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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Econometric reviews"
~subject:"Kapitaleinkommen"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Share price
Kapitaleinkommen
Estimation theory
436
Schätztheorie
436
Theorie
131
Theory
131
Time series analysis
86
Zeitreihenanalyse
86
Nichtparametrisches Verfahren
81
Nonparametric statistics
81
Regression analysis
64
Regressionsanalyse
64
Panel
56
Panel study
56
Statistical test
56
Statistischer Test
56
Estimation
54
Schätzung
54
Method of moments
35
Momentenmethode
35
Autocorrelation
29
Autokorrelation
29
Statistical theory
27
Statistische Methodenlehre
27
Cointegration
24
Bootstrap approach
23
Bootstrap-Verfahren
23
Kointegration
23
Modellierung
22
Scientific modelling
22
Simulation
22
Volatility
22
Volatilität
22
Monte Carlo simulation
21
Monte-Carlo-Simulation
21
Statistical distribution
21
Statistische Verteilung
21
Maximum likelihood estimation
19
Maximum-Likelihood-Schätzung
19
Kleinste-Quadrate-Methode
18
Least squares method
18
Stochastic process
16
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Article
8
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Article in journal
Arbeitspapier
Aufsatz in Zeitschrift
8
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English
8
Author
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Bermudez, P. de Zea
1
Brownlees, Christian
1
Galbraith, John W.
1
Halunga, Andreea G.
1
Hansen, Peter Reinhard
1
Large, Jeremy
1
Lunde, Asger
1
Maasoumi, Esfandiar
1
Marín, J. Miguel
1
McAleer, Michael
1
Nualart, Eulalia
1
Savva, Christos S.
1
Silvennoinen, Annastiina
1
Sun, Yucheng
1
Teräsvirta, Timo
1
Veiga, Helena
1
Wright, Jonathan H.
1
Zhu, Jingmei
1
Zinde-Walsh, Victoria
1
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Econometric reviews
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 financial econometrics : official journal of the Society for Financial Econometrics
12
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
Discussion paper / Tinbergen Institute
10
Journal of financial econometrics
10
Journal of financial economics
10
Econometrics : open access journal
9
Working paper / National Bureau of Economic Research, Inc.
9
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
Working paper
8
International journal of forecasting
7
Journal of economic dynamics & control
7
SFB 649 discussion paper
7
The European journal of finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
CESifo working papers
6
CREATES research paper
6
Cogent economics & finance
6
Computational economics
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
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ECONIS (ZBW)
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1
On the estimation of integrated volatility in the presence of jumps and microstructure noise
Brownlees, Christian
;
Nualart, Eulalia
;
Sun, Yucheng
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 991-1013
Persistent link: https://www.econbiz.de/10012406198
Saved in:
2
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
3
Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation
Halunga, Andreea G.
;
Savva, Christos S.
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 660-678
Persistent link: https://www.econbiz.de/10012181343
Saved in:
4
GARCH model estimation using estimated quadratic variation
Galbraith, John W.
;
Zinde-Walsh, Victoria
;
Zhu, Jingmei
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1172-1192
Persistent link: https://www.econbiz.de/10011483454
Saved in:
5
Modeling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 174-197
Persistent link: https://www.econbiz.de/10011373298
Saved in:
6
Realized volatility and long memory : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10003761209
Saved in:
7
Moving average-based estimators of integrated variance
Hansen, Peter Reinhard
;
Large, Jeremy
;
Lunde, Asger
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 79-111
Persistent link: https://www.econbiz.de/10003761216
Saved in:
8
Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns
Wright, Jonathan H.
- In:
Econometric reviews
21
(
2002
)
4
,
pp. 397-417
Persistent link: https://www.econbiz.de/10001718218
Saved in:
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