//--> //--> //-->
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:"Volatility"
subject:"Yield curve"
~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~person:"Bollerslev, Tim"
~person:"Chang, Tsangyao"
~subject:"Panel"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Yield curve
Panel
Estimation
14
Schätzung
14
Volatilität
8
Time series analysis
7
Zeitreihenanalyse
7
Capital income
5
Kapitaleinkommen
5
Einheitswurzeltest
4
High-frequency data
4
Stochastic process
4
Stochastischer Prozess
4
Unit root test
4
Market microstructure
3
Marktmikrostruktur
3
Risiko
3
Risk
3
Statistical test
3
Statistischer Test
3
Structural break
3
Strukturbruch
3
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
East Asia
2
Estimation theory
2
Exchange rate
2
Forecasting model
2
Fourier function
2
Kaufkraftparität
2
Microstructure noise
2
Nichtparametrisches Verfahren
2
Noise Trading
2
Noise trading
2
Nonparametric statistics
2
Ostasien
2
Panel study
2
Prognoseverfahren
2
Purchasing power parity
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Bollerslev, Tim
Chang, Tsangyao
Todorov, Viktor
13
Tauchen, George Eugene
7
Su, Liangjun
6
Kim, Donggyu
5
Li, Jia
5
Umar, Zaghum
5
Yoon, Seong-min
5
Zhu, Huiming
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Ma, Feng
4
McAleer, Michael
4
Wang, Wendun
4
Apergēs, Nikolaos
3
Bahmani-Oskooee, Mohsen
3
Balcilar, Mehmet
3
Baltagi, Badi H.
3
Botosaru, Irene
3
Callaway, Brantly
3
Fan, Jianqing
3
Fernández-Val, Iván
3
Francq, Christian
3
Ghysels, Eric
3
Goutte, Stéphane
3
Gubareva, Mariya
3
Gupta, Rangan
3
Hammoudeh, Shawkat
3
Lamarche, Carlos
3
Li, Kunpeng
3
Linton, Oliver
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Zhang, Yaojie
3
Afonso, António
2
Asai, Manabu
2
Barigozzi, Matteo
2
more ...
less ...
Published in...
All
Applied economics
Journal of econometrics
Applied economics letters
6
Journal of financial economics
5
NBER Working Paper
4
NBER working paper series
4
The empirical economics letters : a monthly international journal of economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
CREATES research paper
2
International journal of economics
2
International review of economics & finance : IREF
2
Working paper / National Bureau of Economic Research, Inc.
2
American Economic Review papers and proceedings
1
Applied financial economics
1
CFS working paper series
1
CREATES Research Paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Defence and peace economics
1
ERID working paper
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Economic modelling
1
Economic systems
1
Finance and economics discussion series
1
Handbook of economic forecasting ; 1
1
International Journal of Financial Studies : open access journal
1
International economic review
1
International journal of finance & economics : IJFE
1
International journal of strategic property management
1
Japan and the world economy : international journal of theory and policy
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Romanian journal of economic forecasting
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The American economic review
1
The South African journal of economics
1
The journal of international trade & economic development
1
The review of economic studies
1
Working papers / Financial Institutions Center
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
3
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
4
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
5
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
6
Revisiting Purchasing Power Parity in OECD
Jiang, Chun
;
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
- In:
Applied economics
47
(
2015
)
40/42
,
pp. 4323-4334
Persistent link: https://www.econbiz.de/10011294569
Saved in:
7
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
8
Purchasing power parity for East-Asia countries : further evidence based on panel stationary test with multiple structural breaks
Chang, Tsangyao
;
Ding Li
;
Lu, Yang-cheng
;
Lee, Chia-hao
- In:
Applied economics
43
(
2011
)
22/24
,
pp. 3289-3298
Persistent link: https://www.econbiz.de/10009357392
Saved in:
9
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:
10
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->