//--> //--> //--> //-->
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:"Börsenkurs"
subject:"Derivat"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Working paper"
~subject:"Volatility"
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
Börsenkurs
Derivat
Volatility
Estimation theory
156
Schätztheorie
156
Estimation
38
Schätzung
38
Theorie
35
Theory
35
Time series analysis
26
Zeitreihenanalyse
26
Regression analysis
20
Regressionsanalyse
20
Forecasting model
14
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Prognoseverfahren
14
Panel
13
Panel study
13
Share price
13
Statistical test
11
Statistischer Test
11
VAR model
11
VAR-Modell
11
Bayes-Statistik
9
Bayesian inference
9
Correlation
9
Korrelation
9
Capital income
8
Kapitaleinkommen
8
Volatilität
8
Induktive Statistik
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical distribution
7
Statistical inference
7
Statistische Verteilung
7
USA
7
United States
7
Cointegration
6
IV-Schätzung
6
more ...
less ...
Online availability
All
Free
4
Undetermined
3
Type of publication
All
Book / Working Paper
12
Article
5
Type of publication (narrower categories)
All
Graue Literatur
9
Non-commercial literature
9
Arbeitspapier
8
Working Paper
8
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
17
Author
All
Faff, Robert W.
3
Brooks, Robert
2
Liu, Ruipeng
2
Narayan, Paresh Kumar
2
Yu, Jun
2
Alfelt, Gustav
1
Bodnar, Taras
1
Bollerslev, Tim
1
Boubaker, Sabri
1
Brailsford, Timothy J.
1
Chen, Han
1
Craig, Ben R.
1
Davidson, Sinclair
1
Easton, Stephen Andrew
1
Essaddam, Naceur
1
Fei, Yijie
1
Gefang, Deborah
1
Gjerde, Øystein
1
Javed, Farrukh
1
Kapetanios, George
1
Keller, Joachim G.
1
Koop, Gary
1
Lee, John H. H.
1
Li, Jia
1
Mikkelsen, Hans Ole Æ.
1
Nguyen, Duc Khuong
1
Nyholm, Ken
1
Pesaran, M. Hashem
1
Phillips, Peter C. B.
1
Poon, Aubrey
1
Saadi, Samir
1
Shi, Shuping
1
Sættem, Frode
1
Theodossiou, Alexandra K.
1
Theodossiou, Panayiotis
1
Tyrcha, Joanna
1
Westerlund, Joakim
1
more ...
less ...
Published in...
All
Journal of international financial markets, institutions & money
Working paper
Journal of econometrics
134
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Economics letters
30
Discussion paper / Tinbergen Institute
29
Journal of empirical finance
28
Econometric reviews
22
Journal of banking & finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Economic modelling
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Quantitative finance
20
Econometric theory
18
CREATES research paper
17
Finance research letters
16
International journal of theoretical and applied finance
16
Journal of financial econometrics
15
International journal of forecasting
14
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of economics and financial issues : IJEFI
13
Journal of forecasting
13
Journal of risk and financial management : JRFM
13
The econometrics journal
13
NBER Working Paper
12
Cambridge working papers in economics
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Journal of mathematical finance
11
SFB 649 discussion paper
11
NBER working paper series
10
The journal of finance : the journal of the American Finance Association
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Working paper / National Bureau of Economic Research, Inc.
10
Applied economics
9
Applied financial economics
9
Econometrics : open access journal
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International review of financial analysis
9
Journal of financial economics
9
The journal of futures markets
9
The review of financial studies
9
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
2
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
3
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
-
2021
Persistent link: https://www.econbiz.de/10012603081
Saved in:
4
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012115020
Saved in:
5
A new GARCH model with higher moments for stock return predictability
Narayan, Paresh Kumar
;
Liu, Ruipeng
- In:
Journal of international financial markets, …
56
(
2018
),
pp. 93-103
Persistent link: https://www.econbiz.de/10011984164
Saved in:
6
On the robustness of week-day effect to error distributional assumption : international evidence
Boubaker, Sabri
;
Essaddam, Naceur
;
Nguyen, Duc Khuong
; …
- In:
Journal of international financial markets, …
47
(
2017
),
pp. 114-130
Persistent link: https://www.econbiz.de/10011892258
Saved in:
7
A GARCH model for testing market efficiency
Narayan, Paresh Kumar
;
Liu, Ruipeng
;
Westerlund, Joakim
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011475947
Saved in:
8
Stock return outliers and beta estimation : the case of U.S. pharmaceutical companies
Theodossiou, Alexandra K.
;
Theodossiou, Panayiotis
- In:
Journal of international financial markets, …
30
(
2014
),
pp. 153-171
Persistent link: https://www.econbiz.de/10011293772
Saved in:
9
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808264
Saved in:
10
The empirical performance of option based densities of foreign exchange
Craig, Ben R.
;
Keller, Joachim G.
-
2002
Persistent link: https://www.econbiz.de/10001650407
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->