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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"International review of financial analysis"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Share price
Time series analysis
Estimation theory
44
Schätztheorie
44
Estimation
19
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19
Volatility
15
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Coutts, J. Andrew
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1
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1
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1
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1
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International review of financial analysis
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
321
Econometric theory
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
148
Economics letters
139
Econometric reviews
88
International journal of forecasting
63
Journal of forecasting
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Applied economics letters
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Econometrics : open access journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of time series econometrics
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The econometrics journal
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Applied economics
35
Journal of the American Statistical Association : JASA
34
Journal of applied econometrics
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Journal of empirical finance
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Oxford bulletin of economics and statistics
23
Journal of risk and financial management : JRFM
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Journal of financial econometrics
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Finance research letters
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Journal of banking & finance
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Journal of economic dynamics & control
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Journal of macroeconomics
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The review of economics and statistics
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The review of economic studies
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International journal of economics and financial issues : IJEFI
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Quantitative economics : QE ; journal of the Econometric Society
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The empirical economics letters : a monthly international journal of economics
11
Central European journal of economic modelling and econometrics
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
Energy economics
9
Insurance / Mathematics & economics
9
International journal of economics and finance
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ECONIS (ZBW)
21
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1
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
2
Structural break in different stock index markets in China
Li, Boyan
;
Diao, Xundi
- In:
The North American journal of economics and finance : a …
65
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014309933
Saved in:
3
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
4
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
Saved in:
5
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
6
A brief survey on the choice of parameters for : “Kernel density estimation for time series data”
Semeyutin, Artur
;
O’Neill, Robert
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012204307
Saved in:
7
The "Sell in May" effect : a review and new empirical evidence
Degenhardt, Thomas
;
Auer, Benjamin R.
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 169-205
Persistent link: https://www.econbiz.de/10012036281
Saved in:
8
Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
Saved in:
9
Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models
Tunaru, Diana
- In:
International review of financial analysis
52
(
2017
),
pp. 119-129
Persistent link: https://www.econbiz.de/10011868716
Saved in:
10
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
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