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~subject:"Schätztheorie"
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Schätztheorie
Theorie
74
Theory
73
Estimation theory
58
Volatility
51
Zeitreihenanalyse
46
Time series analysis
45
Volatilität
42
Stochastic process
39
Stochastischer Prozess
39
Econometrics
35
Quadratic variation
32
ARCH model
26
ARCH-Modell
26
Realised variance
25
Stochastic volatility
25
Markov chain Monte Carlo
23
Bayesian inference
21
State space model
19
Zustandsraummodell
18
stochastic volatility
18
Realised volatility
17
Financial market
16
Finanzmarkt
16
Großbritannien
16
Multivariate Analyse
16
Multivariate analysis
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Bayes-Statistik
13
Correlation
13
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13
Kalman filter
13
Korrelation
13
Schätzung
13
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12
Markov chain
12
Semimartingale
12
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11
particle filter
11
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Free
26
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Book / Working Paper
41
Article
17
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Graue Literatur
27
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26
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26
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16
Aufsatz in Zeitschrift
16
Aufsatz im Buch
1
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1
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English
58
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Shephard, Neil G.
44
Barndorff-Nielsen, Ole E.
14
Lunde, Asger
9
Shephard, Neil
9
Hansen, Peter Reinhard
7
Sheppard, Kevin
7
Chib, Siddhartha
6
Bojinov, Iavor
5
Noureldin, Diaa
4
Xiu, Dacheng
4
Engle, Robert F.
3
Flury, Thomas
3
Harvey, Andrew C.
3
Kim, Sangjoon
3
Bennedsen, Mikkel
2
Doucet, Arnaud
2
Ham, Dae Woong
2
Koopman, Siem Jan
2
Lindon, Michael
2
Nardari, Federico
2
Rambachan, Ashesh
2
Tingley, Martin
2
Veraart, Almut E. D.
2
Atkinson, Anthony C.
1
Basse, Guillaume
1
Doornik, Jurgen A.
1
DosSantos DiSorbo, Matthew
1
Elerian, Ola
1
Fiorentini, Gabriele
1
Graversen, Svend Erik
1
Hendry, David F.
1
Jacod, Jean
1
Menchetti, Fiammetta
1
Nielsen, Bent
1
Pakel, Cavit
1
Podolskij, Mark
1
Roth, Jonathan
1
Ruiz, Esther
1
Rydberg, Tina Hviid
1
Rydberg, Tina Hvild
1
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Centre for Analytical Finance <Århus>
2
Nuffield College
1
Oxford Financial Research Centre
1
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Economics discussion papers
7
Department of Economics discussion paper series / University of Oxford
6
Journal of econometrics
6
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Suntory Toyota International Centre for Economics and Related Disciplines
4
Working papers / Harvard Business School, Division of Research
4
Oxford Financial Research Centre economics series
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The review of economic studies
2
CREATES research paper
1
Chicago Booth Research Paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Global COE Hi-Stat discussion paper series
1
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
1
Journal of applied econometrics
1
Mathematical finance
1
The review of economic studies : RES
1
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ECONIS (ZBW)
58
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1
Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
-
2012
Persistent link: https://www.econbiz.de/10009531407
Saved in:
2
Distribution of the ML estimator of an MA(1) and a local level model
Shephard, Neil G.
- In:
Econometric theory
9
(
1993
)
3
,
pp. 377-401
Persistent link: https://www.econbiz.de/10001151128
Saved in:
3
Estimation and testing of stochastic variance models
Harvey, Andrew C.
;
Shephard, Neil G.
-
1993
Persistent link: https://www.econbiz.de/10000868273
Saved in:
4
Exact score for time series models in state space form
Koopman, Siem Jan
;
Shephard, Neil G.
-
1992
Persistent link: https://www.econbiz.de/10000837992
Saved in:
5
Deletion diagnostics and transformations for time series
Atkinson, Anthony C.
;
Shephard, Neil G.
-
1992
Persistent link: https://www.econbiz.de/10000839002
Saved in:
6
A local scale model : an unobserved component alternative to integrated garch processes
Shephard, Neil G.
-
1990
Persistent link: https://www.econbiz.de/10000804115
Saved in:
7
Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan
;
Shephard, Neil G.
;
Doornik, Jurgen A.
-
1998
Persistent link: https://www.econbiz.de/10000167948
Saved in:
8
How accurate is the asymptotic approximation to the distribution of realised variance?
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Identification and inference for econometric models : …
,
(pp. 306-331)
.
2005
Persistent link: https://www.econbiz.de/10003352563
Saved in:
9
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10003313338
Saved in:
10
Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
-
2008
Persistent link: https://www.econbiz.de/10003807445
Saved in:
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