142-157
Persistent link: https://www.econbiz.de/10009270393
Saved in:
33
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
34
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
35
Econometric analysis of jump-driven stochastic volatility models
Todorov, Viktor
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 12-21
Persistent link: https://www.econbiz.de/10009242565
Saved in:
36
Unit root quantile autoregression testing using covariates
Galvão Júnior, Antônio Fialho
- In:
Journal of econometrics
152
(
2009
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10003892736
Saved in:
37
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
38
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Wolters, Jürgen
- In:
Macroeconomic dynamics
5
(
2001
)
1
,
pp. 81-100
Persistent link: https://www.econbiz.de/10001570831
Saved in:
39
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
40
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
First
Prev
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->