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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~isPartOf:"Review of quantitative finance and accounting"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Estimation theory
2,638
Schätztheorie
2,638
Theorie
763
Theory
763
Zeitreihenanalyse
444
Time series analysis
443
Nichtparametrisches Verfahren
394
Nonparametric statistics
394
Regression analysis
364
Regressionsanalyse
364
Estimation
336
Schätzung
329
Panel
248
Panel study
248
Statistical test
196
Statistischer Test
196
Volatility
142
Volatilität
142
Method of moments
133
Momentenmethode
132
Autocorrelation
114
Autokorrelation
114
Maximum likelihood estimation
106
Maximum-Likelihood-Schätzung
105
Forecasting model
98
Prognoseverfahren
98
Induktive Statistik
95
Statistical inference
95
Statistical distribution
87
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87
Bootstrap approach
86
Bootstrap-Verfahren
86
Instrumental variables
86
Cointegration
82
Kointegration
81
Panel data
79
Causality analysis
77
Kausalanalyse
77
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76
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76
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64
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Todorov, Viktor
6
Li, Jia
5
Tauchen, George Eugene
5
Kim, Donggyu
4
Francq, Christian
3
Wang, Yazhen
3
Clinet, Simon
2
Li, Yingying
2
Mykland, Per A.
2
Potiron, Yoann
2
Rodrigues, Paulo M. M.
2
Shephard, Neil G.
2
Xiu, Dacheng
2
Zakoïan, Jean-Michel
2
Zhang, Congshan
2
Zhang, Lan
2
Ahsan, Nazmul
1
Aknouche, Abdelhakim
1
Allen, David E.
1
Amilon, Henrik
1
Andersen, Torben
1
Andreou, Panayiotis C.
1
Ardia, David
1
Barkoulas, John T.
1
Bassett, Gilbert W.
1
Baum, Christopher F.
1
Binder, John J.
1
Blasques, Francisco
1
Bollerslev, Tim
1
Bouezmarni, Taoufik
1
Callen, Jeffrey L.
1
Chaker, Selma
1
Chen, Min
1
Chen, Richard Y.
1
Chen, Rui
1
Chen, Zhao
1
Cheung, Yin-Wong
1
Choi, Yongok
1
Coggin, T. Daniel
1
Corré, Nienke
1
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Advances in quantitative analysis of finance and accounting : a research annual
Economics letters
Journal of econometrics
Review of quantitative finance and accounting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Economic modelling
10
Journal of empirical finance
10
Cambridge working papers in economics
9
Journal of banking & finance
9
International journal of economics and financial issues : IJEFI
8
Working paper
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of financial and quantitative analysis : JFQA
7
Journal of forecasting
7
Journal of risk and financial management : JRFM
7
Quantitative finance
7
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
Discussion paper / Tinbergen Institute
6
Econometrics : open access journal
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
NBER Working Paper
6
NBER working paper series
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The North American journal of economics and finance : a journal of financial economics studies
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
CESifo working papers
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Finance India : the quarterly journal of Indian Institute of Finance
5
Finance research letters
5
International review of financial analysis
5
Journal of financial economics
5
Journal of international financial markets, institutions & money
5
Pacific-Basin finance journal
5
SFB 649 discussion paper
5
Annals of finance
4
Applied economics
4
Applied financial economics
4
Bank of Finland research discussion papers
4
CREATES research paper
4
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ECONIS (ZBW)
64
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1
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
2
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
3
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
5
A time-varying parameter model for local explosions
Blasques, Francisco
;
Koopman, Siem Jan
;
Nientker, Marc
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 65-84
Persistent link: https://www.econbiz.de/10013441623
Saved in:
6
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
7
Asset selection based on high frequency Sharpe ratio
Wang, Christina Dan
;
Chen, Zhao
;
Lian, Yimin
;
Chen, Min
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 168-188
Persistent link: https://www.econbiz.de/10013441645
Saved in:
8
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
9
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
10
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
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