//--> //--> //-->
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:"Discussion paper"
~isPartOf:"Journal of econometrics"
~person:"Kong, Xin-Bing"
~person:"La Vecchia, Davide"
~source:"econis"
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
Estimation
4
Schätzung
4
Time series analysis
4
Zeitreihenanalyse
4
Estimation theory
3
Schätztheorie
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Adaptive thresholding
1
Analysis of variance
1
Börsenkurs
1
Capital income
1
Central limit theorem
1
Conditional heteroskedasticity
1
Diffusion
1
Discretely observed Lévy processes
1
Distribution-freeness
1
Forecasting
1
Forecasting model
1
Heteroscedasticity
1
Heteroskedastizität
1
High frequency data
1
Integrated volatility
1
Itô semimartingale
1
Kapitaleinkommen
1
Market microstructure
1
Marktmikrostruktur
1
Martingal
1
Martingale
1
Microstructure noise
1
Multiple transactions
1
Noise Trading
1
Noise trading
1
Nonparametric inference
1
Panel
1
Panel data
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Kong, Xin-Bing
La Vecchia, Davide
Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Halberstadt, Arne
4
Winkelmann, Lars
4
Fan, Jianqing
3
Francq, Christian
3
McAleer, Michael
3
Patton, Andrew J.
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Asai, Manabu
2
Balaban, Ercan
2
Barigozzi, Matteo
2
Bibinger, Markus
2
Bönke, Timm
2
Christensen, Kim
2
Creal, Drew
2
Ergemen, Yunus Emre
2
Gallo, Giampiero M.
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Haque, Qazi
2
Harvey, Andrew C.
2
Li, Yingying
2
Magnusson, Leandro M.
2
Metiu, Norbert
2
Paolella, Marc S.
2
Park, Joon Y.
2
Polak, Pawel
2
Prieto, Esteban
2
Quaedvlieg, Rogier
2
more ...
less ...
Published in...
All
Discussion paper
Journal of econometrics
Cambridge working papers in economics
1
Cambridge-INET working papers
1
Journal of financial economics
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Source
All
ECONIS (ZBW)
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
2
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
Saved in:
3
Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi
;
Kong, Xin-Bing
;
Jing, Bingyi
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
Saved in:
4
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->