//--> //--> //--> //-->
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:"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
Hermite polynomial based expan...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Volatility
26
Theorie
21
Theory
21
Risikoprämie
19
Risk premium
19
Artificial intelligence
17
Estimation
17
Künstliche Intelligenz
17
Schätzung
17
Estimation theory
16
Schätztheorie
16
Börsenkurs
15
Capital income
15
Kapitaleinkommen
15
Share price
15
CAPM
14
Factor analysis
12
Faktorenanalyse
12
Financial economics
12
Forecasting model
12
Kapitalmarkttheorie
12
Prognoseverfahren
12
Capital market returns
10
Correlation
10
Kapitalmarktrendite
10
Korrelation
10
ARCH model
8
ARCH-Modell
8
Newspaper
8
Portfolio selection
8
Portfolio-Management
8
USA
8
United States
8
Zeitung
8
Data Mining
7
Data mining
7
Option pricing theory
7
Optionspreistheorie
7
Comparison
6
more ...
less ...
Online availability
All
Free
15
Undetermined
7
Type of publication
All
Book / Working Paper
17
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Graue Literatur
4
Non-commercial literature
4
Arbeitspapier
3
Working Paper
3
Collection of articles written by one author
1
Hochschulschrift
1
Sammlung
1
more ...
less ...
Language
All
English
25
Author
All
Xiu, Dacheng
25
Aït-Sahalia, Yacine
5
Kalnina, Ilze
4
Song, Zhaogang
4
Ait-Sahalia, Yacine
3
Li, Jia
3
Amengual, Dante
2
Da, Rui
2
Giglio, Stefano
2
Kelly, Bryan T.
2
Liu, Yunxiao
1
more ...
less ...
Published in...
All
Chicago Booth Research Paper
9
Journal of econometrics
7
CEA_372Cass working paper series
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
FEDS Working Paper
1
Fama-Miller Working Paper, Forthcoming
1
Finance and economics discussion series
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Quasi-maximum likelihood estimation of volatility with high frequency data
Xiu, Dacheng
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 235-250
Persistent link: https://www.econbiz.de/10008839925
Saved in:
2
Essays in financial econometrics
Xiu, Dacheng
-
2011
Persistent link: https://www.econbiz.de/10011950727
Saved in:
3
Nonparametric estimation of the leverage effect : a trade-off between robustness and efficiency
Kalnina, Ilze
;
Xiu, Dacheng
-
2015
Persistent link: https://www.econbiz.de/10011419309
Saved in:
4
A tale of two option markets : pricing kernels and volatility risk
Song, Zhaogang
;
Xiu, Dacheng
-
2014
Persistent link: https://www.econbiz.de/10010434036
Saved in:
5
Using principal component analysis to estimate a highdimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
-
2017
Persistent link: https://www.econbiz.de/10012806600
Saved in:
6
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
7
A Hausman test for the presence of market microstructure noise in high frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 176-205
Persistent link: https://www.econbiz.de/10012303614
Saved in:
8
Generalized method of integrated moments for high-frequency data
Li, Jia
;
Xiu, Dacheng
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1613-1633
Persistent link: https://www.econbiz.de/10011611168
Saved in:
9
A tale of two option markets : pricing kernels and volatility risk
Song, Zhaogang
;
Xiu, Dacheng
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 176-196
Persistent link: https://www.econbiz.de/10011591632
Saved in:
10
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->