//--> //--> //--> //-->
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:"Hafner, Christian M."
~person:"Li, Jia"
~person:"Taylor, Stephen"
~person:"Todorov, Viktor"
~subject:"Induktive Statistik"
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
Induktive Statistik
Estimation theory
40
Schätztheorie
40
Volatilität
27
Time series analysis
20
Zeitreihenanalyse
20
Estimation
19
Schätzung
19
Börsenkurs
14
Share price
14
Stochastic process
11
Stochastischer Prozess
11
ARCH model
7
ARCH-Modell
7
Capital income
7
High-frequency data
7
Kapitaleinkommen
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Stochastic volatility
5
Market microstructure
4
Marktmikrostruktur
4
Multivariate Analyse
4
Multivariate analysis
4
Noise Trading
4
Noise trading
4
Option pricing theory
4
Optionspreistheorie
4
Regression analysis
4
Regressionsanalyse
4
CAPM
3
Correlation
3
Forecasting model
3
Jumps
3
Korrelation
3
Martingal
3
Martingale
3
Options
3
Prognoseverfahren
3
Specification test
3
more ...
less ...
Online availability
All
Undetermined
16
Free
1
Type of publication
All
Article
27
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
27
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Hochschulschrift
2
Thesis
2
Aufsatz im Buch
1
Bibliografie enthalten
1
Bibliography included
1
Book section
1
more ...
less ...
Language
All
English
27
Author
All
Hafner, Christian M.
Li, Jia
Taylor, Stephen
Todorov, Viktor
Kumar, Dilip
16
Maheswaran, S.
14
Chernozhukov, Victor
10
Tauchen, George Eugene
10
Andersen, Torben
8
Andrews, Donald W. K.
8
Francq, Christian
8
Li, Yingying
8
Teräsvirta, Timo
8
Fan, Jianqing
7
Inoue, Atsushi
7
Khalaf, Lynda
7
Kim, Donggyu
7
Liu, Zhi
7
Mykland, Per A.
7
Shi, Xiaoxia
7
Dufour, Jean-Marie
6
Fan, Yanqin
6
Ghysels, Eric
6
Jing, Bingyi
6
Kilian, Lutz
6
Linton, Oliver
6
Simar, Léopold
6
Wang, Yazhen
6
Wilson, Paul W.
6
Zakoïan, Jean-Michel
6
Bollerslev, Tim
5
Bugni, Federico A.
5
Cattaneo, Matias D.
5
Hansen, Christian Bailey
5
Koopman, Siem Jan
5
Phillips, Peter C. B.
5
Arnerić, Josip
4
Aït-Sahalia, Yacine
4
Boswijk, Herman Peter
4
Cavaliere, Giuseppe
4
more ...
less ...
Published in...
All
Journal of econometrics
13
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Economics letters
1
Finance and stochastics
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial econometrics
1
Swiss journal of economics and statistics
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
21
-
27
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
Testing for jumps in noisy high frequency data
Aït-Sahalia, Yacine
;
Jacod, Jean
;
Li, Jia
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 207-222
Persistent link: https://www.econbiz.de/10009612749
Saved in:
22
Realized Laplace transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009301899
Saved in:
23
Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.
;
Linton, Oliver
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 55-73
Persistent link: https://www.econbiz.de/10008839940
Saved in:
24
Distinguishing short and long memory volatility specifications
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10003802446
Saved in:
25
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
;
Hafner, Christian M.
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10001486714
Saved in:
26
The incremental volatility information in one million foreign exchange quotations
Taylor, Stephen
- In:
Journal of empirical finance
4
(
1997
)
4
,
pp. 317-340
Persistent link: https://www.econbiz.de/10001236462
Saved in:
27
Conditional volatility and the informational efficiency of the PHLX currency options market
Xu, Xinzhong
- In:
Journal of banking & finance
19
(
1995
)
5
,
pp. 803-821
Persistent link: https://www.econbiz.de/10001185510
Saved in:
First
Prev
1
2
3
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->