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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of financial econometrics"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Share price
Stochastic process
Estimation theory
165
Schätztheorie
165
Statistical distribution
51
Statistische Verteilung
51
Estimation
37
Schätzung
34
Risikomaß
31
Risk measure
31
Regression analysis
24
Regressionsanalyse
24
Time series analysis
22
Zeitreihenanalyse
22
Forecasting model
20
Prognoseverfahren
20
Multivariate Verteilung
19
Multivariate distribution
19
Risk
18
Portfolio selection
17
Portfolio-Management
17
Risiko
17
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Measurement
15
Messung
15
Statistical test
14
Statistischer Test
14
Volatility
14
Volatilität
14
Ausreißer
13
Outliers
13
Stochastischer Prozess
13
Maximum likelihood estimation
12
Maximum-Likelihood-Schätzung
12
Risikoprämie
12
Risk premium
12
ARCH model
11
ARCH-Modell
11
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11
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11
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1
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Article
18
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Article in journal
Aufsatz in Zeitschrift
18
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English
18
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Zhang, Zhimin
3
Avanzi, Benjamin
2
Taylor, Greg
2
Wong, Bernard
2
Buccheri, Giuseppe
1
Casas, Isabel
1
Chen, Feng
1
Dunsmuir, William T.M.
1
Esmaeili, Habib
1
Ferreira, Eva
1
Grassi, Stefano
1
Guillou, Armelle
1
Gungor, Sermin
1
Hartman, Brian
1
Hong, Seok Young
1
Huang, Chao
1
Hung, Mao-Wei
1
Hurn, Stan
1
Klüppelberg, Claudia
1
Ko, Yi-Chen
1
Lally, Nathan
1
Lin, Jin-guan
1
Lindsay, Kenneth A.
1
Liu, Qiang
1
Liu, Zhi
1
Loisel, Stéphane
1
Lucas, André
1
Luger, Richard
1
Nolte, Ingmar
1
Opschoor, Anne
1
Orbe-Mandaluniz, Susan
1
Shimizu, Yasutaka
1
Stupfler, Gilles
1
Taylor, Stephen
1
Vocalelli, Giorgio
1
Vu, Phuong Anh
1
Wang, Jr-Yan
1
Wee, Damien C.H.
1
Xie, Jiayi
1
Xu, Lina
1
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Insurance / Mathematics & economics
Journal of financial econometrics
Journal of econometrics
92
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Economics letters
24
Economic modelling
23
Econometric reviews
19
Journal of empirical finance
19
Econometric theory
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
European journal of operational research : EJOR
13
Journal of banking & finance
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Quantitative finance
12
Econometrics : open access journal
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of risk and financial management : JRFM
11
Mathematics of operations research
11
Computational economics
10
Journal of forecasting
10
Finance research letters
9
International journal of theoretical and applied finance
9
Operations research
9
International journal of economics and financial issues : IJEFI
8
Journal of applied econometrics
8
Journal of mathematical finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of finance : the journal of the American Finance Association
8
The review of financial studies
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
International journal of forecasting
7
Journal of financial and quantitative analysis : JFQA
7
Journal of financial economics
7
Journal of productivity analysis
7
Risks : open access journal
7
The econometrics journal
7
Annals of finance
6
Asia-Pacific financial markets
6
International journal of production research
6
International review of financial analysis
6
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ECONIS (ZBW)
18
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18
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1
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
2
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
3
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
4
A comparative study of likelihood approximations for univariate diffusions
Hurn, Stan
;
Lindsay, Kenneth A.
;
Xu, Lina
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 852-879
Persistent link: https://www.econbiz.de/10014314834
Saved in:
5
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
6
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
7
On the modelling of multivariate counts with Cox processes and dependent shot noise intensities
Avanzi, Benjamin
;
Taylor, Greg
;
Wong, Bernard
;
Yang, Xinda
- In:
Insurance / Mathematics & economics
99
(
2021
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012649204
Saved in:
8
Time-varying coefficient estimation in SURE models : application to portfolio management
Casas, Isabel
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 707-745
Persistent link: https://www.econbiz.de/10012654990
Saved in:
9
Statistical estimation for some dividend problems under the compound poisson risk model
Xie, Jiayi
;
Zhang, Zhimin
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 101-115
Persistent link: https://www.econbiz.de/10012419256
Saved in:
10
Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
Saved in:
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