//--> //--> //-->
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 financial econometrics : official journal of the Society for Financial Econometrics"
~language:"eng"
~person:"Dahlhaus, Rainer"
~person:"Scaillet, Olivier"
~subject:"Estimation"
~subject:"Nonparametric statistics"
~subject:"Risk premium"
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:"Statistik"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Nonparametric statistics
Risk premium
Nichtparametrisches Verfahren
2
Theorie
2
Theory
2
Börsenkurs
1
Capital income
1
Decomposition method
1
Dekompositionsverfahren
1
Estimation theory
1
Kapitaleinkommen
1
Market microstructure
1
Marktmikrostruktur
1
Nichtlineare Regression
1
Noise Trading
1
Noise trading
1
Nonlinear regression
1
Nonlinear state-space model
1
Portfolio selection
1
Portfolio-Management
1
Reinsurance
1
Risiko
1
Risikoprämie
1
Risk
1
Rückversicherung
1
Schätztheorie
1
Schätzung
1
Share price
1
State space model
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
Zustandsraummodell
1
microstructure noise
1
random time change
1
sequential EM algorithm
1
tick-by-tick data
1
trading intensity
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
Author
All
Dahlhaus, Rainer
Scaillet, Olivier
Garcia, René
5
Almeida, Caio
4
Ardison, Kym
4
Vicente, Jose
4
Olmo, Jose
3
Chen, Song Xi
2
Ghysels, Eric
2
Härdle, Wolfgang
2
Trojani, Fabio
2
Aguilar, Mike
1
Amisano, Gianni
1
Arapis, Manuel
1
Asai, Manabu
1
Bali, Turan G.
1
Barunik, Jozef
1
Birke, Melanie
1
Bos, Charles S.
1
Boudt, Kris
1
Bu, Ruijun
1
Caldeira, João F.
1
Camponovo, Lorenzo
1
Carrasco, Marine
1
Chiu, Ching Wai Jeremy
1
Chollete, Lorán
1
Croux, Christophe
1
Daglish, Toby
1
Denuit, Michel
1
Di, Jianing
1
Dobrev, Dobrislav
1
Eraker, Bjørn
1
Escanciano, J. Carlos
1
Fan, Jianqing
1
Fan, Yingying
1
Fengler, Matthias R.
1
Ferreira, Eva
1
Foerster, Andrew
1
Francq, Christian
1
Gagliardini, Patrick
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
12
Research paper series / Swiss Finance Institute
12
Swiss Finance Institute Research Paper
9
FAME research paper series
8
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
5
Journal of econometrics
4
Econometric theory
2
Journal of banking & finance
2
Research paper / International Center for Financial Asset Management and Engineering
2
Annals of economics and statistics
1
Columbia economics discussion paper series / Department of Economics, Columbia University
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
IRES discussion papers
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Swiss Finance Institute Research Paper 06-30
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
Saved in:
2
Nonparametric tests for positive quadrant dependence
Denuit, Michel
;
Scaillet, Olivier
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
3
,
pp. 422-450
Persistent link: https://www.econbiz.de/10002214466
Saved in:
3
Online spot volatility-estimation and decomposition with nonlinear market microstructure noise models
Dahlhaus, Rainer
;
Neddermeyer, Jan Christoph
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 174-212
Persistent link: https://www.econbiz.de/10010233600
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->