//--> //--> //-->
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:"IZA Discussion Paper"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~person:"Ergemen, Yunus Emre"
~person:"Gallo, Giampiero M."
~subject:"Volatility"
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
Volatility
Estimation
5
Schätzung
5
Volatilität
4
Estimation theory
3
Factor models
3
Long memory
3
Panel
3
Panel study
3
Schätztheorie
3
Time series analysis
3
Zeitreihenanalyse
3
Realized volatility
2
ARCH model
1
ARCH-Modell
1
Capital income
1
Cointegration
1
Conditional sum of squares
1
Debt and GDP
1
Endogeneity
1
Factor analysis
1
Faktorenanalyse
1
Financial market
1
Finanzmarkt
1
Fixed effects
1
Forecasting model
1
Fractional cointegration
1
Index futures
1
Index-Futures
1
Kapitaleinkommen
1
Kointegration
1
Measurement
1
Messung
1
National income
1
Nationaleinkommen
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Panel data
1
Principal components analysis
1
Prognoseverfahren
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Ergemen, Yunus Emre
Gallo, Giampiero M.
Todorov, Viktor
14
Bollerslev, Tim
9
Tauchen, George Eugene
8
Li, Jia
7
Kim, Donggyu
6
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Francq, Christian
4
Wang, Yazhen
4
Bibinger, Markus
3
Chan, Joshua
3
Fan, Jianqing
3
McAleer, Michael
3
Patton, Andrew J.
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Amado, Cristina
2
Asai, Manabu
2
Barigozzi, Matteo
2
Christensen, Kim
2
Creal, Drew
2
Ghysels, Eric
2
Grynkiv, Iaryna
2
Hallin, Marc
2
Harvey, Andrew C.
2
Hautsch, Nikolaus
2
Kalnina, Ilze
2
Kong, Xin-Bing
2
Li, Wai Keung
2
Li, Yingying
2
Moffitt, Robert A.
2
Mumtaz, Haroon
2
Paolella, Marc S.
2
Park, Joon Y.
2
Pettenuzzo, Davide
2
Podolskij, Mark
2
Polak, Pawel
2
Potiron, Yoann
2
more ...
less ...
Published in...
All
IZA Discussion Paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Working papers
4
CREATES research paper
1
International journal of forecasting
1
NBER Working Paper
1
NBER working paper series
1
Socio-economic planning sciences : the international journal of public sector decision-making
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
2
Estimation of fractionally integrated panels with fixed effects and cross-section dependence
Ergemen, Yunus Emre
;
Velasco, Carlos
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 248-258
Persistent link: https://www.econbiz.de/10011818289
Saved in:
3
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
Barigozzi, Matteo
;
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 364-384
Persistent link: https://www.econbiz.de/10010497747
Saved in:
4
A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->