//--> //--> //--> //-->
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:"China economic review : an international journal"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Journal of econometrics"
~person:"Bollerslev, Tim"
~person:"Kim, Donggyu"
~subject:"Schätztheorie"
~subject:"United States"
~subject:"Volatility"
~subject:"Volatilität"
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
Managing trade : evidence from...
Similar by subject
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
United States
Volatility
Volatilität
Estimation
14
Schätzung
14
Time series analysis
9
Zeitreihenanalyse
9
Estimation theory
8
ARCH model
6
ARCH-Modell
6
Börsenkurs
6
High-frequency data
6
Share price
6
Capital income
5
Forecasting model
5
Kapitaleinkommen
5
Prognoseverfahren
5
Stochastic process
5
Stochastischer Prozess
5
USA
4
Market microstructure
3
Marktmikrostruktur
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Sparsity
3
Analysis
2
Factor model
2
Financial market
2
Finanzmarkt
2
GARCH
2
Mathematical analysis
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Microstructure noise
2
Noise Trading
2
Noise trading
2
Option pricing theory
2
Optionspreistheorie
2
POET
2
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
16
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
17
Author
All
Bollerslev, Tim
Kim, Donggyu
Todorov, Viktor
14
Slottje, Daniel Jonathan
8
Tauchen, George Eugene
8
Gao, Jiti
6
Li, Jia
6
Linton, Oliver
6
Park, Joon Y.
6
Aït-Sahalia, Yacine
5
Baltagi, Badi H.
5
Cai, Zongwu
5
Francq, Christian
5
Phillips, Peter C. B.
5
Schmidt, Peter
5
Andersen, Torben
4
Diebold, Francis X.
4
Engle, Robert F.
4
Ghysels, Eric
4
Koop, Gary
4
Lu, Xun
4
McAleer, Michael
4
Pesaran, M. Hashem
4
Sasaki, Yuya
4
Su, Liangjun
4
Wang, Fa
4
Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
Barigozzi, Matteo
3
Berndt, Ernst R.
3
Callaway, Brantly
3
Chen, Xiaohong
3
Fan, Yanqin
3
Franses, Philip Hans
3
Heckman, James J.
3
Hsiao, Cheng
3
Jorgenson, Dale Weldeau
3
Kao, Chihwa
3
Klaauw, Wilbert van der
3
Klein, Lawrence Robert
3
more ...
less ...
Published in...
All
China economic review : an international journal
Discussion paper / Tinbergen Institute / Tinbergen Institute
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
6
Finance and economics discussion series
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of financial economics
5
CFS working paper series
4
CREATES research paper
4
NBER Working Paper
4
NBER working paper series
4
The journal of finance : the journal of the American Finance Association
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Working papers / Financial Institutions Center
3
ERID working paper
2
Journal of empirical finance
2
KAIST College of Business Working Paper Series
2
KAIST College of Business Working Paper Series No
2
The review of economics and statistics
2
The review of financial studies
2
Working papers / Rodney L. White Center for Financial Research
2
Advanced texts in econometrics
1
American Economic Review papers and proceedings
1
American economic review
1
CREATES Research Paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Econometric analysis of financial and economic time series ; part B
1
Econometrics : open access journal
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Financial markets and asset pricing
1
Handbook of economic forecasting ; 1
1
International economic review
1
International finance discussion papers
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of international economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
6
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:
7
Structured volatility matrix
estimation
for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
8
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:
9
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
10
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->