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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of econometrics"
~isPartOf:"Pacific-Basin finance journal"
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Search: subject_exact:"Estimation theory"
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Share price
Estimation theory
1,627
Schätztheorie
1,627
Theorie
372
Theory
372
Nichtparametrisches Verfahren
314
Nonparametric statistics
314
Time series analysis
307
Zeitreihenanalyse
307
Regression analysis
268
Regressionsanalyse
268
Estimation
225
Schätzung
221
Panel
156
Panel study
156
Statistical test
149
Statistischer Test
149
Volatility
121
Volatilität
121
Method of moments
98
Momentenmethode
97
Induktive Statistik
83
Statistical inference
83
Maximum likelihood estimation
79
Maximum-Likelihood-Schätzung
79
Autocorrelation
78
Autokorrelation
78
Forecasting model
76
Prognoseverfahren
76
Bootstrap approach
72
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72
Instrumental variables
69
Cointegration
63
Kointegration
62
Stochastic process
62
Stochastischer Prozess
62
Statistical distribution
60
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60
Causality analysis
59
Kausalanalyse
59
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58
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56
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Article in journal
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56
Bibliografie enthalten
1
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1
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English
56
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Todorov, Viktor
6
Li, Jia
5
Tauchen, George Eugene
5
Kim, Donggyu
4
Francq, Christian
3
Wang, Yazhen
3
Chou, Pin-huang
2
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
Andersen, Torben
1
Bae, Kee-hong
1
Blasques, Francisco
1
Bollerslev, Tim
1
Bouezmarni, Taoufik
1
Brooks, Robert
1
Chaker, Selma
1
Chen, Min
1
Chen, Richard Y.
1
Chen, Rui
1
Chen, Zhao
1
Cheung, Stephen Y. L.
1
Cheung, Yin-Wong
1
Choi, Yongok
1
Cui, Xiangyu
1
Daníelsson, Jón
1
Davis, Richard A.
1
Deb, Saikat Sovan
1
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International review of financial analysis
Journal of econometrics
Pacific-Basin finance journal
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Journal of empirical finance
11
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
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)
56
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
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