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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Journal of international financial markets, institutions & money"
~type_genre:"Aufsatz im Buch"
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Search: subject_exact:"Estimation theory"
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Share price
Estimation theory
63
Schätztheorie
63
Estimation
25
Schätzung
25
Time series analysis
19
Zeitreihenanalyse
19
Volatility
16
Volatilität
16
Forecasting model
12
Prognoseverfahren
12
ARCH model
11
ARCH-Modell
11
Correlation
10
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10
Börsenkurs
9
Capital income
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Kapitaleinkommen
9
Statistical distribution
9
Statistical test
9
Statistische Verteilung
9
Statistischer Test
9
Portfolio selection
8
Portfolio-Management
8
Analysis of variance
7
CAPM
7
Risikomaß
7
Risikoprämie
7
Risk measure
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Risk premium
7
Varianzanalyse
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Robust statistics
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Robustes Verfahren
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Sampling
6
Stichprobenerhebung
6
Cointegration
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Induktive Statistik
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9
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Liu, Ruipeng
2
Narayan, Paresh Kumar
2
Boubaker, Sabri
1
Brooks, Robert
1
Casas, Isabel
1
Davidson, Sinclair
1
Essaddam, Naceur
1
Faff, Robert W.
1
Ferreira, Eva
1
Gungor, Sermin
1
Hong, Seok Young
1
Liu, Qiang
1
Liu, Zhi
1
Luger, Richard
1
Nguyen, Duc Khuong
1
Nolte, Ingmar
1
Orbe-Mandaluniz, Susan
1
Saadi, Samir
1
Taylor, Stephen
1
Theodossiou, Alexandra K.
1
Theodossiou, Panayiotis
1
Westerlund, Joakim
1
Zhao, Xiaolu
1
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Journal of financial econometrics
Journal of international financial markets, institutions & money
Journal of econometrics
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
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
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
International review of financial analysis
5
Journal of financial economics
5
Pacific-Basin finance journal
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
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
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ECONIS (ZBW)
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1
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
2
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
3
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
4
Time-varying coefficient estimation in SURE models : application to portfolio management
Casas, Isabel
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 707-745
Persistent link: https://www.econbiz.de/10012654990
Saved in:
5
A new GARCH model with higher moments for stock return predictability
Narayan, Paresh Kumar
;
Liu, Ruipeng
- In:
Journal of international financial markets, …
56
(
2018
),
pp. 93-103
Persistent link: https://www.econbiz.de/10011984164
Saved in:
6
On the robustness of week-day effect to error distributional assumption : international evidence
Boubaker, Sabri
;
Essaddam, Naceur
;
Nguyen, Duc Khuong
; …
- In:
Journal of international financial markets, …
47
(
2017
),
pp. 114-130
Persistent link: https://www.econbiz.de/10011892258
Saved in:
7
A GARCH model for testing market efficiency
Narayan, Paresh Kumar
;
Liu, Ruipeng
;
Westerlund, Joakim
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011475947
Saved in:
8
Stock return outliers and beta estimation : the case of U.S. pharmaceutical companies
Theodossiou, Alexandra K.
;
Theodossiou, Panayiotis
- In:
Journal of international financial markets, …
30
(
2014
),
pp. 153-171
Persistent link: https://www.econbiz.de/10011293772
Saved in:
9
An examination of the effects of major political change on stock market volatility : the South African experience
Brooks, Robert
- In:
Journal of international financial markets, …
7
(
1997
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10001238418
Saved in:
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