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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Kointegration"
~subject:"Yield curve"
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Search: subject_exact:"Estimation theory"
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Estimation theory
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International review of economics & finance : IREF
Journal of econometrics
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Economics letters
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1
Choosing the weighting coefficients for estimating the term structure from sovereign bonds
Lapshin, Victor
;
Sohatskaya, Sofia
- In:
International review of economics & finance : IREF
70
(
2020
),
pp. 635-648
Persistent link: https://www.econbiz.de/10012486846
Saved in:
2
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:
3
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:
4
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:
5
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:
6
A new approach to model and forecast volatility based on extreme value of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of economics & finance : IREF
33
(
2014
),
pp. 128-140
Persistent link: https://www.econbiz.de/10010531271
Saved in:
7
Estimating the spot rate curve using the Nelson-Siegel model : a ridge regression approach
Annaert, Jan
;
Claes, Anouk G. P.
;
De Ceuster, Marc J.
; …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 482-496
Persistent link: https://www.econbiz.de/10009740778
Saved in:
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