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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
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Search: subject_exact:"Estimation theory"
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Share price
Estimation theory
1,693
Schätztheorie
1,693
Theorie
386
Theory
386
Time series analysis
330
Zeitreihenanalyse
330
Nichtparametrisches Verfahren
320
Nonparametric statistics
320
Regression analysis
273
Regressionsanalyse
273
Estimation
246
Schätzung
242
Panel
156
Panel study
156
Statistical test
152
Statistischer Test
152
Volatility
140
Volatilität
140
Method of moments
99
Momentenmethode
98
Forecasting model
88
Prognoseverfahren
88
Autocorrelation
87
Autokorrelation
87
Induktive Statistik
84
Statistical inference
84
Maximum likelihood estimation
82
Maximum-Likelihood-Schätzung
81
Bootstrap approach
72
Bootstrap-Verfahren
72
Stochastic process
72
Stochastischer Prozess
72
Capital income
69
Instrumental variables
69
Kapitaleinkommen
69
Statistical distribution
68
Statistische Verteilung
68
ARCH model
66
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66
Cointegration
64
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Article
61
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1
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Article in journal
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62
Collection of articles of several authors
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Bibliografie enthalten
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Übersichtsarbeit
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English
62
Author
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Todorov, Viktor
6
Li, Jia
5
Tauchen, George Eugene
5
Kim, Donggyu
4
Francq, Christian
3
Wang, Yazhen
3
Clinet, Simon
2
Coutts, J. Andrew
2
Li, Yingying
2
Mills, Terence C.
2
Mykland, Per A.
2
Potiron, Yoann
2
Roberts, Jennifer
2
Rodrigues, Paulo M. M.
2
Shephard, Neil G.
2
Xiu, Dacheng
2
Zakoïan, Jean-Michel
2
Zhang, Congshan
2
Zhang, Lan
2
Ahsan, Nazmul
1
Aknouche, Abdelhakim
1
Amado, Cristina
1
Andersen, Torben
1
Bekaert, Geert
1
Blasques, Francisco
1
Bollerslev, Tim
1
Bouezmarni, Taoufik
1
Campbell, John Y.
1
Chaker, Selma
1
Chen, Min
1
Chen, Richard Y.
1
Chen, Rui
1
Chen, Zhao
1
Cheung, Yin-Wong
1
Choi, Yongok
1
Chou, Pin-huang
1
Cui, Xiangyu
1
Daníelsson, Jón
1
Davis, Richard A.
1
Demetrescu, Matei
1
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International review of financial analysis
Journal of econometrics
Journal of empirical finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Economic modelling
10
Economics letters
10
Journal of banking & finance
9
International journal of economics and financial issues : IJEFI
8
Quantitative finance
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
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
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)
62
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1
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
2
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
3
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
4
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
5
A time-varying parameter model for local explosions
Blasques, Francisco
;
Koopman, Siem Jan
;
Nientker, Marc
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 65-84
Persistent link: https://www.econbiz.de/10013441623
Saved in:
6
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
7
Asset selection based on high frequency Sharpe ratio
Wang, Christina Dan
;
Chen, Zhao
;
Lian, Yimin
;
Chen, Min
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 168-188
Persistent link: https://www.econbiz.de/10013441645
Saved in:
8
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
9
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
10
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
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