//--> //--> //--> //-->
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:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~person:"Berg, Gerard J. van den"
~person:"Bollerslev, Tim"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation
12
Schätzung
12
Volatility
9
Volatilität
9
Capital income
6
Kapitaleinkommen
6
Time series analysis
5
Zeitreihenanalyse
5
High-frequency data
4
Estimation theory
3
Market microstructure
3
Marktmikrostruktur
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Schätztheorie
3
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Forecasting model
2
Microstructure noise
2
Noise Trading
2
Noise trading
2
Prognoseverfahren
2
Risiko
2
Risk
2
Share price
2
Statistical distribution
2
Statistische Verteilung
2
"Structural" factor GARCH
1
Aktienindex
1
Analysis of variance
1
Arbeitslosigkeit
1
Arbeitsuche
1
Asymmetric dependence
1
Ausreißer
1
Beta risk
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Berg, Gerard J. van den
Bollerslev, Tim
Todorov, Viktor
15
Pesaran, M. Hashem
12
Phillips, Peter C. B.
12
Koop, Gary
11
Linton, Oliver
9
Marcellino, Massimiliano
9
Tauchen, George Eugene
9
Su, Liangjun
8
Baltagi, Badi H.
7
Andersen, Torben
6
Ghysels, Eric
6
Lee, Lung-fei
6
Shin, Yongcheol
6
Aït-Sahalia, Yacine
5
Gao, Jiti
5
Hsiao, Cheng
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Pendakur, Krishna
5
Zakoïan, Jean-Michel
5
Barigozzi, Matteo
4
Callaway, Brantly
4
Clark, Todd E.
4
Francq, Christian
4
Frühwirth-Schnatter, Sylvia
4
Gouriéroux, Christian
4
Harding, Matthew C.
4
Heckman, James J.
4
Kapetanios, George
4
Kilian, Lutz
4
Koopman, Siem Jan
4
Kumbhakar, Subal
4
Lamarche, Carlos
4
Li, Kunpeng
4
Park, Joon Y.
4
Sasaki, Yuya
4
Schmidt, Peter
4
Sickles, Robin C.
4
more ...
less ...
Published in...
All
Journal of applied econometrics
Journal of econometrics
Discussion paper series / IZA
26
Working papers / Institute for Evaluation of Labour Market and Education Policy
11
Discussion paper / Tinbergen Institute
10
Discussion paper / Centre for Economic Policy Research
7
Working paper / IFAU - Institute for Labour Market Policy Evaluation
7
CREATES research paper
5
Journal of financial economics
5
NBER Working Paper
5
NBER working paper series
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
International economic review
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
ERID working paper
3
Finance and economics discussion series
3
Working paper / National Bureau of Economic Research, Inc.
3
Working paper series
3
CFS working paper series
2
CREATES Research Paper
2
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
2
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
2
IFS working paper
2
Memorandum from (the) Institute of Economic Research, Faculty of Economics, University of Groningen
2
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
The journal of finance : the journal of the American Finance Association
2
Working papers / Financial Institutions Center
2
ZEW discussion papers
2
American Economic Review papers and proceedings
1
Boston College working papers in economics
1
CESifo working papers
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Handbook of economic forecasting ; 1
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
A general semiparametric approach to inference with marker-dependent hazard rate models
Berg, Gerard J. van den
;
Janys, Lena
;
Mammen, Enno
; …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 43-67
Persistent link: https://www.econbiz.de/10012618795
Saved in:
4
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:
5
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
6
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
7
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
8
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
9
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
Saved in:
10
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->