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subject:"Estimation theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Journal of forecasting"
~isPartOf:"Statistical papers"
~subject:"Share price"
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Estimation theory
Statistische Methodenlehre
Share price
Theorie
774
Theory
774
Forecasting model
437
Prognoseverfahren
437
Time series analysis
239
Zeitreihenanalyse
239
Schätztheorie
124
Estimation
76
Schätzung
76
Volatility
59
Volatilität
59
Statistical distribution
54
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54
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forecasting
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Baltagi, Badi H.
4
Srivastava, Virendra K.
4
Liu, Shuangzhe
3
Neudecker, Heinz
3
Ohtani, Kazuhiro
3
Ravishanker, Nalini
3
Song, Seuck-heun
3
Toutenburg, Helge
3
Banerjee, Anurag Narayan
2
Bhatti, Muhammad Ishaq
2
Brännäs, Kurt
2
Chaturvedi, Anoop
2
Haldrup, Niels
2
Harrison, P. Jeff
2
Lee, Jack C.
2
Leybourne, Stephen James
2
Maiti, Tapabrata
2
McCullough, Bruce D.
2
Mills, Terence C.
2
Muradoğlu, Gülnur
2
Pittis, Nikitas
2
Ruiz, José M.
2
Timmermann, Allan
2
Tracy, Derrick S.
2
Wan, Alan T. K.
2
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1
Abu-Mostafa, Yaser S.
1
Aczel, Amir D.
1
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1
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1
Alpuim, M. Teresa
1
Ariyawansa, K. A.
1
Arnab, Raghunath
1
Arnold, Bernhard
1
Asai, Manabu
1
Asgharian, Hossein
1
Balakrishnan, Narayanaswamy
1
Balasubramanian, K.
1
Bamberg, Günter
1
Bar-Lev, Shaul K.
1
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Journal of forecasting
Statistical papers
Economics letters
498
Journal of econometrics
445
Econometric theory
303
Working paper / National Bureau of Economic Research, Inc.
292
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
290
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
264
NBER working paper series
215
Série des documents de travail / Centre de Recherche en Économie et Statistique
195
NBER Working Paper
174
Econometric reviews
170
The journal of finance : the journal of the American Finance Association
163
Journal of applied econometrics
154
Journal of quantitative economics : official journal of the Indian Econometric Society
146
The review of financial studies
145
The review of economics and statistics
139
CORE discussion paper : DP
124
Journal of financial economics
124
Discussion paper / Centre for Economic Policy Research
123
Journal of banking & finance
119
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
115
Discussion paper / Tinbergen Institute
115
Journal of economic dynamics & control
111
Oxford bulletin of economics and statistics
111
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
107
Discussion paper / Center for Economic Research, Tilburg University
103
Applied economics
98
Journal of empirical finance
97
Europäische Hochschulschriften / 5
91
Finance research letters
86
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
82
International economic review
81
International review of financial analysis
80
The review of economic studies
80
Economic modelling
77
SFB 649 discussion paper
73
Annales d'économie et de statistique
71
Technical working paper / National Bureau of Economic Research
69
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ECONIS (ZBW)
178
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1
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
2
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
3
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
4
Forecasting global stock market volatility : the impact of volatility spillover index in spatial-temporal graph-based model
Son, Bumho
;
Lee, Yunyoung
;
Park, Seongwan
;
Lee, Jaewook
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1539-1559
Persistent link: https://www.econbiz.de/10014432719
Saved in:
5
A dynamic scenario-driven technique for stock price prediction and trading
Thesia, Yash
;
Oza, Vidhey
;
Thakkar, Priyank
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 653-674
Persistent link: https://www.econbiz.de/10013166175
Saved in:
6
Forecasting international equity market volatility : a new approach
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Zhang, Yaojie
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
Saved in:
7
A new hedging hypothesis regarding prediction interval formation in stock price forecasting
Zhu, Dan
;
Wang, Qingwei
;
Goddard, John A.
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 697-717
Persistent link: https://www.econbiz.de/10013287845
Saved in:
8
Forecasting stock return volatility : the role of shrinkage approaches in a data-rich environment
Dai, Zhifeng
;
Li, Tingyu
;
Yang, Mi
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 980-996
Persistent link: https://www.econbiz.de/10013287893
Saved in:
9
Identifying expensive trades by monitoring the limit order book
Detollenaere, Benoit
;
D'Hondt, Catherine
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 273-290
Persistent link: https://www.econbiz.de/10011729258
Saved in:
10
A comparison of the forecasting ability of immediate price impact models
Manh Cuong Pham
;
Huu Nhan Duong
;
Lajbcygier, Paul
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 898-918
Persistent link: https://www.econbiz.de/10011860921
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