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 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
Reconstructing the Kalman Filt...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Börsenkurs
2
Estimation
2
Schätzung
2
Share price
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Bivariate jump diffusion model
1
CAPM
1
Estimation theory
1
Forecasting model
1
Microstructure noise
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nichtparametrisches Verfahren
1
Nonparametric jump measures
1
Nonparametric statistics
1
Option pricing theory
1
Optionspreistheorie
1
Price jump tests
1
Prognoseverfahren
1
Risikoprämie
1
Risk premium
1
Sampling
1
Sampling frequency
1
Schätztheorie
1
Statistical test
1
Statistischer Test
1
Stichprobenerhebung
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Time series analysis
1
Volatility jumps
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Forbes, Catherine Scipione
2
Maneesoonthorn, Worapree
2
Martin, Gael M.
2
Grose, Simone D.
1
Published in...
All
Journal of econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
61
International journal of forecasting
13
Monash Econometrics and Business Statistics Working Papers
6
Economic modelling
3
CAMA Working Papers
2
Econometric Society 2004 Australasian Meetings
2
Econometric reviews
2
Economics letters
2
European journal of operational research : EJOR
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of forecasting
2
Applied economics letters
1
Children and Youth Services Review
1
Economic Modelling
1
Economics Letters
1
European Journal of Operational Research
1
International Journal of Forecasting
1
Journal of applied econometrics
1
Journal of economic behavior & organization : JEBO
1
Journal of empirical finance
1
Journal of regional science
1
Melbourne Institute Working Paper Series
1
Melbourne Institute working paper series
1
Omega : the international journal of management science
1
Studies in Nonlinear Dynamics & Econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The economic record : er
1
Working paper / Department of Econometrics and Operations Research, Monash University
1
Working paper / Department of Econometrics, Faculty of Economics and Politics, Monash University
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
2
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
171
(
2012
)
2
,
pp. 217-236
Persistent link: https://www.econbiz.de/10009691156
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
