//--> //--> //--> //-->
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:"Journal of econometrics"
subject:"Theorie"
~isPartOf:"Journal of empirical finance"
~subject:"Kapitaleinkommen"
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"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Kapitaleinkommen
Estimation
719
Schätzung
714
Theory
266
Estimation theory
238
Schätztheorie
238
Volatility
183
Volatilität
183
Capital income
173
Time series analysis
148
Zeitreihenanalyse
148
Börsenkurs
135
Share price
135
Forecasting model
128
Prognoseverfahren
128
Nichtparametrisches Verfahren
114
Nonparametric statistics
114
Panel
101
Panel study
101
Regression analysis
93
Regressionsanalyse
93
USA
77
United States
77
ARCH model
75
ARCH-Modell
75
CAPM
70
Stochastic process
59
Stochastischer Prozess
59
Portfolio selection
57
Portfolio-Management
57
Risikoprämie
52
Risk premium
52
Aktienmarkt
50
Stock market
50
Risk
46
Factor analysis
44
Risiko
44
Faktorenanalyse
43
Markov chain
42
more ...
less ...
Online availability
All
Undetermined
208
Type of publication
All
Article
376
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
374
Aufsatz in Zeitschrift
374
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
Language
All
English
377
Author
All
Todorov, Viktor
9
Koop, Gary
6
Bollerslev, Tim
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Pesaran, M. Hashem
4
Tauchen, George Eugene
4
Frühwirth-Schnatter, Sylvia
3
Ghysels, Eric
3
Karanasos, Menelaos
3
Nelson, Charles R.
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Shin, Yongcheol
3
Steel, Mark F. J.
3
Timmermann, Allan
3
Wang, Yudong
3
Xiu, Dacheng
3
Asai, Manabu
2
Baillie, Richard
2
Billio, Monica
2
Brockman, Paul
2
Cenesizoglu, Tolga
2
Cho, Dooyeon
2
Christiansen, Charlotte
2
Ergemen, Yunus Emre
2
Fernández, Carmen
2
Fulop, Andras
2
Gallant, A. Ronald
2
Galvão Júnior, Antônio Fialho
2
Hallin, Marc
2
Han, Xu
2
Harvey, Andrew C.
2
Harvey, David I.
2
Heckman, James J.
2
Herwartz, Helmut
2
Hong, Yongmiao
2
Hur, Jungshik
2
Härdle, Wolfgang
2
Inoue, Atsushi
2
more ...
less ...
Published in...
All
Journal of econometrics
Journal of empirical finance
Working paper / National Bureau of Economic Research, Inc.
622
NBER working paper series
523
NBER Working Paper
478
Applied economics
399
Discussion paper / Centre for Economic Policy Research
377
Discussion paper series / IZA
289
CESifo working papers
257
Economic modelling
253
Economics letters
245
Applied economics letters
239
Journal of banking & finance
218
Working paper
211
International review of economics & finance : IREF
207
Journal of international money and finance
191
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
188
Finance research letters
186
Applied financial economics
171
International review of financial analysis
170
Journal of financial economics
169
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
160
IZA Discussion Paper
153
Discussion paper
145
Journal of applied econometrics
144
Discussion papers / CEPR
139
Discussion paper / Tinbergen Institute
135
Journal of economic dynamics & control
134
The North American journal of economics and finance : a journal of financial economics studies
134
Europäische Hochschulschriften / 5
133
Journal of macroeconomics
124
The European journal of finance
112
The review of economics and statistics
112
Energy economics
109
Journal of international financial markets, institutions & money
106
The journal of finance : the journal of the American Finance Association
103
International journal of forecasting
101
SpringerLink / Bücher
100
Journal of monetary economics
99
International journal of finance & economics : IJFE
97
more ...
less ...
Source
All
ECONIS (ZBW)
377
Showing
1
-
10
of
377
Sort
Relevance
Date (newest first)
Date (oldest first)
1
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
2
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
4
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
5
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
6
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
7
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:
8
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
9
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
10
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
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...
//-->