//--> //--> //--> //-->
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:"International journal of theoretical and applied finance"
~isPartOf:"Journal of econometrics"
~isPartOf:"Regional studies"
~isPartOf:"Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration"
~language:"eng"
~language:"nld"
~language:"pol"
~person:"Aït-Sahalia, Yacine"
~person:"Cavaliere, Giuseppe"
~subject:"Einheitswurzeltest"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Amtliche Publikation"
~type_genre:"Article in journal"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"No longer published / No longer aquired"
~type_genre:"Textbook"
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:
Narrow search
Delete all filters
| 18 applied filters
Year of publication
From:
To:
Subject
All
Einheitswurzeltest
Großbritannien
Volatility
Volatilität
18
Theorie
16
Theory
16
Estimation theory
11
Schätztheorie
11
Time series analysis
9
Zeitreihenanalyse
9
Bootstrap approach
8
Bootstrap-Verfahren
8
Estimation
6
Schätzung
6
CAPM
5
Stochastic process
5
Stochastischer Prozess
5
Market microstructure
4
Marktmikrostruktur
4
Option pricing theory
4
Optionspreistheorie
4
Bootstrap
3
Capital income
3
Jumps
3
Kapitaleinkommen
3
Statistical test
3
Statistischer Test
3
Unit root test
3
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Cointegration
2
Factor analysis
2
Faktorenanalyse
2
Fractional integration
2
Kointegration
2
Market microstructure noise
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Nichtparametrisches Verfahren
2
Noise Trading
2
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
19
Book / Working Paper
1
Type of publication (narrower categories)
All
Amtliche Publikation
Article in journal
Government document
Graue Literatur
No longer published / No longer aquired
Textbook
Aufsatz in Zeitschrift
19
Arbeitspapier
1
Non-commercial literature
1
Working Paper
1
Language
All
English
Dutch
Polish
Author
All
Aït-Sahalia, Yacine
Cavaliere, Giuseppe
Taylor, Robert
21
Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Phillips, Peter C. B.
14
Andersen, Torben
11
McAleer, Michael
9
Park, Joon Y.
9
Green, Anne E.
8
Meddahi, Nour
8
Xiu, Dacheng
8
Harris, Richard I. D.
7
Li, Jia
7
Linton, Oliver
7
Martin, Ron
7
Mykland, Per A.
7
Patton, Andrew J.
7
Benth, Fred Espen
6
Chang, Yoosoon
6
Ghysels, Eric
6
Hallin, Marc
6
Kim, Donggyu
6
Leybourne, Stephen James
6
Mason, Colin M.
6
Shephard, Neil G.
6
Shin, Dong-wan
6
Westerlund, Joakim
6
Asai, Manabu
5
Barigozzi, Matteo
5
Beatty, Christina
5
Brigo, Damiano
5
Fothergill, Stephen
5
Francq, Christian
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Harvey, David I.
5
Henley, Andrew
5
Laurent, Sébastien
5
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of econometrics
Regional studies
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
Working paper / National Bureau of Economic Research, Inc.
8
Econometric theory
7
Econometric reviews
6
Discussion papers / Department of Economics, University of Copenhagen
3
Journal of financial economics
3
Discussion paper / Tinbergen Institute
2
Journal of the American Statistical Association : JASA
2
The econometrics journal
2
CEA_372Cass working paper series
1
CREATES research paper
1
Cowles Foundation discussion paper
1
Finance and economics discussion series
1
IMF working paper
1
Journal of economic literature
1
Journal of international economics
1
NBER working paper series
1
Research paper series / Swiss Finance Institute
1
Statistical methods & applications : SMA ; journal of the Italian Statistical Society
1
Swiss Finance Institute Research Paper
1
The economic journal : the journal of the Royal Economic Society
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
Saved in:
2
Bootstrapping non-stationary stochastic volatility
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10013275368
Saved in:
3
Closed-form implied volatility surfaces for stochastic volatility models with jumps
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 364-392
Persistent link: https://www.econbiz.de/10012619431
Saved in:
4
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
5
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
6
The term structure of equity and variance risk premia
Aït-Sahalia, Yacine
;
Karamann, Mustafa
;
Mancini, Loriano
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 204-230
Persistent link: https://www.econbiz.de/10012483319
Saved in:
7
A Hausman test for the presence of market microstructure noise in high frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 176-205
Persistent link: https://www.econbiz.de/10012303614
Saved in:
8
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
9
Increased correlation among asset classes : Are volatility or jumps to blame, or both?
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 205-219
Persistent link: https://www.econbiz.de/10011705106
Saved in:
10
Inference on co-integration parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 64-85
Persistent link: https://www.econbiz.de/10011615672
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->