//--> //--> //--> //-->
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:"Faff, Robert W."
~person:"Kumar, Dilip"
~subject:"Theorie"
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
Theorie
Estimation theory
39
Schätztheorie
39
Volatility
22
Volatilität
22
ARCH model
15
ARCH-Modell
15
Börsenkurs
15
Estimation
13
Schätzung
13
Theory
12
Capital income
11
Forecasting model
11
Kapitaleinkommen
11
Prognoseverfahren
11
Australia
7
Australien
7
Forecast evaluation
6
Time series analysis
6
Zeitreihenanalyse
6
Ausreißer
5
Bias
5
Outliers
5
Systematischer Fehler
5
Volatility modeling
5
CAPM
3
Exchange rate
3
Statistical distribution
3
Statistische Verteilung
3
Structural break
3
Strukturbruch
3
Volatility forecasting
3
Wechselkurs
3
Bias corrected extreme value estimator
2
Bias correction
2
CARRS model
2
Italien
2
Italy
2
Monte Carlo simulation
2
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Article
18
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
23
Author
All
Fornari, Fabio
Faff, Robert W.
Kumar, Dilip
Härdle, Wolfgang
69
Pesaran, M. Hashem
62
Phillips, Peter C. B.
53
Gouriéroux, Christian
50
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Newey, Whitney K.
42
McAleer, Michael
38
Giles, David E. A.
35
Imbens, Guido
35
Swanson, Norman R.
35
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Baltagi, Badi H.
28
Linton, Oliver
28
Krämer, Walter
27
Brännäs, Kurt
26
Diebold, Francis X.
26
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Granger, C. W. J.
25
Kohn, Robert
25
Zakoïan, Jean-Michel
25
Bera, Anil K.
24
Dufour, Jean-Marie
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Teräsvirta, Timo
23
Ullah, Aman
23
Winkelmann, Rainer
23
Robert, Christian P.
22
Srivastava, Virendra K.
22
Wooldridge, Jeffrey M.
22
Angrist, Joshua D.
21
Hahn, Jinyong
21
Hsiao, Cheng
21
Steel, Mark F. J.
21
Engle, Robert F.
20
more ...
less ...
Published in...
All
Economic modelling
3
Temi di discussione del Servizio Studi / Banca d'Italia
3
Economics letters
2
Pacific-Basin finance journal
2
Working paper
2
Advances in investment analysis and portfolio management : a research annual
1
Australian journal of management
1
Econometric reviews
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
IIMB management review
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of foreign exchange and international finance : JFEIF
1
Journal of international financial markets, institutions & money
1
Open economies review
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Sudden breaks in drift-independent volatility estimator based on multiple periods open, high, low, and close prices
Kumar, Dilip
- In:
IIMB management review
28
(
2016
)
1
,
pp. 31-42
Persistent link: https://www.econbiz.de/10011508738
Saved in:
2
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
3
A new approach to model and forecast volatility based on extreme value of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 128-140
Persistent link: https://www.econbiz.de/10010531271
Saved in:
4
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
5
Detecting sudden changes in volatility estimated from high, low and closing prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
31
(
2013
),
pp. 484-491
Persistent link: https://www.econbiz.de/10009730777
Saved in:
6
A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate
Fornari, Fabio
;
Mele, Antonio
-
2001
Persistent link: https://www.econbiz.de/10001581711
Saved in:
7
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:
8
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:
9
Further evidence on the relationship between beta stability and the length of the estimation period
Faff, Robert W.
- In:
Advances in investment analysis and portfolio …
4
(
1997
),
pp. 95-111
Persistent link: https://www.econbiz.de/10001229799
Saved in:
10
Testing the conditional CAPM and the effect of intervaling : a note
Brailsford, Timothy J.
- In:
Pacific-Basin finance journal
5
(
1997
)
5
,
pp. 527-537
Persistent link: https://www.econbiz.de/10001234778
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->