//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The review of financial studies"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Share price
Estimation theory
266
Schätztheorie
266
Theorie
76
Theory
76
Estimation
61
Schätzung
61
Time series analysis
54
Zeitreihenanalyse
54
USA
29
United States
29
Volatility
24
Volatilität
24
ARCH model
21
ARCH-Modell
21
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
Capital income
19
Kapitaleinkommen
19
Regression analysis
18
Regressionsanalyse
18
Börsenkurs
17
Forecasting model
16
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
Prognoseverfahren
16
Panel
13
Panel study
13
CAPM
12
Cointegration
12
Correlation
12
Kointegration
12
Korrelation
12
Market microstructure
11
Marktmikrostruktur
11
Risikomaß
11
Risk measure
11
Statistical test
11
Statistischer Test
11
Einheitswurzeltest
10
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Engle, Robert F.
2
Nimalendran, Mahendrarajah
2
Ahlgren, Niklas
1
Antell, Jan
1
Balter, Janine
1
Bampinas, Georgios
1
Boudoukh, Jacob
1
Charbonneau, Alain
1
George, Thomas J.
1
Hassler, Uwe
1
Hwang, Sun Young
1
Itō, Takatoshi
1
Karathanassis, George A.
1
Kaul, Gautam
1
Kim, Jong-Min
1
Kirby, Chris
1
Ladopoulos, Konstantinos
1
Lamoureux, Christopher G.
1
Lin, Wen-ling Tsai
1
Moon, Seongman
1
Panagiōtidēs, Theodōros
1
Paquin, Jean-Paul
1
Patsos, C.
1
Petersen, Mitchell A.
1
Richardson, Matthew
1
Rodrigues, Paulo M. M.
1
Rubia, Antonio
1
Rydberg, Tina Hvild
1
Shephard, Neil G.
1
Tessier, David
1
Velasco, Carlos
1
Whitelaw, Robert F.
1
Zhou, Guofu
1
more ...
less ...
Published in...
All
Applied economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The review of financial studies
Journal of econometrics
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Journal of empirical finance
11
Economic modelling
10
Economics letters
10
Journal of banking & finance
9
International journal of economics and financial issues : IJEFI
8
Quantitative finance
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of financial and quantitative analysis : JFQA
7
Journal of forecasting
7
Journal of risk and financial management : JRFM
7
The journal of finance : the journal of the American Finance Association
7
Econometrics : open access journal
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The North American journal of economics and finance : a journal of financial economics studies
6
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Finance India : the quarterly journal of Indian Institute of Finance
5
Finance research letters
5
International review of financial analysis
5
Journal of financial economics
5
Journal of international financial markets, institutions & money
5
Pacific-Basin finance journal
5
Review of quantitative finance and accounting
5
Annals of finance
4
Applied financial economics
4
International journal of financial research
4
International review of economics & finance : IREF
4
Journal of applied econometrics
4
Journal of economics & business
4
Journal of financial econometrics
4
The journal of business : B
4
The review of economic studies
4
Advances in quantitative analysis of finance and accounting : a research annual
3
Asian economies
3
Australian journal of management
3
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
2
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
3
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
4
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
5
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
6
Quarticity estimation on ohlc data
Balter, Janine
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011339287
Saved in:
7
The derivation of the NPV variance of a risky capital investment project with first-order autoregressive cash flows and autoregressive conditional heteroscedastic variances
Paquin, Jean-Paul
;
Charbonneau, Alain
;
Tessier, David
- In:
Applied economics
47
(
2015
)
10/12
,
pp. 1170-1186
Persistent link: https://www.econbiz.de/10010486263
Saved in:
8
On the properties of regression test of stock returns predictability using dividend-price ratios
Moon, Seongman
;
Velasco, Carlos
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010233601
Saved in:
9
Estimating standard errors in finance panel data sets : comparing approaches
Petersen, Mitchell A.
- In:
The review of financial studies
22
(
2009
)
1
,
pp. 435-480
Persistent link: https://www.econbiz.de/10003836293
Saved in:
10
Dynamics of trade-by-trade price movements: decomposition and models
Rydberg, Tina Hvild
;
Shephard, Neil G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 2-25
Persistent link: https://www.econbiz.de/10002220788
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->