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subject:"Estimation theory"
type_genre:"Sammelwerk"
~isPartOf:"Finance research letters"
~isPartOf:"The empirical economics letters : a monthly international journal of economics"
~subject:"Korrelation"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation theory
Korrelation
Estimation
686
Schätzung
686
Capital income
164
Kapitaleinkommen
164
Börsenkurs
155
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155
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Ardia, David
2
Bhandari, Avishek
2
Božović, Miloš
2
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2
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2
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Finance research letters
The empirical economics letters : a monthly international journal of economics
Journal of econometrics
227
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
139
Economics letters
116
Economic modelling
80
Applied economics letters
68
Econometric reviews
57
Applied economics
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Journal of applied econometrics
41
Journal of banking & finance
39
Journal of empirical finance
38
Quantitative economics : QE ; journal of the Econometric Society
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
33
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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The econometrics journal
30
Econometrics : open access journal
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Energy economics
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Econometric theory
27
Journal of the American Statistical Association : JASA
25
International journal of forecasting
24
International review of economics & finance : IREF
24
Computational economics
23
Journal of financial econometrics
23
The review of economics and statistics
22
European journal of operational research : EJOR
21
International journal of economics and financial issues : IJEFI
21
Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
21
Journal of economic dynamics & control
20
Journal of forecasting
20
Journal of international money and finance
20
International review of financial analysis
19
Insurance / Mathematics & economics
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
Journal of international financial markets, institutions & money
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Quantitative finance
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ECONIS (ZBW)
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1
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
2
Can a dynamic correlation factor improve the pricing of industry portfolios?
Božović, Miloš
- In:
Finance research letters
53
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472399
Saved in:
3
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
4
Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data
Lee, Kyungsub
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10014473319
Saved in:
5
Do extreme range estimators improve realized volatility forecasts? : evidence from G7 Stock Markets
Korkusuz, Burak
;
Kambouroudis, Dimos
;
McMillan, David G.
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014473523
Saved in:
6
Analyzing commodity futures and stock market indices : hedging strategies using asymmetric dynamic conditional correlation models
Alshammari, Saad
;
Obeid, Hassan
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473654
Saved in:
7
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
8
Twitter matters for metaverse stocks amid economic uncertainty
Aysan, Ahmet Faruk
;
Batten, Jonathan A.
;
Gozgor, Giray
; …
- In:
Finance research letters
56
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014473687
Saved in:
9
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
10
Asymmetric asset correlation in credit portfolios
Cho, Yongbok
;
Lee, Yong Woong
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013478636
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