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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Share price
Estimation theory
663
Schätztheorie
663
Theorie
204
Theory
204
Time series analysis
158
Zeitreihenanalyse
158
Estimation
142
Schätzung
142
Nichtparametrisches Verfahren
118
Nonparametric statistics
118
USA
97
United States
97
Regression analysis
96
Regressionsanalyse
96
Volatility
58
Volatilität
58
Forecasting model
50
Prognoseverfahren
50
Statistical test
48
Statistischer Test
48
Correlation
42
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42
Panel
42
Panel study
42
Induktive Statistik
41
Statistical inference
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Capital income
38
Kapitaleinkommen
38
ARCH model
36
ARCH-Modell
36
Maximum likelihood estimation
31
Maximum-Likelihood-Schätzung
31
Statistical theory
30
Statistische Methodenlehre
30
Bootstrap approach
28
Bootstrap-Verfahren
28
Method of moments
28
Momentenmethode
28
Bayes-Statistik
26
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Article in journal
Arbeitspapier
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26
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English
26
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Hautsch, Nikolaus
2
Shephard, Neil G.
2
Ahlgren, Niklas
1
Antell, Jan
1
Balter, Janine
1
Bauwens, Luc
1
Bibinger, Markus
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Buccheri, Giuseppe
1
Chaves, Leonardo Salim Saker
1
Corsi, Fulvio
1
Engle, Robert F.
1
Escanciano, Juan Carlos
1
Foster, F. Douglas
1
Francq, Christian
1
Goodwin, Barry K.
1
Griffin, Jim E.
1
Hansen, Bruce E.
1
Harvey, Andrew C.
1
Hassler, Uwe
1
Kalnina, Ilze
1
Karolyi, G. Andrew
1
Kim, Donggyu
1
Li, Dong
1
Li, Jia
1
Liesenfeld, Roman
1
Lillo, Fabrizio
1
Ling, Shiqing
1
Malec, Peter
1
Mayfield, E. Scott
1
Milunovich, George
1
Mitrodima, Gelly
1
Mizrach, Bruce Marshall
1
Moon, Seongman
1
Mykland, Per A.
1
Otranto, Edoardo
1
Pardo-Fernández, Juan Carlos
1
Podolskij, Mark
1
Potiron, Yoann
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
46
Economic modelling
10
Economics letters
10
Journal of empirical finance
10
Journal of banking & finance
9
International journal of economics and financial issues : IJEFI
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
Quantitative finance
7
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
Discussion paper / Tinbergen Institute
6
Econometrics : open access journal
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
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
CESifo working papers
5
Cambridge working papers in economics
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
International review of financial analysis
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
SFB 649 discussion paper
5
Annals of finance
4
Applied economics
4
Applied financial economics
4
CREATES research paper
4
International journal of financial research
4
International review of economics & finance : IREF
4
Journal of applied econometrics
4
Journal of economics & business
4
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1
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
2
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
3
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
4
A Bayesian quantile time series model for asset returns
Griffin, Jim E.
;
Mitrodima, Gelly
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 16-27
Persistent link: https://www.econbiz.de/10012804077
Saved in:
5
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
6
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
7
Local parametric estimation in high frequency data
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 679-692
Persistent link: https://www.econbiz.de/10012262505
Saved in:
8
Estimating the spot covariation of asset prices : statistical theory and empirical evidence
Bibinger, Markus
;
Hautsch, Nikolaus
;
Malec, Peter
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10012178185
Saved in:
9
Simultaneous equation systems with heteroscedasticity : identification, estimation, and stock price elasticities
Milunovich, George
;
Yang, Minxian
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 288-308
Persistent link: https://www.econbiz.de/10011894993
Saved in:
10
Semiparametric estimation of risk-return relationships
Escanciano, Juan Carlos
;
Pardo-Fernández, Juan Carlos
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011704099
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