//--> //--> //--> //-->
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
~subject:"United States"
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
Using Daily Range Data to Cali...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
United States
Theorie
80
Theory
79
Volatility
62
Volatilität
62
Estimation theory
50
Schätztheorie
50
Estimation
41
Schätzung
41
Time series analysis
37
Zeitreihenanalyse
37
Börsenkurs
31
Share price
31
Risk premium
28
Stochastic process
28
Stochastischer Prozess
28
Capital income
27
Kapitaleinkommen
27
Risikoprämie
26
Bayes-Statistik
24
Bayesian inference
24
CAPM
21
USA
20
Econometrics
16
Ökonometrie
16
stochastic volatility
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Probability theory
12
Wahrscheinlichkeitsrechnung
12
Yield curve
12
Zinsstruktur
12
Aktienmarkt
11
High-frequency data
11
Momentenmethode
11
Stock market
11
high-frequency data
11
Method of moments
10
Option pricing theory
10
Optionspreistheorie
10
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Article
15
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Aufsatz im Buch
1
Book section
1
Einführung
1
Forschungsbericht
1
Hochschulschrift
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
20
Author
All
Tauchen, George Eugene
10
Gallant, A. Ronald
9
Hsu, Chiente
6
Kugler, Peter
3
Zhou, Hao
3
Bansal, Ravi
2
Bollerslev, Tim
2
Rossi, Peter E.
2
Ahn, Dong-Hyun
1
Dittmar, Robert F.
1
Durham, Garland B.
1
Fleissig, Adrian R.
1
Hong, Han
1
Seater, John J.
1
Sizova, Natalia
1
Todorov, Viktor
1
more ...
less ...
Published in...
All
Macroeconomic dynamics
3
The review of financial studies
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
CREATES research paper
1
Computation and estimation in finance and economics
1
Diskussionsbeiträge / Volkswirtschaftliches Institut Bern, Abteilung für Angewandte Mikroökonomie
1
Economics letters
1
Finance and economics discussion series
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Lecture notes in economics and mathematical systems : LNEMS
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald
;
Hsu, Chiente
;
Tauchen, George Eugene
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
Saved in:
2
Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald
- In:
Macroeconomic dynamics
1
(
1997
)
1
,
pp. 135-168
Persistent link: https://www.econbiz.de/10001337436
Saved in:
3
Stock prices and volume
Gallant, A. Ronald
- In:
The review of financial studies
5
(
1992
)
2
,
pp. 199-242
Persistent link: https://www.econbiz.de/10001123796
Saved in:
4
Nonlinear dynamic structures
Gallant, A. Ronald
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 871-907
Persistent link: https://www.econbiz.de/10001147138
Saved in:
5
The revival of the expectations hypothesis of the US term structure of interest rates
Hsu, Chiente
;
Kugler, Peter
-
1996
Persistent link: https://www.econbiz.de/10000933041
Saved in:
6
The revival of the expectations hypothesis of the US term structure of interest rates
Hsu, Chiente
- In:
Economics letters
55
(
1997
)
1
,
pp. 115-120
Persistent link: https://www.econbiz.de/10001225271
Saved in:
7
Volume-volatility dynamics in an intertemporal asset pricing model
Hsu, Chiente
- In:
Macroeconomic dynamics
4
(
2000
)
4
,
pp. 506-533
Persistent link: https://www.econbiz.de/10001548629
Saved in:
8
A nonlinear analysis of forward premium and volatility
Hsu, Chiente
(
contributor
);
Kugler, Peter
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
4
,
pp. 187-201
Persistent link: https://www.econbiz.de/10001769651
Saved in:
9
Volume and the nonlinear dynamics of stock returns
Hsu, Chiente
-
1998
Persistent link: https://www.econbiz.de/10013278146
Saved in:
10
An introduction to econometric theory : measure-theoretic probability and statistics with applications to economics
Gallant, A. Ronald
-
1997
Persistent link: https://www.econbiz.de/10000619800
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->