//--> //--> //-->
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
~isPartOf:"CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute"
~isPartOf:"IZA Discussion Paper"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~person:"Wang, Yazhen"
~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"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Börsenkurs
4
Estimation
4
Estimation theory
4
Schätztheorie
4
Schätzung
4
Share price
4
Time series analysis
4
Volatility
4
Volatilität
4
Zeitreihenanalyse
4
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Stochastic differential equation
3
Stochastic process
3
Stochastischer Prozess
3
ARCH model
2
ARCH-Modell
2
Analysis
2
Financial market
2
Finanzmarkt
2
High-frequency financial data
2
Mathematical analysis
2
Prognoseverfahren
2
Quasi-maximum likelihood estimation
2
Volatility estimation and prediction
2
Adaptive thresholding
1
Diffusion
1
GARCH
1
Induktive Statistik
1
Integrated volatility
1
Itô process
1
Low-frequency financial data
1
Option data
1
Pre-averaging realized volatility
1
Quasi-maximum likelihood estimator
1
Realized volatility
1
Regularization
1
Sparsity
1
Statistical inference
1
more ...
less ...
Online availability
All
Undetermined
2
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
Wang, Yazhen
Kim, Donggyu
4
Diebold, Francis X.
3
Fan, Jianqing
3
Koop, Gary
3
Lee, Tae-hwy
3
Marcellino, Massimiliano
3
Pesaran, M. Hashem
3
Ravazzolo, Francesco
3
Rossi, Barbara
3
Tu, Yundong
3
Andersen, Torben
2
Andreou, Elena
2
Bollerslev, Tim
2
Carrasco, Marine
2
Chan, Joshua
2
Demetrescu, Matei
2
Dijk, Herman K. van
2
Fosten, Jack
2
Ghysels, Eric
2
Gonzalo, Jesús
2
Gutknecht, Daniel
2
Hong, Yongmiao
2
Huber, Florian
2
Lee, Kevin C.
2
Leiva-Leon, Danilo
2
Li, Junye
2
Mariano, Roberto S.
2
Patton, Andrew J.
2
Pettenuzzo, Davide
2
Pick, Andreas
2
Stock, James H.
2
Tamoni, Andrea
2
Timmermann, Allan
2
Todorov, Viktor
2
Ullah, Aman
2
Valkanov, Rossen I.
2
Venditti, Fabrizio
2
Watson, Mark W.
2
Aastveit, Knut Are
1
more ...
less ...
Published in...
All
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
IZA Discussion Paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Econometric theory
1
KAIST College of Business Working Paper Series No
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
2
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->