//--> //--> //--> //-->
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
type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~person:"Brandt, Michael W."
~person:"Giles, David E. A."
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Handbuch"
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
Theory
Estimation theory
58
Schätztheorie
58
Theorie
47
Exchange rate
8
Volatility
8
Volatilität
8
Wechselkurs
8
Capital income
5
Kapitaleinkommen
5
Correlation
4
Estimation
4
Korrelation
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Schätzung
4
Time series analysis
4
USA
4
United States
4
Zeitreihenanalyse
4
Deutschland
3
Germany
3
Gini coefficient
3
Gini-Koeffizient
3
Großbritannien
3
Incomplete market
3
Interest rate
3
Stochastic process
3
Stochastischer Prozess
3
United Kingdom
3
Unvollkommener Markt
3
Zins
3
Dummy variables
2
Instrumental variables
2
Maßzahl
2
Neuseeland
2
New Zealand
2
Statistical distribution
2
Statistical measures
2
Statistische Verteilung
2
more ...
less ...
Online availability
All
Free
6
Type of publication
All
Book / Working Paper
25
Article
22
Type of publication (narrower categories)
All
Arbeitspapier
Bibliographie enthalten
Aufsatz in Zeitschrift
Handbuch
Working Paper
25
Graue Literatur
24
Non-commercial literature
24
Article in journal
22
Bibliografie enthalten
1
Bibliography included
1
Lehrbuch
1
Systematic review
1
Textbook
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
47
Author
All
Brandt, Michael W.
Giles, David E. A.
Härdle, Wolfgang
63
Pesaran, M. Hashem
53
Phillips, Peter C. B.
52
Andrews, Donald W. K.
42
Franses, Philip Hans
41
Gouriéroux, Christian
40
Newey, Whitney K.
40
McAleer, Michael
35
Imbens, Guido
34
Swanson, Norman R.
33
Heckman, James J.
28
Robinson, Peter M.
27
Li, Qi
26
Diebold, Francis X.
25
Horowitz, Joel
25
Kohn, Robert
25
Baltagi, Badi H.
24
Bera, Anil K.
24
Maravall Herrero, Agustín
24
Ohtani, Kazuhiro
24
Stahlecker, Peter
24
Granger, C. W. J.
23
King, Maxwell L.
23
Zakoïan, Jean-Michel
23
Robert, Christian P.
22
Dufour, Jean-Marie
21
Srivastava, Virendra K.
21
Steel, Mark F. J.
21
Angrist, Joshua D.
20
Hahn, Jinyong
20
Kleibergen, Frank
20
Ullah, Aman
20
Ghysels, Eric
19
Giles, Judith A.
19
Krämer, Walter
19
Lütkepohl, Helmut
19
Haldrup, Niels
18
Lee, Lung-fei
18
Scaillet, Olivier
18
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
4
The Wharton Financial Institutions Center
1
Published in...
All
Discussion paper / Department of Economics, University of Canterbury
11
Economics letters
8
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Discussion paper
4
Working papers / Rodney L. White Center for Financial Research
4
Oxford bulletin of economics and statistics
2
Working paper / National Bureau of Economic Research, Inc.
2
CFS working paper series
1
Econometric reviews
1
Financial Institutions Center
1
Journal of economic surveys
1
Journal of financial economics
1
Technical working paper / National Bureau of Economic Research
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
1
The journal of international trade & economic development
1
Working papers / Financial Institutions Center
1
more ...
less ...
Source
All
ECONIS (ZBW)
47
Showing
1
-
10
of
47
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
;
Diebold, Francis X.
-
2003
Persistent link: https://www.econbiz.de/10001756564
Saved in:
2
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10003349886
Saved in:
3
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
4
Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
Saved in:
5
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
6
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
7
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of business : B
79
(
2006
)
1
,
pp. 61-74
Persistent link: https://www.econbiz.de/10003301931
Saved in:
8
Calculating a standard error for the Gini coefficient : some further results
Giles, David E. A.
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
3
,
pp. 425-433
Persistent link: https://www.econbiz.de/10002139187
Saved in:
9
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785523
Saved in:
10
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023808
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->