//--> //--> //--> //-->
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:"Share price"
subject:"Stock index"
~isPartOf:"CREATES research paper"
~subject:"Estimation theory"
~type_genre:"Non-commercial literature"
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"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Share price
Stock index
Estimation theory
Estimation
79
Schätzung
79
Theorie
32
Theory
32
Time series analysis
25
Zeitreihenanalyse
25
Capital income
23
Kapitaleinkommen
23
Schätztheorie
18
Volatility
18
Volatilität
18
Börsenkurs
15
Forecasting model
15
Prognoseverfahren
15
Risikoprämie
13
Risk premium
13
USA
12
United States
12
Cointegration
11
Kointegration
11
ARCH model
8
ARCH-Modell
8
Yield curve
8
Zinsstruktur
8
CAPM
7
Factor analysis
7
Faktorenanalyse
7
Stochastic process
7
Stochastischer Prozess
7
Correlation
6
Korrelation
6
VAR model
6
VAR-Modell
6
Anleihe
5
Bond
5
Business cycle
5
Konjunktur
5
Nichtparametrisches Verfahren
5
more ...
less ...
Online availability
All
Free
32
Type of publication
All
Book / Working Paper
32
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
32
Graue Literatur
32
Working Paper
32
Language
All
English
32
Author
All
Bollerslev, Tim
5
Nielsen, Morten Ørregaard
4
Todorov, Viktor
4
Casas, Isabel
2
Cavaliere, Giuseppe
2
Kristensen, Dennis
2
Silvennoinen, Annastiina
2
Taylor, Robert
2
Teräsvirta, Timo
2
Violante, Francesco
2
Andreasen, Martin Møller
1
Bu, Ruijun
1
Carlini, Federico
1
Christensen, Bent Jesper
1
Demetrescu, Matei
1
Dolatabadi, Sepideh
1
Ergemen, Yunus Emre
1
Fernández-Villaverde, Jesús
1
Ferreira, Eva
1
Floor Brix, Anne
1
Grassi, Stefano
1
Hadri, Kaddour
1
Hall, Anthony D.
1
Hautsch, Nikolaus
1
Hillebrand, Eric
1
Jakobsen, Johan Stax
1
Kanaya, Shin
1
Kang, Jian
1
Kristensen, Johannes Tang
1
Kruse-Becher, Robinson
1
Lanne, Markku
1
Li, Sophia Zhengzi
1
Lunde, Asger
1
MacKinnon, James G.
1
Mao, Xiuping
1
Mikkelsen, Jakob Guldbæk
1
Mirone, Giorgio
1
Nielsen, Ole Linnemann
1
Ntantamis, Christos
1
Nyberg, Henri
1
more ...
less ...
Published in...
All
CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
111
CESifo working papers
74
Discussion paper / Centre for Economic Policy Research
67
Discussion paper series / IZA
63
Discussion paper / Tinbergen Institute
62
Working paper
62
CEMMAP working papers / Centre for Microdata Methods and Practice
51
Discussion paper
48
SFB 649 discussion paper
45
Working paper / Department of Econometrics and Business Statistics, Monash University
42
Discussion papers / CEPR
36
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
32
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
27
CFS working paper series
25
Discussion papers of interdisciplinary research project 373
25
Finance and economics discussion series
25
Kiel working paper
25
Research paper series / Swiss Finance Institute
25
ZEW discussion papers
25
Working papers
22
Discussion papers / Deutsches Institut für Wirtschaftsforschung
21
Working papers series in theoretical and applied economics
19
Discussion paper / Deutsche Bundesbank
18
Working paper series
17
Department of Economics working paper series
16
Working paper / Centre for Financial Research
16
Cambridge working papers in economics
15
Cowles Foundation discussion paper
14
Economics / Discussion papers : the open-access, open-assessment e-journal
14
Fisher College of Business working paper series
14
Staff reports / Federal Reserve Bank of New York
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Working paper series / European Central Bank
13
CAMA working paper series
12
Economics working paper
12
KBI
12
Queen's Economics Department working paper
12
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
12
Boston College working papers in economics
11
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
4
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
5
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
6
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
7
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
8
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium
Casas, Isabel
;
Mao, Xiuping
;
Veiga, Helena
-
2018
Persistent link: https://www.econbiz.de/10011864851
Saved in:
9
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
10
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
-
2018
Persistent link: https://www.econbiz.de/10011913721
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->