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subject:"Share price"
subject:"United Kingdom"
~isPartOf:"Journal of financial econometrics"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Share price
United Kingdom
Prognoseverfahren
Estimation theory
48
Schätztheorie
48
Estimation
19
Schätzung
19
Time series analysis
14
Zeitreihenanalyse
14
Volatility
13
Volatilität
13
Correlation
9
Korrelation
9
Statistical test
9
Statistischer Test
9
ARCH model
8
ARCH-Modell
8
Forecasting model
8
Portfolio selection
8
Portfolio-Management
8
Statistical distribution
8
Statistische Verteilung
8
Capital income
7
Kapitaleinkommen
7
Risikomaß
7
Risikoprämie
7
Risk measure
7
Risk premium
7
Analysis of variance
6
CAPM
6
Robust statistics
6
Robustes Verfahren
6
Sampling
6
Stichprobenerhebung
6
Varianzanalyse
6
Induktive Statistik
5
Statistical inference
5
Stochastic process
5
Stochastischer Prozess
5
Börsenkurs
4
Regression analysis
4
Regressionsanalyse
4
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9
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1
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Article in journal
10
Aufsatz in Zeitschrift
10
Language
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English
10
Author
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Cai, Charlie X.
1
Cai, Yuzhi
1
Casas, Isabel
1
Cipollini, Fabrizio
1
Ferreira, Eva
1
Gallo, Giampiero M.
1
Gungor, Sermin
1
Guo, Junjie
1
Hong, Seok Young
1
Kim, Minjoo
1
Liu, Qiang
1
Liu, Zhi
1
Luger, Richard
1
Nolte, Ingmar
1
Noureldin, Diaa
1
Orbe-Mandaluniz, Susan
1
Palandri, Alessandro
1
Sancetta, Alessio
1
Shin, Yongcheol
1
Stander, Julian
1
Taylor, Stephen
1
Xu, Ke-Li
1
Zhang, Qi
1
Zhao, Xiaolu
1
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Journal of financial econometrics
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
Economic modelling
20
Journal of banking & finance
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of applied econometrics
18
Journal of empirical finance
18
Oxford bulletin of economics and statistics
18
Applied economics
16
Econometric theory
15
Finance research letters
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
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
European journal of operational research : EJOR
11
International journal of economics and financial issues : IJEFI
11
Computational economics
10
Econometrics : open access journal
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Risks : open access journal
10
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics letters
9
Astin bulletin : the journal of the International Actuarial Association
8
International review of financial analysis
8
Journal of financial and quantitative analysis : JFQA
8
Journal of financial economics
8
Journal of international financial markets, institutions & money
8
Journal of international money and finance
8
The journal of finance : the journal of the American Finance Association
8
The review of financial studies
8
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ECONIS (ZBW)
10
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1
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
2
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
3
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
4
Volatility prediction using a realized-measure-based component model
Noureldin, Diaa
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 76-104
Persistent link: https://www.econbiz.de/10012878187
Saved in:
5
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
6
Intraday end-of-day volume prediction
Sancetta, Alessio
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 472-495
Persistent link: https://www.econbiz.de/10012654952
Saved in:
7
Time-varying coefficient estimation in SURE models : application to portfolio management
Casas, Isabel
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 707-745
Persistent link: https://www.econbiz.de/10012654990
Saved in:
8
The threshold GARCH model : estimation and density forecasting for financial returns
Cai, Yuzhi
;
Stander, Julian
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 395-424
Persistent link: https://www.econbiz.de/10012232969
Saved in:
9
Realized variance modeling : decoupling forecasting from estimation
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 532-555
Persistent link: https://www.econbiz.de/10012316698
Saved in:
10
FARVaR : functional autoregressive value-at-risk
Cai, Charlie X.
;
Kim, Minjoo
;
Shin, Yongcheol
;
Zhang, Qi
- In:
Journal of financial econometrics
17
(
2019
)
2
,
pp. 284-337
Persistent link: https://www.econbiz.de/10012054445
Saved in:
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