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subject:"Probability theory"
subject:"United States"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam"
~subject:"ARCH-Modell"
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Search: subject_exact:"Estimation theory"
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Probability theory
United States
ARCH-Modell
Estimation theory
139
Schätztheorie
139
Theorie
55
Theory
55
Time series analysis
20
USA
20
Zeitreihenanalyse
20
Ökonometrik
13
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Estimation
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Schätzung
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Capital income
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Kapitaleinkommen
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Saisonale Schwankungen
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Seasonal variations
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Bayes-Statistik
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Bayesian inference
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Börsenkurs
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Share price
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Ökonometrik Schätzung
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CAPM
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Forecasting model
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Portfolio selection
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Portfolio-Management
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Prognoseverfahren
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Regression analysis
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Regressionsanalyse
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Statistical distribution
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Statistiktheorie
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Statistische Verteilung
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Mathematical programming
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Mathematische Optimierung
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Mehrgleichungsmodell
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Monte Carlo simulation
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Statistical theory
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29
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Haan, Laurens de
4
Stroeker, R. J.
3
Bradley, Michael G.
1
Chan, Louis K. C.
1
Cheng, Shihong
1
Connolly, Robert A.
1
Dijk, Herman K. van
1
Donaldson, R. Glen
1
Doornik, Jurgen A.
1
Einmahl, John H. J.
1
Flesaker, Bjorn
1
Haan, L. de
1
Harris, Lawrence E.
1
Hentschel, Ludger
1
Huang, Xin
1
Joerding, Wayne H.
1
Jokivuolle, Esa
1
Kamstra, Mark J.
1
Kleibergen, Frank
1
Klein, April
1
Kloek, T.
1
Kloek, Teunis
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Schneider, Paul
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Sinha, Ashok Kumar
1
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1
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1
Telgen, J.
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Urbain, Jean-Pierre
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Journal of financial and quantitative analysis : JFQA
Report / Econometric Institute, Erasmus University Rotterdam
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
132
Journal of econometrics
105
Economics letters
52
Econometric theory
48
The review of economics and statistics
45
Discussion paper / Tinbergen Institute
43
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
41
Working paper / National Bureau of Economic Research, Inc.
36
International journal of forecasting
32
Econometric reviews
30
Journal of applied econometrics
26
Applied economics
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
American journal of agricultural economics
21
CREATES research paper
21
Journal of forecasting
21
The econometrics journal
21
Journal of empirical finance
20
Statistics in transition : an international journal of the Polish Statistical Association
18
Technical working paper / National Bureau of Economic Research
18
Discussion paper / Center for Economic Research, Tilburg University
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Finance research letters
16
Journal of banking & finance
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
CEMMAP working papers / Centre for Microdata Methods and Practice
15
The journal of futures markets
15
Applied economics letters
14
NBER working paper series
14
The journal of finance : the journal of the American Finance Association
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The review of economic studies
14
The review of financial studies
14
Discussion paper series / IZA
13
European journal of operational research : EJOR
13
Journal of risk
13
Insurance / Mathematics & economics
12
Journal of macroeconomics
12
NBER Working Paper
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1
Estimating the equity premium
Donaldson, R. Glen
;
Kamstra, Mark J.
;
Kramer, Lisa A.
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 813-846
Persistent link: https://www.econbiz.de/10008758096
Saved in:
2
The economic role of jumps and recovery rates in the market for corporate default risk
Schneider, Paul
;
Sögner, Leopold
;
Veza, Tanja
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1517-1547
Persistent link: https://www.econbiz.de/10008909155
Saved in:
3
Errors in implied volatility estimation
Hentschel, Ludger
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 779-810
Persistent link: https://www.econbiz.de/10001859254
Saved in:
4
Inference and forecasting for fractional autoregressive integrated moving average models : with an application to US and UK inflation
Ooms, Marius
;
Doornik, Jurgen A.
-
1999
Persistent link: https://www.econbiz.de/10001526108
Saved in:
5
Tests and properties of variance rations in microstructure studies
Ronen, Tavy
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 183-204
Persistent link: https://www.econbiz.de/10001224466
Saved in:
6
Estimating the spectral measure of an extreme value distribution
Einmahl, John H. J.
;
Haan, Laurens de
;
Sinha, Ashok Kumar
-
1995
Persistent link: https://www.econbiz.de/10000959331
Saved in:
7
Measuring true stock index value in the presence of infrequent trading
Jokivuolle, Esa
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
3
,
pp. 455-464
Persistent link: https://www.econbiz.de/10001217159
Saved in:
8
A cointegration study of aggregate imports using likelihood based testing principles
Kleibergen, Frank
;
Urbain, Jean-Pierre
;
Dijk, Herman K. van
-
1994
Persistent link: https://www.econbiz.de/10000903476
Saved in:
9
Comparison of tail index estimators
Haan, Laurens de
;
Lian, Peng
-
1994
Persistent link: https://www.econbiz.de/10000908363
Saved in:
10
Testing the Heath-Jarrow-Morton - Ho-Lee model of interest rate contingent claims pricing
Flesaker, Bjorn
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
4
,
pp. 483-495
Persistent link: https://www.econbiz.de/10001160498
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