//--> //--> //--> //-->
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:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Andersen, Torben"
~person:"Bibinger, Markus"
~person:"Bollerslev, Tim"
~person:"Bresson, Georges"
~person:"Frühwirth-Schnatter, Sylvia"
~person:"Galvão Júnior, Antônio Fialho"
~person:"Ghysels, Eric"
~person:"Lütkepohl, Helmut"
~person:"Steel, Mark F. J."
~subject:"High-frequency data"
~subject:"Schätztheorie"
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
| 18 applied filters
Year of publication
From:
To:
Subject
All
High-frequency data
Schätztheorie
Estimation
54
Schätzung
54
Volatility
25
Volatilität
25
Theorie
24
Theory
24
Capital income
18
Kapitaleinkommen
18
Time series analysis
17
Zeitreihenanalyse
17
Estimation theory
14
Forecasting model
13
Prognoseverfahren
13
Börsenkurs
12
Share price
12
CAPM
10
USA
9
United States
9
Panel
8
Panel study
8
Risikoprämie
8
Risk premium
8
Bayes-Statistik
7
Bayesian inference
7
Stochastic process
7
Stochastischer Prozess
7
Market microstructure
6
Marktmikrostruktur
6
Regression analysis
6
Regressionsanalyse
6
Risiko
6
Risk
6
Deutschland
5
Germany
5
Markov chain
5
Markov-Kette
5
Jumps
4
Nichtparametrisches Verfahren
4
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
21
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Language
All
English
21
Author
All
Andersen, Torben
Bibinger, Markus
Bollerslev, Tim
Bresson, Georges
Frühwirth-Schnatter, Sylvia
Galvão Júnior, Antônio Fialho
Ghysels, Eric
Lütkepohl, Helmut
Steel, Mark F. J.
Tauchen, George Eugene
12
Todorov, Viktor
12
Su, Liangjun
9
Gao, Jiti
8
Li, Jia
7
Baltagi, Badi H.
6
Kim, Donggyu
6
Phillips, Peter C. B.
6
Francq, Christian
5
Hsu, Yu-Chin
5
Linton, Oliver
5
Hsiao, Cheng
4
Li, Qi
4
Lu, Xun
4
Racine, Jeffrey
4
Wang, Yazhen
4
Zakoïan, Jean-Michel
4
Cai, Zongwu
3
Callaway, Brantly
3
Fan, Yanqin
3
Juodis, Artūras
3
Kao, Chihwa
3
Li, Degui
3
Li, Kunpeng
3
Lieli, Robert P.
3
Liesenfeld, Roman
3
Park, Joon Y.
3
Poirier, Alexandre
3
Sarafidis, Vasilis
3
Schmidt, Peter
3
Sun, Yiguo
3
Taylor, Robert
3
Van Keilegom, Ingrid
3
Wang, Fa
3
White, Halbert
3
Xiu, Dacheng
3
more ...
less ...
Published in...
All
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Empirical economics : a quarterly journal of the Institute for Advanced Studies
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of financial economics
Macroeconomic dynamics
Oxford bulletin of economics and statistics
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Discussion paper / Centre for Economic Policy Research
2
Discussion papers of interdisciplinary research project 373
2
SFB 649 discussion paper
2
CFS working paper series
1
CORE discussion paper : DP
1
DIW Berlin Discussion Paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Econometric theory
1
Global COE Hi-Stat discussion paper series
1
Journal of applied econometrics
1
Journal of economic surveys
1
Journal of international money and finance
1
Nonparametric dynamic modelling
1
Staff working paper / Bank of Canada
1
Studies in empirical economics
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
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:
3
Robust dynamic space-time panel data models using ε-contamination : an application to crop yields and climate change
Baltagi, Badi H.
;
Bresson, Georges
;
Chaturvedi, Anoop
; …
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2475-2509
Persistent link: https://www.econbiz.de/10014328993
Saved in:
4
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
5
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:
6
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:
7
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
8
Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
Saved in:
9
Estimating the spot covariation of asset prices : statistical theory and empirical evidence
Bibinger, Markus
;
Hautsch, Nikolaus
;
Malec, Peter
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10012178185
Saved in:
10
Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus
;
Neely, Christopher J.
;
Winkelmann, Lars
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 158-184
Persistent link: https://www.econbiz.de/10012302583
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->