//--> //--> //-->
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:"Wechselkurs"
~person:"Bollerslev, Tim"
~subject:"Capital income"
~subject:"Portfolio selection"
~subject:"Statistical distribution"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Wechselkurs
Capital income
Portfolio selection
Statistical distribution
Estimation theory
27
Schätztheorie
27
Theorie
12
Theory
12
Time series analysis
12
Zeitreihenanalyse
12
Volatility
7
Volatilität
7
Estimation
5
Schätzung
5
ARCH model
4
ARCH-Modell
4
Kapitaleinkommen
4
Autocorrelation
3
Autokorrelation
3
Börsenkurs
3
Commodity exchange
3
Exchange rate
3
Forecasting model
3
High-frequency data
3
Market microstructure
3
Marktmikrostruktur
3
Metal market
3
Metallmarkt
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Prognoseverfahren
3
Share price
3
Warenbörse
3
CAPM
2
Devisenmarkt
2
Foreign exchange market
2
Microstructure noise
2
Noise Trading
2
Noise trading
2
Portfolio-Management
2
USA
2
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
7
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Graue Literatur
2
Non-commercial literature
2
Arbeitspapier
1
Hochschulschrift
1
Thesis
1
Working Paper
1
more ...
less ...
Language
All
English
9
Author
All
Bollerslev, Tim
Diebold, Francis X.
25
Linton, Oliver
24
Phillips, Peter C. B.
21
Brandt, Michael W.
20
Einmahl, John H. J.
17
Frahm, Gabriel
14
Okhrin, Yarema
14
Härdle, Wolfgang
13
Bodnar, Taras
12
Wu, Ximing
12
Kan, Raymond
11
Lucas, André
11
Sentana, Enrique
11
Crump, Richard K.
10
Kumar, Dilip
10
Maheswaran, S.
10
McAleer, Michael
10
Scaillet, Olivier
10
Schmid, Wolfgang
10
White, Halbert
10
Bandi, Federico M.
9
Chernozhukov, Victor
9
Harvey, Andrew C.
9
Kempf, Alexander
9
Koopman, Siem Jan
9
Memmel, Christoph
9
Račev, Svetlozar T.
9
Tauchen, George Eugene
9
Todorov, Viktor
9
Alizadeh, Sassan
8
Amengual, Dante
8
Dufour, Jean-Marie
8
Gao, Jiti
8
Kapetanios, George
8
Li, Yingying
8
Nadarajah, Saralees
8
Paolella, Marc S.
8
Peng, Liang
8
Stambaugh, Robert F.
8
more ...
less ...
Published in...
All
Journal of econometrics
2
Econometric reviews
1
International finance discussion papers
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
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
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:
4
High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.
;
Bollerslev, Tim
-
1999
Persistent link: https://www.econbiz.de/10001433207
Saved in:
5
High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
Saved in:
6
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
7
Intra-day and inter-market volatility in foreign exchange rates
Baillie, Richard
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 565-585
Persistent link: https://www.econbiz.de/10001114302
Saved in:
8
Generalized autoregressive conditional heteroskedasticity with applications in finance
Bollerslev, Tim
-
1990
Persistent link: https://www.econbiz.de/10000788161
Saved in:
9
Modelling the persistence of conditional variances
Engle, Robert F.
- In:
Econometric reviews
5
(
1986
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10001016525
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->