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subject:"Share price"
subject:"Volatilität"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Working paper"
~language:"eng"
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Search: subject_exact:"Estimation theory"
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Share price
Volatilität
Estimation theory
174
Schätztheorie
174
Theorie
53
Theory
53
Estimation
37
Schätzung
37
Time series analysis
23
Zeitreihenanalyse
23
USA
22
United States
22
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20
Regressionsanalyse
20
Börsenkurs
15
Capital income
14
Kapitaleinkommen
14
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
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13
Panel study
13
Forecasting model
11
Prognoseverfahren
11
Statistical test
11
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11
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10
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10
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10
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10
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10
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8
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8
Portfolio selection
8
Portfolio-Management
8
Induktive Statistik
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical inference
7
IV-Schätzung
6
Instrumental variables
6
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6
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Faff, Robert W.
2
Yu, Jun
2
Alfelt, Gustav
1
Bodnar, Taras
1
Bollerslev, Tim
1
Brailsford, Timothy J.
1
Brooks, Robert
1
Chen, Han
1
Connolly, Robert A.
1
Craig, Ben R.
1
Easton, Stephen Andrew
1
Fei, Yijie
1
Gefang, Deborah
1
Gjerde, Øystein
1
Harris, Lawrence E.
1
Hentschel, Ludger
1
Javed, Farrukh
1
Joerding, Wayne H.
1
Jokivuolle, Esa
1
Kapetanios, George
1
Keller, Joachim G.
1
Klein, April
1
Koop, Gary
1
Lee, John H. H.
1
Li, Jia
1
Mikkelsen, Hans Ole Æ.
1
Nyholm, Ken
1
Pesaran, M. Hashem
1
Phillips, Peter C. B.
1
Poon, Aubrey
1
Porter, David C.
1
Ronen, Tavy
1
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1
Shi, Shuping
1
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1
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Journal of financial and quantitative analysis : JFQA
Working paper
Journal of econometrics
130
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Discussion paper / Tinbergen Institute
29
Economics letters
29
Journal of empirical finance
27
Econometric reviews
22
Economic modelling
20
Journal of banking & finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Quantitative finance
18
CREATES research paper
17
Econometric theory
16
Finance research letters
16
Journal of financial econometrics
15
International journal of forecasting
14
International journal of theoretical and applied finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of economics and financial issues : IJEFI
13
Journal of forecasting
13
Journal of risk and financial management : JRFM
13
Cambridge working papers in economics
11
NBER Working Paper
11
SFB 649 discussion paper
11
The econometrics journal
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of mathematical finance
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Econometrics : open access journal
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International review of financial analysis
9
Journal of financial economics
9
NBER working paper series
9
The journal of finance : the journal of the American Finance Association
9
Working paper / National Bureau of Economic Research, Inc.
9
Applied economics
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Finance and stochastics
8
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ECONIS (ZBW)
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1
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
2
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
3
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
-
2021
Persistent link: https://www.econbiz.de/10012603081
Saved in:
4
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012115020
Saved in:
5
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808264
Saved in:
6
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:
7
The empirical performance of option based densities of foreign exchange
Craig, Ben R.
;
Keller, Joachim G.
-
2002
Persistent link: https://www.econbiz.de/10001650407
Saved in:
8
Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken
-
1998
Persistent link: https://www.econbiz.de/10001373117
Saved in:
9
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:
10
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:
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