//--> //--> //--> //-->
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
subject:"ARCH-Modell"
subject:"Börsenkurs"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Portfolio-Management"
~subject:"Risikomaß"
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
ARCH-Modell
Börsenkurs
Portfolio-Management
Risikomaß
Estimation theory
26
Schätztheorie
26
Estimation
12
Schätzung
12
Volatility
11
Volatilität
11
ARCH model
9
Time series analysis
9
Zeitreihenanalyse
9
Share price
6
Forecasting model
5
Prognoseverfahren
5
Risk measure
5
Capital income
4
Kapitaleinkommen
4
Regression analysis
4
Regressionsanalyse
4
GARCH
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Portfolio selection
3
Statistical distribution
3
Statistische Verteilung
3
Yield curve
3
Zinsstruktur
3
Aktienindex
2
Correlation
2
Inflation
2
Korrelation
2
Market microstructure
2
Marktmikrostruktur
2
Method of moments
2
Momentenmethode
2
Regime-switching estimation
2
Risikomanagement
2
Risk management
2
more ...
less ...
Online availability
All
Undetermined
11
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
Alañón Pardo, Ángel
1
Allen, David E.
1
Auer, Benjamin R.
1
Chen, Cathy W. S.
1
Degenhardt, Thomas
1
Díaz-Mendoza, Ana-Carmen
1
Guillén, Montserrat
1
Haensly, Paul J.
1
Horváth, Roman
1
Iitsuka, Yoshitaka
1
Kok Haur Ng
1
Li, Leon
1
Li, Mingge
1
Lin, Tsai-Yu
1
Moneva, J. M.
1
Motegi, Kaiji
1
Ortas, E.
1
Peiris, Shelton
1
Perote, Javier
1
Salvador, Manuel
1
Syu, Fong-Yi
1
Vidal-Llana, Xenxo
1
Wu, Yuehua
1
Ye, Wuyi
1
Ñíguez, Trino-Manuel
1
Šopov, Boril
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
101
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
Econometric theory
36
Finance research letters
34
Journal of banking & finance
34
Insurance / Mathematics & economics
31
Journal of empirical finance
30
Economics letters
29
Discussion paper / Tinbergen Institute
28
Journal of risk
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
European journal of operational research : EJOR
21
Econometric reviews
19
Journal of financial econometrics
19
Journal of forecasting
19
Quantitative finance
18
International journal of forecasting
17
The econometrics journal
17
Computational economics
16
Journal of risk and financial management : JRFM
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
CREATES research paper
15
Economic modelling
15
Econometrics : open access journal
14
International journal of economics and financial issues : IJEFI
14
SFB 649 discussion paper
14
Applied economics
13
International journal of theoretical and applied finance
13
Cambridge working papers in economics
12
Risks : open access journal
12
The European journal of finance
12
CORE discussion papers : DP
11
International review of financial analysis
11
Journal of financial and quantitative analysis : JFQA
11
Journal of mathematical finance
11
Working paper
11
Applied economics letters
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
2
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
3
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
Saved in:
4
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
5
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
6
Risk decomposition, estimation error, and naïve diversification
Haensly, Paul J.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012654769
Saved in:
7
The "Sell in May" effect : a review and new empirical evidence
Degenhardt, Thomas
;
Auer, Benjamin R.
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 169-205
Persistent link: https://www.econbiz.de/10012036281
Saved in:
8
Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation
Li, Leon
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 116-135
Persistent link: https://www.econbiz.de/10011878799
Saved in:
9
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
Saved in:
10
GARCH models, tail indexes and error distributions : an empirical investigation
Horváth, Roman
;
Šopov, Boril
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->