//--> //--> //--> //-->
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
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
03.5.2. Consistent Standard Er...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Nichtparametrisches Verfahren
211
Nonparametric statistics
208
Schätztheorie
200
Estimation theory
195
Theorie
181
Theory
178
Time series analysis
81
Zeitreihenanalyse
81
Estimation
80
Schätzung
80
Regressionsanalyse
64
Regression analysis
63
Statistischer Test
49
Statistical test
47
Stochastischer Prozess
43
Stochastic process
40
ARCH model
39
ARCH-Modell
39
Volatility
37
Volatilität
35
Core
31
kernel estimation
30
Bootstrap-Verfahren
28
nonparametric regression
28
Statistische Verteilung
27
Bootstrap approach
26
Statistical distribution
26
Börsenkurs
25
Forecasting model
25
Prognoseverfahren
25
Share price
25
Panel
24
Panel study
24
Capital income
23
Kapitaleinkommen
23
Method of moments
19
CAPM
18
Momentenmethode
18
Correlation
17
HB Economic Theory
17
more ...
less ...
Online availability
All
Free
535
Undetermined
126
Type of publication
All
Book / Working Paper
602
Article
338
Type of publication (narrower categories)
All
Working Paper
255
Graue Literatur
229
Non-commercial literature
229
Arbeitspapier
202
Article in journal
168
Aufsatz in Zeitschrift
168
Aufsatz im Buch
4
Book section
4
Collection of articles of several authors
3
Conference paper
3
Konferenzbeitrag
3
Sammelwerk
3
Konferenzschrift
2
Lehrbuch
2
Article
1
Aufsatzsammlung
1
Bibliografie
1
Hochschulschrift
1
Nachschlagewerk
1
Reference book
1
Rezension
1
Systematic review
1
Textbook
1
Thesis
1
research-article
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
624
Undetermined
314
Portuguese
1
Swedish
1
Author
All
Linton, Oliver
767
Kristensen, Dennis
176
Whang, Yoon-Jae
62
Whang, Yoon-jae
47
Lewbel, Arthur
41
Mammen, Enno
32
Xiao, Zhijie
30
Gao, Jiti
28
Chen, Xiaohong
27
Li, Degui
27
Connor, Gregory
26
Maasoumi, Esfandiar
23
Anderson, Gordon
21
Rahbek, Anders
21
Kim, Woocheol
18
Nielsen, Jens Perch
18
Härdle, Wolfgang
17
Vogt, Michael
17
Hafner, Christian M.
16
Shintani, Mototsugu
16
Xia, Yingcun
16
Dong, Chaohua
15
Song, Kyungchul
15
Vorkink, Keith
15
Hagmann, Matthias
14
Lu, Zudi
14
Chen, Jia
13
Koo, Bonsoo
13
Ang, Andrew
12
Creel, Michael
12
Hodgson, Douglas J.
12
Srisuma, Sorawoot
12
Wang, Qihua
12
Han, Heejoon
11
Hong, Seok Young
11
Kalnina, Ilze
11
Lu, Zu-di
11
Zhang, Zheng
11
Gaglianone, Wagner Piazza
10
Lima, Luiz Renato
10
more ...
less ...
Institution
All
London School of Economics (LSE)
62
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
39
Centre for Microdata Methods and Practice (CEMMAP)
31
Cowles Foundation for Research in Economics, Yale University
20
Financial Markets Group
20
School of Economics and Management, University of Aarhus
16
Centre for Microdata Methods and Practice <London>
6
Department of Economics, Boston College
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Departament d'Economia i Història Econòmica, Universitat Autònoma de Barcelona
5
Departamento de Economía, Universidad Carlos III de Madrid
5
HAL
4
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
4
Boston College / Department of Economics
2
Centre for Applied Microeconometrics (CAM), Økonomisk Institut
2
Department of Econometrics and Business Statistics, Monash Business School
2
Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät
2
University of Toronto, Department of Economics
2
Vanderbilt University Department of Economics
2
Økonomisk Institut, Københavns Universitet
2
Barcelona Graduate School of Economics (Barcelona GSE)
1
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Central Bank of Brazil, Research Department
1
Centre de Recherche sur l'Emploi et les Fluctuations Économiques (CREFÉ), École des Sciences de la Gestion (ESG)
1
Centre for Analytical Finance <Århus>
1
Centre pour la Recherche Économique et ses Applications (CEPREMAP)
1
Department of Economics and Related Studies, University of York
1
Department of Economics, School of Arts and Sciences
1
EconWPA
1
Econometric Society
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
FGV/EPGE Escola Brasileira de Economia e Finanças, Fundação Getulio Vargas (FGV)
1
Harvard Institute of Economic Research
1
Institut für Schweizerisches Bankwesen <Zürich>
1
International Symposium on Financial Engineering and Risk Management <2018, Schanghai>
1
National Bureau of Economic Research
1
National Bureau of Economic Research (NBER)
1
National Centre for Econometric Research (NCER)
1
School of Management, Yale University
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
more ...
less ...
Published in...
All
Journal of econometrics
87
LSE Research Online Documents on Economics
62
CEMMAP working papers / Centre for Microdata Methods and Practice
59
Econometric theory
59
cemmap working paper
48
Cambridge working papers in economics
45
STICERD - Econometrics Paper Series
39
CeMMAP working papers
31
Econometric Theory
27
Journal of Econometrics
25
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
23
Cambridge-INET working papers
22
Cowles Foundation Discussion Papers
20
Econometrics papers
20
FMG Discussion Papers
20
CREATES Research Papers
16
Discussion paper series / LSE Financial Markets Group
16
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Working paper / Department of Econometrics and Business Statistics, Monash University
14
CREATES research paper
12
Cowles Foundation discussion paper
10
The econometrics journal
10
Janeway Institute working paper series
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of empirical finance
8
Econometrica
7
Boston College Working Papers in Economics
6
Discussion papers of interdisciplinary research project 373
6
Econometric reviews
6
Econometrics Journal
6
Boston College working papers in economics
5
Discussion paper / LSE Financial Markets Group
5
Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid
5
UFAE and IAE Working Papers
5
Working paper / Department of Economics, Universidad Carlos III de Madrid
5
Working papers / Department of Economics, Universidad Carlos III de Madrid
5
CREATES Research Paper
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Journal of Business & Economic Statistics
4
Journal of applied econometrics
4
more ...
less ...
Source
All
ECONIS (ZBW)
450
RePEc
334
OLC EcoSci
79
EconStor
54
BASE
19
USB Cologne (business full texts)
2
Other ZBW resources
2
more ...
less ...
Showing
1
-
10
of
940
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A closed-form estimator for the GARCH (1,1) model
Kristensen, Dennis
;
Linton, Oliver
- In:
Econometric theory
22
(
2006
)
2
,
pp. 323-337
Persistent link: https://www.econbiz.de/10003301258
Saved in:
2
Nonparametric estimation of a multifactor Heath-Jarrow-Morton model: an integrated approach
Jeffrey, Andrew
;
Kristensen, Dennis
;
Linton, Oliver
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 251-289
Persistent link: https://www.econbiz.de/10002214284
Saved in:
3
03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation-Solution
Kristensen, Dennis
;
Linton, Oliver
- In:
Econometric theory
20
(
2004
)
5
,
pp. 990
Persistent link: https://www.econbiz.de/10006962809
Saved in:
4
A CLOSED-FORM ESTIMATOR FOR THE GARCH(1,1) MODEL
Kristensen, Dennis
;
Linton, Oliver
- In:
Econometric theory
22
(
2006
)
2
,
pp. 323-337
Persistent link: https://www.econbiz.de/10006955251
Saved in:
5
A CLOSED-FORM ESTIMATOR FOR THE GARCH(1,1) MODEL
Kristensen, Dennis
;
Linton, Oliver
- In:
Econometric Theory
22
(
2006
)
02
,
pp. 323-337
Persistent link: https://www.econbiz.de/10005104557
Saved in:
6
03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation Solution
Kristensen, Dennis
;
Linton, Oliver
- In:
Econometric Theory
20
(
2004
)
05
,
pp. 990-993
Persistent link: https://www.econbiz.de/10005610578
Saved in:
7
Estimation of partial differential equations with applications in finance
Kristensen, Dennis
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 392-408
Persistent link: https://www.econbiz.de/10003774651
Saved in:
8
Semiparametric modelling and estimation : a selective overview
Kristensen, Dennis
-
2009
Persistent link: https://www.econbiz.de/10003883603
Saved in:
9
Uniform convergence rates of kernel estimators with heterogeneous dependent data
Kristensen, Dennis
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1433-1445
Persistent link: https://www.econbiz.de/10003885785
Saved in:
10
Nonparametric filtering of the realized spot volatility : a kernel-based approach
Kristensen, Dennis
- In:
Econometric theory
26
(
2010
)
1
,
pp. 60-93
Persistent link: https://www.econbiz.de/10003968526
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->