//--> //--> //--> //-->
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:"Koopman, Siem Jan"
~person:"Liu, Zhi"
~person:"Todorov, Viktor"
~subject:"Bayesian inference"
~subject:"Forecasting model"
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
Forecasting model
Estimation theory
32
Schätztheorie
32
Volatilität
24
Time series analysis
19
Zeitreihenanalyse
19
Estimation
17
Schätzung
17
Stochastic process
10
Stochastischer Prozess
10
Börsenkurs
9
Share price
9
Capital income
8
Kapitaleinkommen
8
High-frequency data
6
Martingal
6
Martingale
6
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Stochastic volatility
6
Market microstructure
5
Marktmikrostruktur
5
Prognoseverfahren
5
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Noise Trading
4
Noise trading
4
ARCH model
3
ARCH-Modell
3
Beta risk
3
Betafaktor
3
Central limit theorem
3
Consistency
3
High frequency data
3
Induktive Statistik
3
Kalman filter
3
Option pricing theory
3
more ...
less ...
Online availability
All
Undetermined
20
Type of publication
All
Article
27
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
27
Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Working Paper
18
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
27
Author
All
Koopman, Siem Jan
Liu, Zhi
Todorov, Viktor
Kumar, Dilip
16
Tsionas, Efthymios G.
15
Maheswaran, S.
14
Teräsvirta, Timo
12
Zhang, Xinyu
12
Li, Jia
11
Tauchen, George Eugene
11
Zhang, Xibin
10
Andersen, Torben
8
Baltagi, Badi H.
8
Cai, Zongwu
8
Francq, Christian
8
Koop, Gary
8
Shang, Han Lin
8
Swanson, Norman R.
8
Demetrescu, Matei
7
Kim, Donggyu
7
Lahiri, Kajal
7
Li, Yingying
7
Mykland, Per A.
7
Taylor, James W.
7
Taylor, Robert
7
Tsay, Ruey S.
7
Allenby, Greg M.
6
Fan, Jianqing
6
Gallant, A. Ronald
6
Gao, Jiti
6
Hafner, Christian M.
6
Han, Xiaoyi
6
Kapetanios, George
6
Lesage, James P.
6
Linton, Oliver
6
Phillips, Peter C. B.
6
Sbrana, Giacomo
6
Ullah, Aman
6
Wang, Shouyang
6
Wang, Yazhen
6
more ...
less ...
Published in...
All
Journal of econometrics
15
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance and stochastics
1
International journal of forecasting
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the American Statistical Association : JASA
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
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
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:
3
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:
4
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
5
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:
6
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:
7
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
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
Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->