//--> //--> //-->
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"
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
Preaveraging-Based Estimation...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Analysis of variance
2
Correlation
2
Estimation
2
Forecasting model
2
Korrelation
2
Prognoseverfahren
2
Schätzung
2
Theorie
2
Theory
2
Varianzanalyse
2
Börsenkurs
1
Capital income
1
Duration analysis
1
Estimation theory
1
Kapitaleinkommen
1
Portfolio selection
1
Portfolio-Management
1
Schätztheorie
1
Share price
1
Statistische Bestandsanalyse
1
Time series analysis
1
USA
1
United States
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
blocked realized kernel
1
covariance prediction
1
portfolio optimization
1
regularization
1
spectral decomposition
1
more ...
less ...
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Undetermined
1
Author
All
Hautsch, Nikolaus
3
Kyj, Lada M.
3
Oomen, Roel C. A.
2
Härdle, Wolfgang
1
Malec, Peter
1
Mihoci, Andrija
1
hautsch, Nikolaus
1
more ...
less ...
Published in...
All
Journal of applied econometrics
CFS Working Paper Series
34
SFB 649 Discussion Paper
34
SFB 649 discussion paper
31
CREATES Research Papers
30
CREATES research paper
30
SFB 649 Discussion Papers
29
CFS working paper series
28
CFS Working Paper
21
CoFE Discussion Paper
14
Journal of econometrics
13
Stochastic Processes and their Applications
8
Technical Report
8
Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
8
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
CREATES Research Paper
7
CoFE discussion papers
7
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
7
Discussion paper series / CoFE
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
FRU Working Papers
7
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
7
Diskussionspapier
6
Journal of empirical finance
6
Journal of Financial Econometrics
5
Journal of economic dynamics & control
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Applied quantitative finance
4
CFR Working Papers
4
CORE Discussion Papers RP
4
Journal of Econometrics
4
Journal of banking & finance
4
Post-Print / HAL
4
Working paper / Centre for Financial Research
4
CFR Working Paper
3
Economics Series Working Papers / Department of Economics, Oxford University
3
Journal of Applied Econometrics
3
Journal of Empirical Finance
3
OFRC Working Papers Series
3
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
2
more ...
less ...
Source
All
ECONIS (ZBW)
3
OLC EcoSci
1
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
Saved in:
2
Do high-frequency data improve high-dimensional portfolio allocations?
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Malec, Peter
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 263-290
Persistent link: https://www.econbiz.de/10011327609
Saved in:
3
A blocking and regularization approach to high-dimensional realized covariance estimation
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Oomen, Roel C. A.
- In:
Journal of applied econometrics
27
(
2012
)
4
,
pp. 625-645
Persistent link: https://www.econbiz.de/10009618510
Saved in:
4
A blocking and regularization approach to high-dimensional realized covariance estimation
hautsch, Nikolaus
;
Kyj, Lada M.
;
Oomen, Roel C. A.
- In:
Journal of applied econometrics
27
(
2012
)
4
,
pp. 625-646
Persistent link: https://www.econbiz.de/10010026027
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->