//--> //--> //--> //-->
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"
~person:"Bauwens, Luc"
~person:"Todorov, Viktor"
~subject:"Bayesian inference"
~subject:"Börsenkurs"
~type_genre:"Government document"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Bayesian inference
Börsenkurs
Estimation theory
27
Schätztheorie
27
Time series analysis
15
Volatilität
15
Zeitreihenanalyse
15
Estimation
13
Schätzung
13
Share price
11
Stochastic process
8
Stochastischer Prozess
8
Capital income
7
Kapitaleinkommen
7
Theorie
7
Theory
7
ARCH model
6
ARCH-Modell
6
High-frequency data
6
Forecasting model
5
Prognoseverfahren
5
Stochastic volatility
5
Correlation
4
Korrelation
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Forecasting
3
Martingal
3
Martingale
3
Option pricing theory
3
Options
3
Optionspreistheorie
3
Regression analysis
3
Regressionsanalyse
3
Adaptive estimation
2
Analysis of variance
2
Bayes-Statistik
2
Beta
2
Beta risk
2
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
Government document
Aufsatz in Zeitschrift
19
Arbeitspapier
11
Working Paper
11
Graue Literatur
10
Non-commercial literature
10
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
19
Author
All
Bauwens, Luc
Todorov, Viktor
Kumar, Dilip
16
Maheswaran, S.
15
Tsionas, Efthymios G.
13
Tauchen, George Eugene
12
Li, Jia
11
Zhang, Xibin
9
Zhang, Xinyu
9
Francq, Christian
8
Koopman, Siem Jan
8
Teräsvirta, Timo
8
Zakoïan, Jean-Michel
8
Andersen, Torben
7
Gallant, A. Ronald
7
Ghysels, Eric
7
Kim, Donggyu
7
Koop, Gary
7
Li, Yingying
7
Liu, Zhi
7
Mykland, Per A.
7
Allenby, Greg M.
6
Fan, Jianqing
6
Han, Xiaoyi
6
Shephard, Neil G.
6
Taylor, Stephen
6
Wang, Yazhen
6
Bollerslev, Tim
5
Elliott, Robert J.
5
Engle, Robert F.
5
Faff, Robert W.
5
Fornari, Fabio
5
Hafner, Christian M.
5
Jing, Bingyi
5
Li, Wai Keung
5
Linton, Oliver
5
Lopes, Hedibert Freitas
5
Nolte, Ingmar
5
Sentana, Enrique
5
Simoni, Anna
5
more ...
less ...
Published in...
All
Journal of econometrics
12
Annales d'économie et de statistique
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
3
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
4
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
5
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
6
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
7
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 496-522
Persistent link: https://www.econbiz.de/10012482819
Saved in:
8
Unified inference for nonlinear factor models from panels with fixed and large time span
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 4-25
Persistent link: https://www.econbiz.de/10012303860
Saved in:
9
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
10
Mixed-scale jump regressions with bootstrap inference
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Chen, Rui
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 417-432
Persistent link: https://www.econbiz.de/10011920538
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->