//--> //--> //-->
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"
type_genre:"Article in journal"
~accessRights:"restricted"
~language:"eng"
~person:"Zheng, Xinghua"
~subject:"Instrumental variables"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Instrumental variables
Estimation theory
6
Schätztheorie
6
Time series analysis
4
Zeitreihenanalyse
4
Analysis of variance
3
Market microstructure
3
Market microstructure noise
3
Marktmikrostruktur
3
Noise Trading
3
Noise trading
3
Varianzanalyse
3
Volatilität
3
Capital income
2
High dimension
2
High frequency data
2
Integrated volatility
2
Kapitaleinkommen
2
Minimum variance portfolio
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Portfolio selection
2
Portfolio-Management
2
Autocorrelation
1
Autokorrelation
1
Börsenkurs
1
CLIME estimator
1
Central limit theorem
1
Correlation
1
Covariance matrix
1
Dependent noise
1
Efficiency
1
Elliptical model
1
Endogenous time
1
Estimation
1
Factor analysis
1
Factor model
1
Faktorenanalyse
1
High frequency
1
High-dimension
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
3
Language
All
English
Author
All
Zheng, Xinghua
Todorov, Viktor
10
Kumar, Dilip
9
Li, Jia
9
Kim, Donggyu
6
Li, Yingying
6
Mykland, Per A.
6
Tauchen, George Eugene
6
Andersen, Torben
5
Francq, Christian
5
Liu, Zhi
5
Maheswaran, S.
5
Andrews, Isaiah
4
Bollerslev, Tim
4
Breunig, Christoph
4
Florens, Jean-Pierre
4
Mancino, Maria Elvira
4
Sucarrat, Genaro
4
Wang, Yazhen
4
Wu, Xinyu
4
Zhang, Lan
4
Bauwens, Luc
3
Buccheri, Giuseppe
3
Carrasco, Marine
3
Clements, Adam
3
Demetrescu, Matei
3
Escanciano, Juan Carlos
3
Fève, Frédérique
3
Galvão Júnior, Antônio Fialho
3
Hansen, Christian Bailey
3
Jin, Zequn
3
Jing, Bingyi
3
Kayal, Parthajit
3
Kim, Jong-Min
3
Lee, Kyungsub
3
Li, Wai Keung
3
Liu, Guangying
3
Otranto, Edoardo
3
Park, Joon Y.
3
Poskitt, Donald Stephen
3
Potiron, Yoann
3
more ...
less ...
Published in...
All
Journal of econometrics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating the integrated volatility with tick observations
Jacob, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 80-100
Persistent link: https://www.econbiz.de/10012139788
Saved in:
2
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
3
Efficient estimation of integrated volatility incorporating trading information
Li, Yingying
;
Xie, Shangyu
;
Zheng, Xinghua
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 33-50
Persistent link: https://www.econbiz.de/10011705231
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->