//--> //--> //--> //-->
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"
~person:"Amilon, Henrik"
~person:"Engle, Robert F."
~person:"Shephard, Neil G."
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
Estimation theory
109
Schätztheorie
109
Theorie
44
Theory
44
Time series analysis
39
Zeitreihenanalyse
39
ARCH model
26
ARCH-Modell
26
Börsenkurs
17
CAPM
10
Multivariate Analyse
10
Multivariate analysis
10
Volatility
10
Volatilität
10
Correlation
9
Korrelation
9
Estimation
8
USA
8
United States
8
Schätzung
7
Stochastic process
6
Stochastischer Prozess
6
Capital income
5
Kapitaleinkommen
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Option pricing theory
5
Optionspreistheorie
5
Ökonometrie
5
Bayes-Statistik
4
Bayesian inference
4
Econometrics
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Metal market
4
Metallmarkt
4
Bias
3
Commodity exchange
3
Dynamic equilibrium
3
more ...
less ...
Online availability
All
Free
3
Undetermined
2
Type of publication
All
Article
12
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Graue Literatur
5
Non-commercial literature
5
Arbeitspapier
4
Working Paper
4
Aufsatz im Buch
1
Book section
1
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
17
Author
All
Fornari, Fabio
Amilon, Henrik
Engle, Robert F.
Shephard, Neil G.
Kapetanios, George
12
Pesaran, M. Hashem
12
Linton, Oliver
10
Tauchen, George Eugene
10
Maheswaran, S.
9
Todorov, Viktor
9
Bailey, Natalia
8
Hautsch, Nikolaus
8
Li, Jia
8
Allen, David E.
7
Faff, Robert W.
7
Malec, Peter
7
Runde, Ralf
7
Teräsvirta, Timo
7
Bauwens, Luc
6
Gao, Jiti
6
Kim, Donggyu
6
Krämer, Walter
6
Zakoïan, Jean-Michel
6
Bibinger, Markus
5
Kumar, Dilip
5
Luger, Richard
5
Sentana, Enrique
5
Silvennoinen, Annastiina
5
Wang, Yazhen
5
Abberger, Klaus
4
Brailsford, Timothy J.
4
Brooks, Robert
4
Campbell, John Y.
4
Cheng, Tingting
4
Escanciano, Juan Carlos
4
Feng, Yuanhua
4
Francq, Christian
4
Giot, Pierre
4
Gungor, Sermin
4
Kaiser, Thomas
4
Kim, Myung-jig
4
more ...
less ...
Published in...
All
Journal of econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Essays on financial models
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Open economies review
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Temi di discussione del Servizio Studi / Banca d'Italia
1
The review of financial studies
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
Working paper series / Department of Economics, School of Economics and Management, University of Lund
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
2
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
3
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
4
GARCH estimation and discrete stock prices : an application to low-priced Australian stocks
Amilon, Henrik
-
2002
Persistent link: https://www.econbiz.de/10001732829
Saved in:
5
GARCH estimation and discrete stock prices
Amilon, Henrik
-
2001
Persistent link: https://www.econbiz.de/10001567693
Saved in:
6
Recovering the probability density function of asset prices using GARCH as diffusion approximations
Fornari, Fabio
-
2001
Persistent link: https://www.econbiz.de/10013439253
Saved in:
7
GARCH estimation and discrete stock prices: an application to low-priced Australian stocks
Amilon, Henrik
- In:
Economics letters
81
(
2003
)
2
,
pp. 215-222
Persistent link: https://www.econbiz.de/10001826093
Saved in:
8
Dynamics of trade-by-trade price movements: decomposition and models
Rydberg, Tina Hvild
;
Shephard, Neil G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 2-25
Persistent link: https://www.econbiz.de/10002220788
Saved in:
9
Recovering the probability density function of asset prices using garch as diffusion approximations
Fornari, Fabio
;
Mele, Antonio
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001568294
Saved in:
10
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->