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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Computational economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Estimation theory"
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Share price
Kapitaleinkommen
Estimation theory
180
Schätztheorie
180
Time series analysis
51
Zeitreihenanalyse
51
Estimation
34
Schätzung
33
Regression analysis
27
Regressionsanalyse
27
Monte Carlo simulation
24
Monte-Carlo-Simulation
24
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Volatility
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Volatilität
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15
Risikomaß
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Risk measure
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Capital income
14
Simulation
13
Bayes-Statistik
12
Bayesian inference
12
Correlation
12
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12
Market microstructure
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Marktmikrostruktur
11
Maximum likelihood estimation
11
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11
State space model
11
Statistical test
11
Statistischer Test
11
Theorie
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11
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11
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Article in journal
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English
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Ahlgren, Niklas
1
Antell, Jan
1
Balter, Janine
1
Ceffer, A.
1
Cervellera, Gian P.
1
Chen, Jiaqin
1
Corsi, Fulvio
1
Deng, Xue
1
Dias, Fabio S.
1
Engle, Robert F.
1
Galbraith, John W.
1
Hassler, Uwe
1
Jebabli, Ikram
1
Kokoszka, Piotr
1
Kouaissah, Noureddine
1
Levendovszky, J.
1
Liang, Ying
1
Miao, Hong
1
Mira, Antonietta
1
Moon, Seongman
1
Olah, A.
1
Ortobelli Lozza, Sergio
1
Peluso, Stefano
1
Peters, Gareth
1
Reguly, I.
1
Reimherr, Matthew
1
Rodrigues, Paulo M. M.
1
Rubia, Antonio
1
Rydberg, Tina Hvild
1
Santos, Antonio A. F.
1
Shephard, Neil G.
1
Suto, Nobuyuki
1
Taniai, Hiroyuki
1
Taniguchi, Masanobu
1
Taoufik, Bahaeddine
1
Tucci, Marco Paolo
1
Usami, Takashi
1
Velasco, Carlos
1
Visser, Marcel P.
1
Yuan, Ming
1
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Computational economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
Journal of empirical finance
22
Economics letters
18
Finance research letters
17
Journal of banking & finance
16
Journal of financial and quantitative analysis : JFQA
14
Economic modelling
13
Journal of forecasting
12
The journal of finance : the journal of the American Finance Association
12
Journal of risk and financial management : JRFM
11
Quantitative finance
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
The review of financial studies
11
Journal of financial econometrics
10
Journal of financial economics
10
Econometrics : open access journal
9
Econometric reviews
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of economics and financial issues : IJEFI
8
International review of financial analysis
8
Review of quantitative finance and accounting
8
The journal of business : B
8
International journal of forecasting
7
Journal of economic dynamics & control
7
The European journal of finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
Cogent economics & finance
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Journal of applied econometrics
6
Journal of mathematical finance
6
Journal of risk
6
The review of economic studies
6
Annals of finance
5
Applied economics
5
Applied financial economics
5
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
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ECONIS (ZBW)
18
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1
Robust portfolio optimization based on semi-parametric ARMA-TGARCH-EVT model with mixed copula using WCVaR
Deng, Xue
;
Liang, Ying
- In:
Computational economics
61
(
2023
)
1
,
pp. 267-294
Persistent link: https://www.econbiz.de/10014228426
Saved in:
2
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
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
A non-parametric test and predictive model for signed path dependence
Dias, Fabio S.
;
Peters, Gareth
- In:
Computational economics
56
(
2020
)
2
,
pp. 461-498
Persistent link: https://www.econbiz.de/10012272043
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
Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr
;
Miao, Hong
;
Reimherr, Matthew
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
Saved in:
7
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:
8
A note on the estimation of a gamma-variance process : learning from a failure
Cervellera, Gian P.
;
Tucci, Marco Paolo
- In:
Computational economics
49
(
2017
)
3
,
pp. 363-385
Persistent link: https://www.econbiz.de/10011762113
Saved in:
9
Efficient portfolio selection in a large market
Chen, Jiaqin
;
Yuan, Ming
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 496-524
Persistent link: https://www.econbiz.de/10011623668
Saved in:
10
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:
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