//--> //--> //--> //-->
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:"Bollerslev, Tim"
~person:"Jing, Bingyi"
~person:"Koopman, Siem Jan"
~source:"econis"
~subject:"Autoregressive conditional duration"
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
Autoregressive conditional duration
Estimation theory
35
Schätztheorie
35
Time series analysis
16
Zeitreihenanalyse
16
Volatilität
15
Estimation
10
Schätzung
10
Theorie
9
Theory
9
Capital income
6
Forecasting model
6
Kapitaleinkommen
6
Prognoseverfahren
6
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
High-frequency data
4
Market microstructure
4
Marktmikrostruktur
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Nichtparametrisches Verfahren
4
Noise Trading
4
Noise trading
4
Nonparametric statistics
4
Stochastic process
4
Stochastischer Prozess
4
Börsenkurs
3
Central limit theorem
3
Consistency
3
Exchange rate
3
Kalman filter
3
Microstructure noise
3
Share price
3
State space model
3
Statistical distribution
3
Statistische Verteilung
3
Wechselkurs
3
Zustandsraummodell
3
ARCH model
2
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
16
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
16
Author
All
Bollerslev, Tim
Jing, Bingyi
Koopman, Siem Jan
Kumar, Dilip
16
Maheswaran, S.
14
Todorov, Viktor
12
Li, Jia
11
Tauchen, George Eugene
10
Teräsvirta, Timo
8
Andersen, Torben
7
Francq, Christian
7
Kim, Donggyu
7
Li, Yingying
7
Liu, Zhi
7
Mykland, Per A.
7
Wang, Yazhen
6
Fan, Jianqing
5
Ghysels, Eric
5
Hafner, Christian M.
5
Taylor, Stephen
5
Zakoïan, Jean-Michel
5
Arnerić, Josip
4
Aït-Sahalia, Yacine
4
Clements, Adam
4
Elliott, Robert J.
4
Fičura, Milan
4
Hwang, Eunju
4
Li, Wai Keung
4
Lucas, André
4
Mancino, Maria Elvira
4
McAleer, Michael
4
Nolte, Ingmar
4
Park, Joon Y.
4
Rodriguez, Gabriel
4
Shin, Dong-wan
4
Silvennoinen, Annastiina
4
Song, Yuping
4
Sucarrat, Genaro
4
Taylor, James W.
4
Wang, Jying-Nan
4
more ...
less ...
Published in...
All
Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric reviews
1
Econometric theory
1
International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the American Statistical Association : JASA
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
16
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
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
3
Missing observations in observation-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 542-568
Persistent link: https://www.econbiz.de/10012619249
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
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:
6
On estimation of hurst parameter under noisy observations
Liu, Guangying
;
Jing, Bingyi
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 483-492
Persistent link: https://www.econbiz.de/10012249184
Saved in:
7
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
Saved in:
8
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
9
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
Saved in:
10
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->