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subject:"Share price"
subject:"United Kingdom"
~isPartOf:"CREATES research paper"
~isPartOf:"Cambridge working papers in economics"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Share price
United Kingdom
Prognoseverfahren
Estimation theory
200
Schätztheorie
200
Time series analysis
72
Zeitreihenanalyse
72
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
Estimation
34
Schätzung
34
Theorie
25
Theory
25
Regression analysis
22
Regressionsanalyse
22
Statistical test
22
Statistischer Test
22
Panel
20
Panel study
20
Volatility
20
Volatilität
20
Correlation
19
Korrelation
19
Cointegration
17
Kointegration
17
Stochastic process
16
Stochastischer Prozess
16
ARCH model
14
ARCH-Modell
14
Börsenkurs
13
Induktive Statistik
13
Statistical inference
13
Bootstrap approach
12
Bootstrap-Verfahren
12
Forecasting model
11
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
USA
11
United States
11
Statistical distribution
10
Statistische Verteilung
10
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Free
22
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22
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Graue Literatur
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Non-commercial literature
20
Arbeitspapier
16
Working Paper
16
Article in journal
2
Aufsatz in Zeitschrift
2
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English
22
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Linton, Oliver
5
Escanciano, Juan Carlos
2
Gao, Jiti
2
Hillebrand, Eric
2
Hoderlein, Stefan
2
Kapetanios, George
2
Lee, Tae-hwy
2
Lewbel, Arthur
2
Pesaran, M. Hashem
2
Silvennoinen, Annastiina
2
Srisuma, Sorawoot
2
Teräsvirta, Timo
2
Andersen, Torben
1
Bailey, Natalia
1
Bennedsen, Mikkel
1
Bu, Ruijun
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Chen, Jia
1
Cheng, Tingting
1
Grassi, Stefano
1
Hall, Anthony D.
1
Harris, David
1
Hounyo, Ulrich
1
Kew, Hsein
1
Kock, Anders B.
1
Kock, Anders Bredahl
1
Kristensen, Johannes Tang
1
Lahiri, Kajal
1
Li, Degui
1
Li, Yu-Ning
1
Lunde, Asger
1
Malec, Peter
1
Medeiros, Marcelo C.
1
Osterrieder, Daniela
1
Palumbo, Dario
1
Shephard, Neil G.
1
Varneskov, Rasmus Tangsgaard
1
Ventosa-Santaulària, Daniel
1
Vera-Valdés, J. Eduardo
1
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University of Cambridge / Department of Applied Economics
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University of Cambridge / Faculty of Economics
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CREATES research paper
Cambridge working papers in economics
Journal of econometrics
119
International journal of forecasting
114
Journal of forecasting
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Economics letters
36
Discussion paper / Tinbergen Institute
31
Working paper / Department of Econometrics and Business Statistics, Monash University
23
Journal of empirical finance
21
Economic modelling
20
Journal of banking & finance
20
Working paper
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Journal of applied econometrics
18
Oxford bulletin of economics and statistics
18
Discussion paper
17
NBER working paper series
17
Applied economics
16
Econometric theory
15
Finance research letters
15
NBER Working Paper
15
Quantitative finance
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
The econometrics journal
15
Econometric reviews
14
CESifo working papers
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Insurance / Mathematics & economics
13
Journal of risk and financial management : JRFM
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of the American Statistical Association : JASA
12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Working paper / National Bureau of Economic Research, Inc.
12
Working papers / Rutgers University, Department of Economics
12
European journal of operational research : EJOR
11
International journal of economics and financial issues : IJEFI
11
Computational economics
10
Discussion papers in economics
10
Econometrics : open access journal
10
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ECONIS (ZBW)
22
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1
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
3
Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
4
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:
5
Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich
;
Lahiri, Kajal
-
2021
Persistent link: https://www.econbiz.de/10012815973
Saved in:
6
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
7
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
8
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
9
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
10
Semiparametric single-index predictive regression
Zhou, Weilun
;
Gao, Jiti
;
Harris, David
;
Kew, Hsein
-
2019
Persistent link: https://www.econbiz.de/10012703312
Saved in:
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