//--> //--> //-->
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"
~person:"Lahaye, Jérôme"
~subject:"Multivariate Analyse"
~subject:"Noise Trading"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Multivariate Analyse
Noise Trading
Estimation theory
3
Schätztheorie
3
Estimation
2
Schätzung
2
Volatilität
2
Ankündigungseffekt
1
Announcement effect
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Börsenkurs
1
Capital income
1
Cojump
1
Correlation
1
Diversification
1
EU countries
1
EU-Staaten
1
Exchange rate
1
High-frequency
1
Jump
1
Jumps
1
Kalman filter
1
Kapitaleinkommen
1
Korrelation
1
Market microstructure
1
Marktmikrostruktur
1
Microstructure model
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Noise
1
Noise trading
1
Particle filter
1
Risk
1
Semi-martingale
1
Share price
1
State space model
1
Statistical test
1
Statistischer Test
1
Stochastic process
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Lahaye, Jérôme
Koopman, Siem Jan
19
Todorov, Viktor
19
Hafner, Christian M.
17
Härdle, Wolfgang
17
Li, Jia
17
Teräsvirta, Timo
17
Kumar, Dilip
16
Li, Yingying
16
Maheswaran, S.
15
Tauchen, George Eugene
14
Brandt, Michael W.
13
Shephard, Neil G.
13
Croux, Christophe
12
Diebold, Francis X.
12
Kim, Donggyu
12
Mancino, Maria Elvira
12
Fan, Jianqing
11
Nelson, Daniel B.
11
Sentana, Enrique
11
Andersen, Torben
10
Hautsch, Nikolaus
10
Linton, Oliver
10
Silvennoinen, Annastiina
10
Swanson, Norman R.
10
Fiorentini, Gabriele
9
Ghysels, Eric
9
Liu, Zhi
9
Lucas, André
9
Lunde, Asger
9
McAleer, Michael
9
Mykland, Per A.
9
Podolskij, Mark
9
Rodriguez, Gabriel
9
Spokojnyj, Vladimir G.
9
Alizadeh, Sassan
8
Amengual, Dante
8
Barndorff-Nielsen, Ole E.
8
Hansen, Peter Reinhard
8
Hurvich, Clifford M.
8
Sanfelici, Simona
8
more ...
less ...
Published in...
All
Journal of banking & finance
1
Journal of international money and finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
Saved in:
2
System-wide tail comovements : a bootstrap test for cojump identification on the S&P 500, US bonds and currencies
Gnabo, Jean-Yves
;
Hvozdyk, Lyudmyla
;
Lahaye, Jérôme
- In:
Journal of international money and finance
48
(
2014
),
pp. 147-174
Persistent link: https://www.econbiz.de/10010464002
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->