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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Share price
Estimation theory
726
Schätztheorie
726
Theorie
210
Theory
210
Estimation
180
Schätzung
179
Time series analysis
172
Zeitreihenanalyse
172
Nichtparametrisches Verfahren
122
Nonparametric statistics
122
Regression analysis
110
Regressionsanalyse
110
USA
94
United States
94
Volatility
59
Volatilität
59
Statistical test
57
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53
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51
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51
Induktive Statistik
41
Statistical inference
41
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36
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36
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36
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36
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36
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36
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34
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34
Capital income
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Kapitaleinkommen
34
Simulation
34
Bootstrap approach
33
Bootstrap-Verfahren
33
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32
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32
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31
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Article in journal
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30
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English
30
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Kumar, Dilip
3
Maheswaran, S.
3
Hautsch, Nikolaus
2
Bauwens, Luc
1
Bibinger, Markus
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Buccheri, Giuseppe
1
Chaves, Leonardo Salim Saker
1
Corsi, Fulvio
1
Escanciano, Juan Carlos
1
Feng, Yuanhua
1
Foster, F. Douglas
1
Francq, Christian
1
Goodwin, Barry K.
1
Griffin, Jim E.
1
Hansen, Bruce E.
1
Harvey, Andrew C.
1
Hatemi-J, Abdulnasser
1
Hill, Jonathan B.
1
Kalnina, Ilze
1
Karolyi, G. Andrew
1
Kaufmann, Hendrik
1
Kim, Donggyu
1
Kruse, Robinson
1
Li, Chang-shuai
1
Li, Dong
1
Li, Jia
1
Liesenfeld, Roman
1
Lillo, Fabrizio
1
Ling, Shiqing
1
Malec, Peter
1
Mayfield, E. Scott
1
McNeil, Alexander J.
1
Milunovich, George
1
Mitrodima, Gelly
1
Mizrach, Bruce Marshall
1
Motegi, Kaiji
1
Mykland, Per A.
1
Narayan, Paresh Kumar
1
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Economic modelling
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
46
Economics letters
10
Journal of banking & finance
9
Journal of empirical finance
9
International journal of economics and financial issues : IJEFI
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
Quantitative finance
7
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
Econometrics : open access journal
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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 economics
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
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ECONIS (ZBW)
30
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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
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:
8
Estimating the spot covariation of asset prices : statistical theory and empirical evidence
Bibinger, Markus
;
Hautsch, Nikolaus
;
Malec, Peter
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10012178185
Saved in:
9
Testing the white noise hypothesis of stock returns
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Economic modelling
76
(
2019
),
pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
Saved in:
10
Bias-corrected estimation for speculative bubbles in stock prices
Kruse, Robinson
;
Kaufmann, Hendrik
;
Wegener, Christoph
- In:
Economic modelling
73
(
2018
),
pp. 354-364
Persistent link: https://www.econbiz.de/10012100460
Saved in:
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