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subject:"Großbritannien"
~isPartOf:"Journal of empirical finance"
~subject:"Bayesian inference"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Bayesian inference
Volatilität
Estimation theory
77
Schätztheorie
77
Time series analysis
25
Zeitreihenanalyse
25
Estimation
23
Schätzung
23
Capital income
20
Kapitaleinkommen
20
Volatility
20
Theorie
18
Theory
18
ARCH model
13
ARCH-Modell
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Börsenkurs
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Portfolio-Management
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Stochastic process
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Stochastischer Prozess
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Autocorrelation
9
Autokorrelation
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Statistical distribution
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Statistische Verteilung
8
Correlation
7
Korrelation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Yield curve
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Zinsstruktur
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CAPM
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USA
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United States
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Regression analysis
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Regressionsanalyse
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Abergel, Frédéric
1
Amado, Cristina
1
Asai, Manabu
1
Bauwens, Luc
1
Cheng, Wan-hsiu
1
Chourdakis, Kyriakos
1
Creel, Michael D.
1
D'Addona, Stefano
1
Dalla, Violetta
1
Daníelsson, Jón
1
De Backer, Bruno
1
Dotsis, George
1
Dufays, Arnaud
1
Fuhrer, Adrian
1
Ghosh, Anisha
1
Gillen, Benjamin J.
1
Hao, Hong-Xia
1
Hock, Thorsten
1
Hung, Jui-cheng
1
Huth, Nicolas
1
Jondeau, Eric
1
Kang, Kyu Ho
1
King, Maxwell L.
1
Kinnunen, Jyri
1
Kristensen, Dennis
1
Lee, Cheol Woo
1
Lee, Kyungsub
1
Li, Minqiang
1
Lin, Jin-Guan
1
Linton, Oliver
1
Marinelli, Carlo
1
Seo, Byoung Ki
1
Sun, Licheng
1
Taylor, Stephen
1
Teräsvirta, Timo
1
Xu, Xinzhong
1
Ye, Xu-Guo
1
Zhang, Xibin
1
Zhao, Yan-Yong
1
Zoubi, Haitham al-
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Journal of empirical finance
Journal of econometrics
168
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
75
Economics letters
42
Discussion paper / Tinbergen Institute
37
Econometric reviews
32
Economic modelling
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
27
International journal of forecasting
26
Working paper / Department of Econometrics and Business Statistics, Monash University
25
Journal of applied econometrics
23
Econometric theory
21
The econometrics journal
21
Econometrics : open access journal
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Quantitative finance
19
Finance research letters
18
Journal of banking & finance
18
Journal of the American Statistical Association : JASA
18
NBER Working Paper
18
Working paper
18
CREATES research paper
17
Journal of forecasting
17
Discussion papers / CEPR
16
NBER working paper series
16
Discussion paper
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Oxford bulletin of economics and statistics
15
CEMMAP working papers / Centre for Microdata Methods and Practice
14
European journal of operational research : EJOR
14
Journal of financial econometrics
14
Working papers
14
Applied economics
13
Computational economics
13
International journal of theoretical and applied finance
13
Journal of economic dynamics & control
13
Working paper / National Bureau of Economic Research, Inc.
13
Applied economics letters
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of risk and financial management : JRFM
12
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ECONIS (ZBW)
23
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1
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
2
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
3
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
4
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
5
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
6
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
7
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
8
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
Saved in:
9
The dynamics of squared returns under contemporaneous aggregation of GARCH models
Jondeau, Eric
- In:
Journal of empirical finance
32
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011556785
Saved in:
10
Power transformations of absolute returns and long memory estimation
Dalla, Violetta
- In:
Journal of empirical finance
33
(
2015
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011556833
Saved in:
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