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subject:"Share price"
type_genre:"Article in journal"
~accessRights:"restricted"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Quantitative finance"
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Search: subject_exact:"Estimation theory"
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Share price
Estimation theory
266
Schätztheorie
266
Estimation
78
Schätzung
78
Nichtparametrisches Verfahren
75
Nonparametric statistics
75
Regression analysis
68
Regressionsanalyse
68
Time series analysis
63
Zeitreihenanalyse
63
Induktive Statistik
37
Statistical inference
37
Statistical test
34
Statistischer Test
34
Volatility
32
Volatilität
32
Correlation
26
Forecasting model
26
Korrelation
26
Prognoseverfahren
26
Panel
24
Panel study
24
Bayes-Statistik
20
Bayesian inference
20
Maximum likelihood estimation
20
Maximum-Likelihood-Schätzung
20
Bootstrap approach
19
Bootstrap-Verfahren
19
Statistical distribution
19
Statistische Verteilung
19
Börsenkurs
18
Capital income
18
Kapitaleinkommen
18
Stochastic process
17
Stochastischer Prozess
17
Portfolio selection
16
Portfolio-Management
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15
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Article in journal
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English
18
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Achab, Massil
1
Bacry, E.
1
Bauwens, Luc
1
Bibinger, Markus
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Buccheri, Giuseppe
1
Cang, Yuquan
1
Chaves, Leonardo Salim Saker
1
Chen, May-Ru
1
Corsi, Fulvio
1
Escanciano, Juan Carlos
1
Francq, Christian
1
Griffin, Jim E.
1
Guo, Meihui
1
Hautsch, Nikolaus
1
Huang, Shih-Feng
1
Kalnina, Ilze
1
Kim, Donggyu
1
Li, Dong
1
Li, Jia
1
Lillo, Fabrizio
1
Ling, Shiqing
1
Liu, Guangying
1
Malec, Peter
1
Milunovich, George
1
Mitrodima, Gelly
1
Muzy, J. F.
1
Mykland, Per A.
1
Otranto, Edoardo
1
Pardo-Fernández, Juan Carlos
1
Potiron, Yoann
1
Qiao, Kenan
1
Rambaldi, M.
1
Reiß, Markus
1
Shin, Minseok
1
Sornette, Didier
1
Stoikov, Sasha
1
Sucarrat, Genaro
1
Sun, Yuying
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Quantitative finance
Journal of econometrics
33
Journal of forecasting
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Finance research letters
5
The North American journal of economics and finance : a journal of financial economics studies
5
Journal of empirical finance
4
Economic modelling
3
Economics letters
3
International journal of forecasting
3
International review of economics & finance : IREF
3
Journal of financial econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of international financial markets, institutions & money
3
Annals of finance
2
Applied economics
2
Computational economics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Financial markets and portfolio management
2
Journal of international trade & commerce
2
Journal of risk
2
Mudra : journal of finance and accounting
2
Review of Pacific Basin financial markets and policies
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
American journal of finance and accounting
1
Applied mathematical finance
1
Asia-Pacific financial markets
1
Asia-Pacific journal of management research and innovation : APJMRI
1
Asian economic journal : journal of the East Asian Economic Association
1
Bulletin of economic research
1
Computational and mathematical organization theory
1
Critical finance review
1
Econometric reviews
1
Econometric theory
1
Economic systems
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European journal of operational research : EJOR
1
Frontiers of economics in China : selected publications from Chinese universities
1
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ECONIS (ZBW)
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1
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
2
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
3
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
4
A Bayesian quantile time series model for asset returns
Griffin, Jim E.
;
Mitrodima, Gelly
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 16-27
Persistent link: https://www.econbiz.de/10012804077
Saved in:
5
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
6
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
7
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
8
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
Saved in:
9
Local parametric estimation in high frequency data
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 679-692
Persistent link: https://www.econbiz.de/10012262505
Saved in:
10
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
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