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subject:"Arbeitslosigkeit"
subject:"Simulation"
~isPartOf:"The journal of futures markets"
~subject:"Cointegration"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Arbeitslosigkeit
Simulation
Cointegration
USA
Estimation theory
37
Schätztheorie
37
Theorie
19
Theory
19
United States
15
Commodity exchange
12
Warenbörse
12
Hedging
10
Derivat
5
Derivative
5
Time series analysis
5
Zeitreihenanalyse
5
Interest rate derivative
4
Option pricing theory
4
Optionspreistheorie
4
Volatility
4
Volatilität
4
Zinsderivat
4
1977-1983
3
CAPM
3
Cattle market
3
Currency derivative
3
Estimation
3
Public bond
3
Rindermarkt
3
Schätzung
3
Währungsderivat
3
Öffentliche Anleihe
3
1984-1989
2
Großbritannien
2
Index futures
2
Index-Futures
2
Metal market
2
Metallmarkt
2
Option trading
2
Optionsgeschäft
2
Statistical distribution
2
Statistische Verteilung
2
United Kingdom
2
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16
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16
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English
16
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Myers, Robert J.
2
Bessler, David A.
1
Covey, Ted
1
Elam, Emmett
1
Ghosh, Asim K.
1
Goodwin, Barry K.
1
Grammatikos, Theoharry
1
LaBarge, Karin P.
1
Najand, Mohammad
1
Nakajima, Katsushi
1
Quan, Jing
1
Saunders, Anthony
1
Schroeder, Ted C.
1
Shu, Jinghong
1
Sutrick, Kenneth H.
1
Turvey, Calum Greig
1
Wahab, Mamoud S.
1
Wiggins, James B.
1
Yung, Kenneth K.
1
Zhang, Jin E.
1
Ōhashi, Kazuhiko
1
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The journal of futures markets
Journal of econometrics
131
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
126
Economics letters
55
Econometric reviews
51
The review of economics and statistics
48
Working paper / National Bureau of Economic Research, Inc.
43
Journal of applied econometrics
34
Discussion paper series / IZA
33
Econometric theory
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
32
Discussion paper / Tinbergen Institute
30
Applied economics
28
Applied economics letters
25
Economic modelling
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
American journal of agricultural economics
22
CREATES research paper
22
Oxford bulletin of economics and statistics
22
European journal of operational research : EJOR
21
The econometrics journal
21
CEMMAP working papers / Centre for Microdata Methods and Practice
20
Econometrics : open access journal
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Discussion paper / Center for Economic Research, Tilburg University
19
International journal of forecasting
19
NBER working paper series
19
Cowles Foundation discussion paper
18
Computational economics
17
Journal of financial and quantitative analysis : JFQA
16
Operations research
16
Discussion paper
15
Journal of macroeconomics
15
Technical working paper / National Bureau of Economic Research
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
CESifo working papers
14
International economic review
14
Journal of forecasting
14
NBER Working Paper
14
The journal of finance : the journal of the American Finance Association
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1
A cointegrated commodity pricing model
Nakajima, Katsushi
;
Ōhashi, Kazuhiko
- In:
The journal of futures markets
32
(
2012
)
11
,
pp. 995-1033
Persistent link: https://www.econbiz.de/10009697818
Saved in:
2
Testing range estimators of historical volatility
Shu, Jinghong
;
Zhang, Jin E.
- In:
The journal of futures markets
26
(
2006
)
3
,
pp. 297-313
Persistent link: https://www.econbiz.de/10003304002
Saved in:
3
Estimating time-varying optimal hedge ratios on futures markets
Myers, Robert J.
- In:
The journal of futures markets
20
(
2000
)
1
,
pp. 73-87
Persistent link: https://www.econbiz.de/10001447798
Saved in:
4
Conditional dynamics and optimal spreading in the precious metals futures markets
Wahab, Mamoud S.
- In:
The journal of futures markets
15
(
1995
)
2
,
pp. 131-136
Persistent link: https://www.econbiz.de/10001178573
Saved in:
5
Cointegration and error correction models : intertemporal causality between index and futures prices
Ghosh, Asim K.
- In:
The journal of futures markets
13
(
1993
)
2
,
pp. 193-198
Persistent link: https://www.econbiz.de/10001141884
Saved in:
6
Reducing the bias in empirical studies due to limit moves
Sutrick, Kenneth H.
- In:
The journal of futures markets
13
(
1993
)
5
,
pp. 527-543
Persistent link: https://www.econbiz.de/10001145977
Saved in:
7
Two-step testing procedure for price discovery role of futures prices
Quan, Jing
- In:
The journal of futures markets
12
(
1992
)
2
,
pp. 139-149
Persistent link: https://www.econbiz.de/10001124224
Saved in:
8
Estimating the volatility of S&P 500 futures prices using the extreme-value method
Wiggins, James B.
- In:
The journal of futures markets
12
(
1992
)
3
,
pp. 265-273
Persistent link: https://www.econbiz.de/10001125677
Saved in:
9
Price discovery and cointegration for live hogs
Schroeder, Ted C.
- In:
The journal of futures markets
11
(
1991
)
6
,
pp. 685-696
Persistent link: https://www.econbiz.de/10001116058
Saved in:
10
Estimating time-varying optimal hedge ratios on futures markets
Myers, Robert J.
- In:
The journal of futures markets
11
(
1991
)
1
,
pp. 39-53
Persistent link: https://www.econbiz.de/10001101543
Saved in:
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