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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Andersen, Torben"
~person:"Bibinger, Markus"
~person:"Bollerslev, Tim"
~person:"Bresson, Georges"
~person:"D'Amico, Stefania"
~person:"Frühwirth-Schnatter, Sylvia"
~person:"Galvão Júnior, Antônio Fialho"
~person:"Lütkepohl, Helmut"
~person:"Steel, Mark F. J."
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Search: subject_exact:"Estimation"
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Estimation
40
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40
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21
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17
Time series analysis
15
Zeitreihenanalyse
15
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Andersen, Torben
Bibinger, Markus
Bollerslev, Tim
Bresson, Georges
D'Amico, Stefania
Frühwirth-Schnatter, Sylvia
Galvão Júnior, Antônio Fialho
Lütkepohl, Helmut
Steel, Mark F. J.
Todorov, Viktor
16
Su, Liangjun
14
Tauchen, George Eugene
13
Baltagi, Badi H.
11
Gao, Jiti
9
Marcellino, Massimiliano
9
Phillips, Peter C. B.
9
Gil-Alaña, Luis A.
8
Gupta, Rangan
8
Herwartz, Helmut
8
Koop, Gary
8
Linton, Oliver
8
Pesaran, M. Hashem
8
Serletis, Apostolos
8
Ghysels, Eric
7
Li, Jia
7
Liesenfeld, Roman
7
Egger, Peter
6
Franses, Philip Hans
6
Hsu, Yu-Chin
6
Kim, Donggyu
6
Koopman, Siem Jan
6
Li, Kunpeng
6
Li, Qi
6
Westerlund, Joakim
6
Aït-Sahalia, Yacine
5
Barnett, William A.
5
Berg, Gerard J. van den
5
Caporale, Guglielmo Maria
5
Francq, Christian
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hsiao, Cheng
5
Kapetanios, George
5
Lee, Chien-chiang
5
Lu, Xun
5
Millimet, Daniel L.
5
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Macroeconomic dynamics
Oxford bulletin of economics and statistics
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
Finance and economics discussion series
10
Journal of financial economics
8
CREATES research paper
6
Discussion paper series / IZA
6
Discussion papers of interdisciplinary research project 373
6
Working paper / National Bureau of Economic Research, Inc.
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
FEDS Working Paper
5
NBER Working Paper
5
NBER working paper series
5
SFB 649 discussion paper
5
Working papers / Federal Reserve Bank of Chicago
5
Journal of applied econometrics
4
Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
4
CESifo working papers
3
CFS working paper series
3
DIW Berlin Discussion Paper
3
ERID working paper
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economics letters
3
IZA Discussion Paper
3
Journal of economic dynamics & control
3
The journal of finance : the journal of the American Finance Association
3
CREATES Research Paper
2
Cahier de recherche
2
Discussion paper / Centre for Economic Policy Research
2
EUI working paper / ECO
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
IHS economics series : working paper
2
Journal of financial and quantitative analysis : JFQA
2
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
2
Working paper / Department of Economics, Johannes-Kepler-Universität of Linz
2
Working papers / Financial Institutions Center
2
American Economic Review papers and proceedings
1
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ECONIS (ZBW)
40
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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
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:
4
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:
5
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:
6
Tail risk and return predictability for the Japanese equity market
Andersen, Torben
;
Todorov, Viktor
;
Ubukata, Masato
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 344-363
Persistent link: https://www.econbiz.de/10012619430
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
The pricing of tail risk and the equity premium : evidence from international option markets
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10012262503
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
Testing for slope heterogeneity bias in panel data models
Campello, Murillo
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 749-760
Persistent link: https://www.econbiz.de/10012179380
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