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subject:"Share price"
subject:"United States"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
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Search: subject_exact:"Estimation theory"
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Share price
United States
Estimation theory
1,741
Schätztheorie
1,741
Theorie
396
Theory
396
Zeitreihenanalyse
337
Time series analysis
336
Nichtparametrisches Verfahren
322
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322
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274
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274
Estimation
248
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244
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157
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157
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154
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140
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140
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101
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100
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88
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88
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87
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87
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84
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83
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83
Statistical inference
83
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72
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72
Stochastic process
72
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72
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70
Statistische Verteilung
70
Instrumental variables
69
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66
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66
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65
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65
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64
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101
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Todorov, Viktor
6
Li, Jia
5
Tauchen, George Eugene
5
Kim, Donggyu
4
Francq, Christian
3
Wang, Yazhen
3
Andersen, Torben
2
Clinet, Simon
2
Daníelsson, Jón
2
Granger, C. W. J.
2
Hyung, Namwon
2
Kim, Chang-Jin
2
LaFrance, Jeffrey T.
2
Li, Yingying
2
Mayer, Walter James
2
Mroz, Thomas A.
2
Mykland, Per A.
2
Nelson, Charles R.
2
Pope, Rulon D.
2
Potiron, Yoann
2
Rodrigues, Paulo M. M.
2
Shephard, Neil G.
2
Xiu, Dacheng
2
Zakoïan, Jean-Michel
2
Zhang, Congshan
2
Zhang, Lan
2
Abadie, Alberto
1
Agnew, G. K.
1
Ahsan, Nazmul
1
Aknouche, Abdelhakim
1
Amado, Cristina
1
Armah, Nii Ayi
1
Armitage, Seth
1
Atkinson, Scott Estes
1
Baltagi, Badi H.
1
Bams, Dennis
1
Bansal, Ravi
1
Beatty, T. K. M.
1
Bekaert, Geert
1
Blasques, Francisco
1
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Applied financial economics
Journal of econometrics
Journal of empirical finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
110
The review of economics and statistics
44
Working paper / National Bureau of Economic Research, Inc.
36
Economics letters
26
Journal of applied econometrics
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
American journal of agricultural economics
19
The journal of finance : the journal of the American Finance Association
18
NBER working paper series
17
Applied economics
16
Journal of financial and quantitative analysis : JFQA
16
The journal of futures markets
16
Journal of banking & finance
15
Journal of forecasting
15
The review of financial studies
15
CREATES research paper
14
Discussion paper series / IZA
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
International journal of forecasting
13
Working paper
13
Journal of macroeconomics
12
Technical working paper / National Bureau of Economic Research
12
The review of economic studies
12
Discussion paper / Centre for Economic Policy Research
11
Discussion paper / Tinbergen Institute
11
Economic modelling
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of money, credit and banking : JMCB
10
Cambridge working papers in economics
9
Discussion paper
9
Econometric reviews
9
International economic review
9
Journal of financial economics
9
NBER Working Paper
9
Oxford bulletin of economics and statistics
9
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1
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
2
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
3
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
4
A time-varying parameter model for local explosions
Blasques, Francisco
;
Koopman, Siem Jan
;
Nientker, Marc
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 65-84
Persistent link: https://www.econbiz.de/10013441623
Saved in:
5
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
6
Asset selection based on high frequency Sharpe ratio
Wang, Christina Dan
;
Chen, Zhao
;
Lian, Yimin
;
Chen, Min
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 168-188
Persistent link: https://www.econbiz.de/10013441645
Saved in:
7
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
8
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
9
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
Saved in:
10
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
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