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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of econometrics"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Estimation theory"
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Share price
Prognoseverfahren
Estimation theory
1,619
Schätztheorie
1,619
Theorie
369
Theory
369
Nichtparametrisches Verfahren
313
Nonparametric statistics
313
Time series analysis
306
Zeitreihenanalyse
306
Regression analysis
268
Regressionsanalyse
268
Estimation
223
Schätzung
219
Panel
156
Panel study
156
Statistical test
148
Statistischer Test
148
Volatility
120
Volatilität
120
Method of moments
98
Momentenmethode
97
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
79
Maximum-Likelihood-Schätzung
79
Autocorrelation
78
Autokorrelation
78
Forecasting model
76
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
69
Cointegration
63
Kointegration
62
Stochastic process
62
Stochastischer Prozess
62
Statistical distribution
60
Statistische Verteilung
60
Causality analysis
59
Kausalanalyse
59
IV-Schätzung
58
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Online availability
All
Undetermined
77
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Article
120
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Article in journal
Aufsatz in Zeitschrift
120
Conference paper
3
Konferenzbeitrag
3
Bibliografie enthalten
1
Bibliography included
1
Collection of articles of several authors
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
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Language
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English
120
Author
All
Todorov, Viktor
6
Kim, Donggyu
5
Lee, Ji Hyung
5
Li, Jia
5
Tauchen, George Eugene
5
Francq, Christian
4
Rodrigues, Paulo M. M.
4
Taylor, Robert
4
Corradi, Valentina
3
Demetrescu, Matei
3
Georgiev, Iliyan
3
Koopman, Siem Jan
3
McCracken, Michael W.
3
Shephard, Neil G.
3
Tu, Yundong
3
Wang, Yazhen
3
Xiu, Dacheng
3
Zakoïan, Jean-Michel
3
Andersen, Torben
2
Blasques, Francisco
2
Bollerslev, Tim
2
Cai, Zongwu
2
Clark, Todd E.
2
Clinet, Simon
2
Coutts, J. Andrew
2
Fan, Jianqing
2
Fan, Rui
2
Hansen, Bruce E.
2
Li, Yingying
2
Mills, Terence C.
2
Mykland, Per A.
2
Ng, Serena
2
Potiron, Yoann
2
Roberts, Jennifer
2
Rossi, Barbara
2
Sekhposyan, Tatevik
2
Swanson, Norman R.
2
Zhang, Congshan
2
Zhang, Lan
2
Ahsan, Nazmul
1
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Published in...
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International review of financial analysis
Journal of econometrics
International journal of forecasting
113
Journal of forecasting
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
Economics letters
32
Journal of empirical finance
19
Economic modelling
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of banking & finance
17
Finance research letters
14
Quantitative finance
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Applied economics
13
Econometric reviews
13
Econometric theory
13
Insurance / Mathematics & economics
13
Journal of risk and financial management : JRFM
13
The econometrics journal
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of the American Statistical Association : JASA
12
Computational economics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Econometrics : open access journal
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
European journal of operational research : EJOR
10
International journal of economics and financial issues : IJEFI
10
Journal of applied econometrics
10
Journal of financial econometrics
10
The North American journal of economics and finance : a journal of financial economics studies
10
Risks : open access journal
9
Astin bulletin : the journal of the International Actuarial Association
8
Journal of financial and quantitative analysis : JFQA
8
Journal of international financial markets, institutions & money
8
Applied financial economics
7
International Journal of Energy Economics and Policy : IJEEP
7
International journal of production economics
7
Journal of financial economics
7
Journal of macroeconomics
7
The empirical economics letters : a monthly international journal of economics
7
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ECONIS (ZBW)
120
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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
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
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
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
6
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
7
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
8
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
9
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
10
A new robust inference for predictive quantile regression
Cai, Zongwu
;
Chen, Haiqiang
;
Liao, Xiaosai
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
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