//--> //--> //--> //-->
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:"The journal of finance : the journal of the American Finance Association"
subject:"Exchange rate"
~isPartOf:"Journal of empirical finance"
~subject:"Betafaktor"
~subject:"Welt"
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
Exchange rate
Betafaktor
Welt
Estimation theory
107
Schätztheorie
107
Theorie
42
Theory
42
Estimation
28
Schätzung
28
Time series analysis
26
Zeitreihenanalyse
26
Capital income
24
Kapitaleinkommen
24
Volatility
23
Volatilität
23
CAPM
21
USA
20
United States
20
Börsenkurs
17
Share price
17
ARCH model
13
ARCH-Modell
13
Portfolio selection
13
Portfolio-Management
13
Forecasting model
12
Prognoseverfahren
12
Stochastic process
11
Stochastischer Prozess
11
Autocorrelation
9
Autokorrelation
9
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Statistical distribution
8
Statistische Verteilung
8
Yield curve
8
Zinsstruktur
8
Correlation
7
Korrelation
7
Risikoprämie
7
Risk premium
7
Regression analysis
6
Regressionsanalyse
6
more ...
less ...
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Diebold, Francis X.
2
Ahn, Seung Chan
1
Alizadeh, Sassan
1
Backus, David
1
Baillie, Richard
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Chapman, David A.
1
Daníelsson, Jón
1
Gardeazabal, Javier
1
Gregory, Allan W.
1
Jagannathan, Ravi
1
Jondeau, Eric
1
Kan, Raymond
1
Marsh, Terry Alan
1
Pearson, Neil D.
1
Perez, M. Fabricio
1
Rockinger, Michael
1
Taylor, Stephen
1
Telmer, Chris I.
1
Wagner, Niklas F.
1
Wang, Zhenyu
1
Xu, Xinzhong
1
Yılmaz, Kamil
1
Zhang, Chu
1
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
Journal of empirical finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Journal of econometrics
16
Journal of applied econometrics
15
Applied economics
14
Economics letters
12
Discussion paper / Tinbergen Institute
10
Economic modelling
10
Working paper / National Bureau of Economic Research, Inc.
10
Journal of international money and finance
9
Applied economics letters
8
CESifo working papers
8
IMF working paper
8
IMF working papers
8
International journal of economics and financial issues : IJEFI
8
NBER Working Paper
7
Discussion paper
6
International economic journal
6
NBER working paper series
6
The review of economics and statistics
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
International journal of economics and finance
5
International journal of finance & economics : IJFE
5
Journal of foreign exchange and international finance : JFEIF
5
Journal of international economics
5
Research in international business and finance
5
Working paper
5
CBN journal of applied statistics
4
Cambridge working papers in economics
4
Cowles Foundation discussion paper
4
Discussion paper / Centre for Economic Forecasting
4
Econometric reviews
4
Economics working paper
4
International review of financial analysis
4
Journal of banking & finance
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
Journal of macroeconomics
4
Journal of risk and financial management : JRFM
4
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
GMM estimation of the number of latent factors : with application to international stock markets
Ahn, Seung Chan
;
Perez, M. Fabricio
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 783-802
Persistent link: https://www.econbiz.de/10009267244
Saved in:
2
Measuring tail thickness under GARCH and an application to extreme exchange rate changes
Wagner, Niklas F.
;
Marsh, Terry Alan
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 165-185
Persistent link: https://www.econbiz.de/10002644047
Saved in:
3
Testing for differences in the tails of stock-market returns
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 559-581
Persistent link: https://www.econbiz.de/10001806965
Saved in:
4
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
5
Is the short rate drift actually nonlinear?
Chapman, David A.
;
Pearson, Neil D.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 355-388
Persistent link: https://www.econbiz.de/10001496998
Saved in:
6
Two-pass tests of asset pricing models with useless factors
Kan, Raymond
;
Zhang, Chu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
Saved in:
7
Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
Saved in:
8
An asymptotic theory for estimating beta-pricing models using cross-sectional regression
Jagannathan, Ravi
- In:
The journal of finance : the journal of the American …
53
(
1998
)
4
,
pp. 1285-1309
Persistent link: https://www.econbiz.de/10001247200
Saved in:
9
The incremental volatility information in one million foreign exchange quotations
Taylor, Stephen
- In:
Journal of empirical finance
4
(
1997
)
4
,
pp. 317-340
Persistent link: https://www.econbiz.de/10001236462
Saved in:
10
On cointegration and exchange rate dynamics
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 727-735
Persistent link: https://www.econbiz.de/10001169036
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->