//--> //--> //--> //-->
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:"Stochastischer Prozess"
subject:"Volatility"
~person:"Alizadeh, Sassan"
~person:"Yu, Jun"
~subject:"Statistical test"
~type_genre:"Arbeitspapier"
~type_genre:"Book section"
~type_genre:"Working Paper"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatility
Statistical test
Estimation theory
15
Schätztheorie
15
Theorie
7
Theory
7
Volatilität
7
Time series analysis
5
Zeitreihenanalyse
5
Exchange rate
4
Stochastic process
4
Wechselkurs
4
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Statistischer Test
3
Capital income
2
Disjoint confidence sets
2
Induktive Statistik
2
Kapitaleinkommen
2
Long memory
2
Realized volatility
2
Statistical inference
2
Weak identification
2
Bayes factor
1
Bayes-Statistik
1
Bayesian inference
1
Bias
1
Change-of-frequency
1
Consistency
1
Cooling measures
1
Correlation
1
Derivat
1
Derivative
1
Dynamic correlation
1
Dynamical system
1
Dynamisches System
1
Estimation
1
Explosive
1
Financial market
1
more ...
less ...
Online availability
All
Free
8
Undetermined
1
Type of publication
All
Book / Working Paper
9
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
Book section
Working Paper
Graue Literatur
9
Non-commercial literature
9
Article in journal
3
Aufsatz in Zeitschrift
3
Aufsatz im Buch
2
more ...
less ...
Language
All
English
11
Author
All
Alizadeh, Sassan
Yu, Jun
Phillips, Peter C. B.
27
Sentana, Enrique
25
Amengual, Dante
16
Koopman, Siem Jan
14
Dufour, Jean-Marie
13
Fiorentini, Gabriele
12
Härdle, Wolfgang
12
Canay, Ivan A.
11
Spokojnyj, Vladimir G.
11
Reiß, Markus
10
Chernozhukov, Victor
9
Dette, Holger
9
Hsu, Yu-Chin
9
Teräsvirta, Timo
9
Bugni, Federico A.
8
Cai, Zongwu
8
Kitagawa, Toru
8
Kristensen, Dennis
8
Xu, Yongdeng
8
Bibinger, Markus
7
Breunig, Christoph
7
Chen, Xiaohong
7
Hallin, Marc
7
Lucas, André
7
Shi, Xiaoxia
7
Andrews, Donald W. K.
6
Blasques, Francisco
6
Brandt, Michael W.
6
Hafner, Christian M.
6
Horowitz, Joel
6
Kleibergen, Frank
6
Küchler, Uwe
6
Minford, Patrick
6
Sibbertsen, Philipp
6
Swanson, Norman R.
6
Wan, Yuanyuan
6
Wickens, Michael R.
6
Arai, Yoichi
5
Bei, Xinyue
5
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
2
Published in...
All
Working paper
4
Working papers / Rodney L. White Center for Financial Research
2
Cowles Foundation discussion paper
1
Essays in honor of Joon Y. Park : econometric theory
1
Financial Institutions Center
1
Handbook of financial time series
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
2
Hypothesis testing via posterior-test-based Bayes factors
Li, Yong
;
Wang, Nianling
;
Yu, Jun
;
Zhang, Yonghui
-
2023
Persistent link: https://www.econbiz.de/10014320454
Saved in:
3
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
4
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
5
Finite sample comparison of alternative estimators for fractional Gaussian noise
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2022
Persistent link: https://www.econbiz.de/10013542219
Saved in:
6
Asymptotic properties of the least squares estimator in local to unity processes with fractional Gaussian noise
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 73-95)
.
2023
Persistent link: https://www.econbiz.de/10014313249
Saved in:
7
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
;
Yu, Jun
- In:
Handbook of financial time series
,
(pp. 497-530)
.
2009
Persistent link: https://www.econbiz.de/10003834176
Saved in:
8
Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
Saved in:
9
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
10
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->