//--> //--> //--> //-->
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
~person:"Jarrow, Robert A."
~person:"Linton, Oliver"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Sammlung"
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:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Theorie
162
Theory
162
Estimation theory
65
Schätztheorie
65
Nichtparametrisches Verfahren
61
Nonparametric statistics
61
CAPM
37
Portfolio selection
28
Portfolio-Management
28
Time series analysis
26
Option pricing theory
25
Optionspreistheorie
25
Regression analysis
25
Regressionsanalyse
25
Yield curve
25
Zinsstruktur
25
Bubbles
20
Derivat
20
Derivative
20
Spekulationsblase
20
USA
19
United States
19
Estimation
18
Schätzung
18
Arbitrage
17
Börsenkurs
17
Share price
17
Credit risk
16
Kreditrisiko
16
Volatility
15
Volatilität
15
ARCH model
12
ARCH-Modell
12
Risk
12
Martingal
11
Martingale
11
Risiko
11
Stochastic process
11
Stochastischer Prozess
11
more ...
less ...
Online availability
All
Undetermined
10
Free
4
Type of publication
All
Article
23
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
Conference proceedings
Sammlung
Graue Literatur
27
Non-commercial literature
27
Aufsatz in Zeitschrift
26
Arbeitspapier
22
Working Paper
22
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
26
Author
All
Jarrow, Robert A.
Linton, Oliver
Phillips, Peter C. B.
74
Franses, Philip Hans
54
Gil-Alaña, Luis A.
53
Taylor, Robert
44
Perron, Pierre
40
Leybourne, Stephen James
38
Koopman, Siem Jan
33
Teräsvirta, Timo
33
Lütkepohl, Helmut
32
Harvey, Andrew C.
31
Koop, Gary
30
Caporale, Guglielmo Maria
28
Hassler, Uwe
28
Hecq, Alain W. J.
26
McAleer, Michael
24
Granger, C. W. J.
23
Hong, Yongmiao
23
Hyndman, Rob J.
23
Ghysels, Eric
22
Harvey, David I.
22
Hendry, David F.
22
Lucas, André
22
McElroy, Tucker
22
Sibbertsen, Philipp
22
Johansen, Søren
21
Newbold, Paul
21
Petropoulos, Fotios
21
Chambers, Marcus J.
20
Gao, Jiti
20
Robinson, Peter M.
20
Swanson, Norman R.
20
Xiao, Zhijie
20
Chan, Joshua
19
Gupta, Rangan
19
Kapetanios, George
19
Mills, Terence C.
19
Pesaran, M. Hashem
19
Proietti, Tommaso
19
Saikkonen, Pentti
19
more ...
less ...
Published in...
All
Journal of econometrics
11
Econometric theory
5
Cambridge working papers in economics
3
Cambridge-INET working papers
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
International journal of theoretical and applied finance
1
Journal of applied economics
1
Journal of the American Statistical Association : JASA
1
Quantitative finance
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A study on asset price bubble dynamics : explosive trend or quadratic variation?
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 613-626
Persistent link: https://www.econbiz.de/10014552111
Saved in:
2
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
3
Nonparametric recovery of the yield curve evolution from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012697699
Saved in:
4
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 562-588
Persistent link: https://www.econbiz.de/10012618568
Saved in:
5
A ReMeDI for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
Saved in:
6
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
7
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
8
A weighted sieve estimator for nonparametric time series models with nonstationary variables
Dong, Chaohua
;
Linton, Oliver
;
Peng, Bin
- In:
Journal of econometrics
222
(
2021
)
2
,
pp. 909-932
Persistent link: https://www.econbiz.de/10012619807
Saved in:
9
Quantilograms under strong dependence
Lee, Ji Hyung
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometric theory
36
(
2020
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
Saved in:
10
Multiscale clustering of nonparametric regression curves
Vogt, Michael
;
Linton, Oliver
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 305-325
Persistent link: https://www.econbiz.de/10012439696
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->