//--> //--> //-->
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
person:"Fornari, Fabio"
subject:"Share price"
~accessRights:"restricted"
~person:"Luger, Richard"
~subject:"Option pricing theory"
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
Share price
Option pricing theory
Estimation theory
5
Schätztheorie
5
ARCH model
3
ARCH-Modell
3
Capital income
3
Estimation
3
Kapitaleinkommen
3
Schätzung
3
Börsenkurs
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Statistical test
2
Statistischer Test
2
Absolute returns
1
Adaptive MCMC
1
Bootstrap approach
1
Bootstrap-Verfahren
1
CAPM
1
Conditional heteroskedasticity
1
Conditional skewness and kurtosis
1
Copula model
1
Direction-of-change model
1
Einheitswurzeltest
1
Exact distribution-free inference
1
Exact inference
1
Folded distribution
1
Forecasting model
1
Generalised autoregressive conditional heteroscedasticity (Garch)
1
Market risk
1
Markov chain
1
Markov chains
1
Markov-Kette
1
Monte Carlo bounds test
1
Monte Carlo tests
1
Multi-beta asset pricing model
1
Multiple predictors
1
Multivariate Analyse
1
Multivariate GARCH
1
Multivariate Verteilung
1
more ...
less ...
Online availability
All
Undetermined
Free
4
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Fornari, Fabio
Luger, Richard
Todorov, Viktor
8
Li, Jia
7
Kim, Donggyu
5
Tauchen, George Eugene
5
Wang, Yazhen
4
Cui, Zhenyu
3
Lee, Cheng F.
3
Lee, Kyungsub
3
Li, Yingying
3
Maheswaran, S.
3
Mykland, Per A.
3
Park, Joon Y.
3
Potiron, Yoann
3
Rodrigues, Paulo M. M.
3
Wang, Bin
3
Wang, Shouyang
3
Bauwens, Luc
2
Bollerslev, Tim
2
Choi, Seungmoon
2
Clinet, Simon
2
Escobar, Marcos
2
Francq, Christian
2
He, Xue-zhong
2
Kunitomo, Naoto
2
Kömm, Holger
2
Lee, John C.
2
Liu, Guangying
2
Liu, Ruipeng
2
Madan, Dilip B.
2
Monteiro, Ana M.
2
Motegi, Kaiji
2
Narayan, Paresh Kumar
2
Padmakumari, Lakshmi
2
Perote, Javier
2
Ramanathan, Thekke Variyam
2
Rastegari, Javad
2
Santos, Antonio A. F.
2
Song, Yuping
2
Songsak Sriboonchitta
2
more ...
less ...
Published in...
All
Journal of econometrics
1
Journal of risk
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects
Gungor, Sermin
;
Luger, Richard
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 750-770
Persistent link: https://www.econbiz.de/10012483180
Saved in:
2
Testing for GARCH effects with quasilikelihood ratios
Luger, Richard
- In:
Journal of risk
16
(
2013/2014
)
4
,
pp. 23-59
Persistent link: https://www.econbiz.de/10013262927
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->