//--> //--> //--> //-->
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:"Computational economics"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Kointegration"
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
Kointegration
Estimation theory
128
Schätztheorie
128
Time series analysis
33
Zeitreihenanalyse
33
Estimation
26
Schätzung
24
Regression analysis
23
Regressionsanalyse
23
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Simulation
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Forecasting model
11
Prognoseverfahren
11
ARCH model
10
ARCH-Modell
10
State space model
10
Stochastic process
10
Stochastischer Prozess
10
Zustandsraummodell
10
Bayes-Statistik
9
Bayesian inference
9
Statistical distribution
9
Statistische Verteilung
9
Volatility
9
Volatilität
9
Bootstrap approach
8
Bootstrap-Verfahren
8
Capital income
8
Kapitaleinkommen
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Panel
8
Panel study
8
Portfolio selection
8
Portfolio-Management
8
Correlation
7
Korrelation
7
Börsenkurs
6
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
11
Conference paper
1
Konferenzbeitrag
1
Language
All
English
11
Author
All
Aloy, Marcel
1
Arize, Augustine Chuck
1
Ceffer, A.
1
Ghosh, Dilip K.
1
Iren, Perihan
1
Kumar, Dilip
1
Kunitomo, Naoto
1
Levendovszky, J.
1
Lont, Johannes
1
Maheswaran, S.
1
Malindretos, John
1
Misaki, Hiroumi
1
Olah, A.
1
Omay, Tolga
1
Otero, Jesús G.
1
Panagiōtidēs, Theodōros
1
Papapanagiotou, Georgios
1
Reguly, I.
1
Santos, Antonio A. F.
1
Simaan, Majeed
1
Simaan, Yusif E.
1
Tang, Yi
1
Truchis, Gilles de
1
Wang, Juan
1
Zhang, Dongxiang
1
Zhang, Jian
1
Łasak, Katarzyna
1
more ...
less ...
Published in...
All
Computational economics
International review of economics & finance : IREF
Journal of econometrics
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Economics letters
28
Econometric reviews
26
Econometric theory
26
Econometrics : open access journal
24
Economic modelling
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Applied economics letters
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
International journal of economics and financial issues : IJEFI
17
Applied economics
14
Journal of empirical finance
12
The econometrics journal
12
Journal of banking & finance
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 forecasting
10
Quantitative finance
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Finance research letters
8
International Journal of Energy Economics and Policy : IJEEP
8
International journal of economics and finance
8
International journal of forecasting
8
Journal of applied econometrics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of international financial markets, institutions & money
8
Journal of risk and financial management : JRFM
8
Oxford bulletin of economics and statistics
8
Central European journal of economic modelling and econometrics
7
Journal of financial and quantitative analysis : JFQA
7
Journal of time series econometrics
7
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
Journal of financial econometrics
6
Review of quantitative finance and accounting
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
Finance India : the quarterly journal of Indian Institute of Finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing
Omay, Tolga
;
Iren, Perihan
- In:
Computational economics
61
(
2023
)
1
,
pp. 233-265
Persistent link: https://www.econbiz.de/10014228424
Saved in:
2
Multivariate cointegration and temporal aggregation : some further simulation results
Otero, Jesús G.
;
Panagiōtidēs, Theodōros
; …
- In:
Computational economics
59
(
2022
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10013168902
Saved in:
3
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
4
Observation driven long run equilibria
Łasak, Katarzyna
;
Lont, Johannes
- In:
Computational economics
55
(
2020
)
2
,
pp. 551-575
Persistent link: https://www.econbiz.de/10012223650
Saved in:
5
Low complexity algorithmic trading by feedforward neural networks
Levendovszky, J.
;
Reguly, I.
;
Olah, A.
;
Ceffer, A.
- In:
Computational economics
54
(
2019
)
1
,
pp. 267-279
Persistent link: https://www.econbiz.de/10012134157
Saved in:
6
Estimation error in mean returns and the mean-variance efficient frontier
Simaan, Majeed
;
Simaan, Yusif E.
;
Tang, Yi
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 109-124
Persistent link: https://www.econbiz.de/10012033674
Saved in:
7
Optimal estimation strategies for bivariate fractional cointegration systems and the co-persistence analysis of stock market realized volatilities
Aloy, Marcel
;
Truchis, Gilles de
- In:
Computational economics
48
(
2016
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10011646595
Saved in:
8
Purchasing power parity-symmetry and proportionality : evidence from 116 countries
Arize, Augustine Chuck
;
Malindretos, John
;
Ghosh, Dilip K.
- In:
International review of economics & finance : IREF
37
(
2015
),
pp. 69-85
Persistent link: https://www.econbiz.de/10011538249
Saved in:
9
Mean reversion in stock prices of seven Asian stock markets : unit root test and stationary test with Fourier functions
Wang, Juan
;
Zhang, Dongxiang
;
Zhang, Jian
- In:
International review of economics & finance : IREF
37
(
2015
),
pp. 157-164
Persistent link: https://www.econbiz.de/10011538307
Saved in:
10
On robust properties of the SIML estimation of volatility under micro-market noise and random sampling
Misaki, Hiroumi
;
Kunitomo, Naoto
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 265-281
Persistent link: https://www.econbiz.de/10011573588
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->