//--> //--> //--> //-->
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
~type_genre:"Aufsatz in Zeitschrift"
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
Panel experiments and dynamic...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
19
Theory
19
Estimation theory
16
Schätztheorie
16
Volatility
13
Volatilität
13
Time series analysis
11
Zeitreihenanalyse
11
Stochastic process
8
Stochastischer Prozess
8
ARCH model
7
ARCH-Modell
7
Capital income
6
Kapitaleinkommen
6
Börsenkurs
5
Share price
5
State space model
5
Zustandsraummodell
5
Bayes-Statistik
4
Bayesian inference
4
Correlation
4
Korrelation
4
Multivariate Analyse
4
Multivariate analysis
4
Estimation
3
Experiment
3
Induktive Statistik
3
Markov chain
3
Markov-Kette
3
Statistical inference
3
Welt
3
World
3
Analysis of variance
2
Electronic trading
2
Elektronisches Handelssystem
2
Forecast
2
Forecasting model
2
Futures
2
Großbritannien
2
Monte Carlo simulation
2
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
45
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Working Paper
110
Arbeitspapier
106
Graue Literatur
101
Non-commercial literature
101
Article in journal
46
Aufsatz im Buch
5
Book section
5
Collection of articles of several authors
5
Sammelwerk
5
Konferenzschrift
3
Aufsatzsammlung
2
Conference proceedings
2
Article
1
Rezension
1
more ...
less ...
Language
All
English
44
German
2
Author
All
Shephard, Neil G.
40
Barndorff-Nielsen, Ole E.
11
Lunde, Asger
6
Chib, Siddhartha
5
Sheppard, Kevin
5
Bojinov, Iavor
4
Hansen, Peter Reinhard
4
Harvey, Andrew C.
2
Koopman, Siem Jan
2
Meddahi, Nour
2
Mykland, Per A.
2
Nardari, Federico
2
Noureldin, Diaa
2
Rambachan, Ashesh
2
Saint-Jacques, Guillaume
2
Tingley, Martin
2
Andersen, Torben
1
Atkinson, Anthony C.
1
Bec, Frédérique
1
Bennedsen, Mikkel
1
Bos, Charles S.
1
Cavaliere, Giuseppe
1
Creal, Drew
1
Doornik, Jurgen A.
1
Elerian, Ola
1
Engle, Robert F.
1
Fiorentini, Gabriele
1
Flury, Thomas
1
Graversen, Svend Erik
1
Hendry, David F.
1
Jacod, Jean
1
Kim, Sangjoon
1
Kleinberg, Jon
1
Ludwig, Jens
1
Manrique, Aurora
1
Mullainathan, Sendhil
1
Nakajima, Jouchi
1
Omori, Yasuhiro
1
Pakel, Cavit
1
Rahbek, Anders
1
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
13
Econometric theory
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The econometrics journal
3
Harvard-Business-Manager : das Wissen der Besten
2
The review of economic studies
2
AEA papers and proceedings
1
Econometric reviews
1
Harvard business review : HBR
1
Journal of forecasting
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Oxford bulletin of economics and statistics
1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies : RES
1
more ...
less ...
Source
All
ECONIS (ZBW)
46
Showing
1
-
10
of
46
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
From characteristic function to distribution function : a simple framework for the theory
Shephard, Neil G.
- In:
Econometric theory
7
(
1991
)
4
,
pp. 519-529
Persistent link: https://www.econbiz.de/10001117734
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
Multivariate stochastic variance models
Harvey, Andrew C.
- In:
The review of economic studies
61
(
1994
)
2
,
pp. 247-264
Persistent link: https://www.econbiz.de/10001160740
Saved in:
4
Annals of econometrics: cointegration and dynamics in economics
Hendry, David F.
(
contributor
); …
- In:
Journal of econometrics
80
(
1997
)
2
,
pp. 199-422
Persistent link: https://www.econbiz.de/10001226816
Saved in:
5
Estimation of an asymmetric stochastic volatility model for asset returns
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 429-434
Persistent link: https://www.econbiz.de/10001209347
Saved in:
6
Deletion diagnostics for transformations of time series
Atkinson, Anthony C.
- In:
Journal of forecasting
15
(
1996
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10001191686
Saved in:
7
Stochastic volatility : likelihood inference and comparison with ARCH models
Kim, Sangjoon
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 361-393
Persistent link: https://www.econbiz.de/10001244376
Saved in:
8
Econometric analysis of vast covariance matrices using composite realized kernels and their application to portfolio choice
Lunde, Asger
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 504-518
Persistent link: https://www.econbiz.de/10011692391
Saved in:
9
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
10
Econometric analysis of realized covariation : high frequency based covariance, regression, and correlation in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
3
,
pp. 885-925
Persistent link: https://www.econbiz.de/10002095843
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->