//--> //--> //--> //-->
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
isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Economic modelling"
~isPartOf:"Working paper"
~subject:"Stock index"
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
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Stock index
Estimation theory
284
Schätztheorie
284
Estimation
86
Schätzung
85
Time series analysis
55
Zeitreihenanalyse
55
Theorie
53
Theory
53
Regression analysis
40
Regressionsanalyse
40
Nichtparametrisches Verfahren
27
Nonparametric statistics
27
Statistical test
25
Statistischer Test
25
Panel
23
Panel study
23
Bayes-Statistik
22
Bayesian inference
22
Volatility
22
Volatilität
22
Share price
21
Stochastic process
20
Stochastischer Prozess
20
VAR model
19
VAR-Modell
19
Cointegration
18
Forecasting model
18
Kointegration
18
Monte Carlo simulation
18
Monte-Carlo-Simulation
18
Prognoseverfahren
18
Simulation
14
Maximum likelihood estimation
13
Maximum-Likelihood-Schätzung
13
Capital income
12
Kapitaleinkommen
12
USA
11
United States
11
ARCH model
10
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Article
13
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Graue Literatur
5
Non-commercial literature
5
Arbeitspapier
4
Working Paper
4
Language
All
English
21
Author
All
Kumar, Dilip
3
Maheswaran, S.
3
Faff, Robert W.
2
Bollerslev, Tim
1
Brailsford, Timothy J.
1
Brooks, Robert
1
Callen, Jeffrey L.
1
Coggin, T. Daniel
1
Easton, Stephen Andrew
1
Feng, Yuanhua
1
Gefang, Deborah
1
Gjerde, Øystein
1
Hatemi-J, Abdulnasser
1
Hill, Jonathan B.
1
Hunter, John Edward
1
Jones, Charles Parker
1
Kapetanios, George
1
Kaufmann, Hendrik
1
Koop, Gary
1
Kruse, Robinson
1
Lee, John H. H.
1
Li, Chang-shuai
1
McNeil, Alexander J.
1
Mikkelsen, Hans Ole Æ.
1
Motegi, Kaiji
1
Narayan, Paresh Kumar
1
Nyholm, Ken
1
Papantonis, Ioannis
1
Pesaran, M. Hashem
1
Poon, Aubrey
1
Sættem, Frode
1
Thuraisamy, Kannan Sivananthan
1
Wegener, Christoph
1
Wilson, Jack W.
1
more ...
less ...
Published in...
All
Advances in quantitative analysis of finance and accounting : a research annual
Economic modelling
Working paper
Journal of econometrics
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Journal of empirical finance
11
Economics letters
10
Cambridge working papers in economics
9
International journal of economics and financial issues : IJEFI
9
Journal of banking & finance
9
Journal of forecasting
8
Quantitative finance
8
Applied economics
7
Discussion paper / Tinbergen Institute
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of financial and quantitative analysis : JFQA
7
Journal of risk and financial management : JRFM
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
CESifo working papers
6
Econometrics : open access journal
6
Finance research letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
NBER Working Paper
6
NBER working paper series
6
SFB 649 discussion paper
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
Finance India : the quarterly journal of Indian Institute of Finance
5
International review of financial analysis
5
Journal of applied econometrics
5
Journal of financial economics
5
Journal of international financial markets, institutions & money
5
Pacific-Basin finance journal
5
Review of quantitative finance and accounting
5
Annals of finance
4
Applied financial economics
4
Bank of Finland research discussion papers
4
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012115020
Saved in:
2
Testing the white noise hypothesis of stock returns
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Economic modelling
76
(
2019
),
pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
Saved in:
3
Bias-corrected estimation for speculative bubbles in stock prices
Kruse, Robinson
;
Kaufmann, Hendrik
;
Wegener, Christoph
- In:
Economic modelling
73
(
2018
),
pp. 354-364
Persistent link: https://www.econbiz.de/10012100460
Saved in:
4
Volatility risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
5
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
6
Asymmetric generalized impulse responses with an application in finance
Hatemi-J, Abdulnasser
- In:
Economic modelling
36
(
2014
),
pp. 18-22
Persistent link: https://www.econbiz.de/10010412088
Saved in:
7
Common trends and common cycles in stock markets
Narayan, Paresh Kumar
;
Thuraisamy, Kannan Sivananthan
- In:
Economic modelling
35
(
2013
),
pp. 472-476
Persistent link: https://www.econbiz.de/10010336775
Saved in:
8
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
9
Detecting sudden changes in volatility estimated from high, low and closing prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
31
(
2013
),
pp. 484-491
Persistent link: https://www.econbiz.de/10009730777
Saved in:
10
Common persistence in conditional variance : a reconsideration
Li, Chang-shuai
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1809-1819
Persistent link: https://www.econbiz.de/10009667096
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->