//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Korrelation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Share price
Korrelation
Estimation theory
97
Schätztheorie
97
Estimation
37
Schätzung
35
Theorie
22
Theory
22
Portfolio selection
21
Portfolio-Management
21
Volatility
15
Volatilität
15
Börsenkurs
14
Capital income
12
Kapitaleinkommen
12
ARCH model
10
ARCH-Modell
10
CAPM
10
Forecasting model
10
Prognoseverfahren
10
Risikomaß
10
Risk measure
10
Statistical distribution
10
Statistische Verteilung
10
Time series analysis
10
USA
10
United States
10
Zeitreihenanalyse
10
Correlation
9
Yield curve
9
Zinsstruktur
9
Credit risk
8
Kreditrisiko
8
Risiko
8
Risk
8
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Portfolio optimization
7
Regression analysis
7
Regressionsanalyse
7
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
23
Systematic review
1
Übersichtsarbeit
1
Language
All
English
23
Author
All
Adams, Zeno
1
Andreou, Panayiotis C.
1
Aslanidis, Nektarios
1
Bassett, Gilbert W.
1
Berglund, Tom
1
Binder, John J.
1
Brailsford, Timothy J.
1
Casas, Isabel
1
Cenedese, Gino
1
Chung, Kee H.
1
Corhay, Albert
1
Davies, J. R.
1
Dotsis, George
1
Faff, Robert W.
1
Fletcher, Jonathan
1
Foster, Michael E.
1
France, Virginia G.
1
Fung, William
1
Füss, Roland
1
Glück, Thorsten
1
Gräler, Benedikt
1
Hüttner, Amelie
1
Jondeau, Eric
1
Jong, Frank de
1
Kemna, Angelien G.
1
Kloek, Teunis
1
Koch, Paul Douglas
1
Kourtis, Apostolos
1
Kuan, Chung-ming
1
Lahaye, Jérôme
1
Li, Yifan
1
Liljeblom, Eva
1
Louca, Christodoulos
1
Löflund, Anders
1
MacLean, Leonard C.
1
Markellos, Raphaēl N.
1
Marshall, Andrew P.
1
Nolte, Ingmar
1
Paolella, Marc S.
1
Paulusch, Joachim
1
more ...
less ...
Published in...
All
Journal of banking & finance
Review of quantitative finance and accounting
Journal of econometrics
93
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Economics letters
35
Journal of empirical finance
17
Journal of the American Statistical Association : JASA
16
Econometric theory
14
Econometrics : open access journal
14
Econometric reviews
12
Finance research letters
12
Journal of financial econometrics
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of forecasting
12
Applied economics letters
11
Economic modelling
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Quantitative finance
10
Cambridge working papers in economics
9
The econometrics journal
9
Applied economics
8
International journal of economics and financial issues : IJEFI
8
International journal of forecasting
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
The North American journal of economics and finance : a journal of financial economics studies
8
The review of financial studies
8
Computational economics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
International review of financial analysis
7
Journal of financial and quantitative analysis : JFQA
7
Journal of risk and financial management : JRFM
7
The journal of finance : the journal of the American Finance Association
7
Journal of applied econometrics
6
Journal of international financial markets, institutions & money
6
Journal of mathematical finance
6
The European journal of finance
6
Applied financial economics
5
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
CBN journal of applied statistics
5
Finance India : the quarterly journal of Indian Institute of Finance
5
International journal of economics and finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
Sensitivity-implied tail-correlation matrices
Paulusch, Joachim
;
Schlütter, Sebastian
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
Saved in:
3
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
Saved in:
4
Geostatistical modeling of dependent credit spreads : estimation of large covariance matrices and imputation of missing data
Hüttner, Amelie
;
Scherer, Matthias
;
Gräler, Benedikt
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521061
Saved in:
5
Are correlations constant? : empirical and theoretical results on popular correlation models in finance
Adams, Zeno
;
Füss, Roland
;
Glück, Thorsten
- In:
Journal of banking & finance
84
(
2017
),
pp. 9-24
Persistent link: https://www.econbiz.de/10011816833
Saved in:
6
Short-horizon event study estimation with a STAR model and real contaminated events
Andreou, Panayiotis C.
;
Louca, Christodoulos
;
Savva, …
- In:
Review of quantitative finance and accounting
47
(
2016
)
3
,
pp. 673-697
Persistent link: https://www.econbiz.de/10011595698
Saved in:
7
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
Saved in:
8
Testing index-based models in UK stock returns
Davies, J. R.
;
Fletcher, Jonathan
;
Marshall, Andrew P.
- In:
Review of quantitative finance and accounting
45
(
2015
)
2
,
pp. 337-362
Persistent link: https://www.econbiz.de/10011333109
Saved in:
9
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Saved in:
10
A noise-robust estimator of volatility based on interquantile ranges
Yeh, Jin-huei
;
Wang, Jying-Nan
;
Kuan, Chung-ming
- In:
Review of quantitative finance and accounting
43
(
2014
)
4
,
pp. 751-779
Persistent link: https://www.econbiz.de/10010490993
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->