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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Share price
Schätzung
Estimation theory
96
Schätztheorie
96
Estimation
24
Time series analysis
20
Zeitreihenanalyse
20
Volatility
18
Volatilität
18
Theorie
17
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27
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Audrino, Francesco
2
Lee, Cheng F.
2
Ahlgren, Niklas
1
Andreou, Panayiotis C.
1
Antell, Jan
1
Balter, Janine
1
Bassett, Gilbert W.
1
Bielstein, Patrick
1
Binder, John J.
1
Bos, Charles S.
1
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1
Bu, Ruijun
1
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1
Cappiello, Lorenzo
1
Chen, Hong-Yi
1
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1
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1
Corsi, Fulvio
1
Davies, J. R.
1
Engle, Robert F.
1
Fletcher, Jonathan
1
France, Virginia G.
1
Francq, Christian
1
Giet, Ludovic
1
Gérard, Bruno
1
Hadri, Kaddour
1
Hanauer, Matthias
1
Hassler, Uwe
1
Horváth, Lajos
1
Hsieh, Chia-Hsun
1
Huang, Alex
1
Janus, Paweł
1
Juneja, Januj
1
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1
Koopman, Siem Jan
1
Kuan, Chung-ming
1
Liu, Liu
1
Louca, Christodoulos
1
Lubrano, Michel
1
Manganelli, Simone
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Review of quantitative finance and accounting
Journal of econometrics
232
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
135
Economics letters
113
Econometric reviews
57
Economic modelling
57
Applied economics letters
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
Applied economics
45
Journal of applied econometrics
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
Journal of banking & finance
35
Journal of empirical finance
29
Quantitative economics : QE ; journal of the Econometric Society
29
Econometric theory
28
The econometrics journal
28
Econometrics : open access journal
26
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
Journal of the American Statistical Association : JASA
24
International journal of forecasting
23
International journal of economics and financial issues : IJEFI
22
Journal of forecasting
22
The review of economics and statistics
22
Finance research letters
20
Journal of financial econometrics
20
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
Computational economics
18
Energy economics
18
European journal of operational research : EJOR
18
Journal of risk and financial management : JRFM
17
Insurance / Mathematics & economics
15
The empirical economics letters : a monthly international journal of economics
15
Journal of economic dynamics & control
14
Quantitative finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
Applied financial economics
13
Journal of international money and finance
13
Journal of risk
13
The journal of finance : the journal of the American Finance Association
13
The journal of real estate finance and economics
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ECONIS (ZBW)
27
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1
Correcting estimation bias in regime switching dynamic term structure models
Cho, Sungjun
;
Liu, Liu
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 1093-1127
Persistent link: https://www.econbiz.de/10014342159
Saved in:
2
Mean-variance optimization using forward-looking return estimates
Bielstein, Patrick
;
Hanauer, Matthias
- In:
Review of quantitative finance and accounting
52
(
2019
)
3
,
pp. 815-840
Persistent link: https://www.econbiz.de/10012171735
Saved in:
3
Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias
Juneja, Januj
- In:
Review of quantitative finance and accounting
50
(
2018
)
3
,
pp. 695-715
Persistent link: https://www.econbiz.de/10011979271
Saved in:
4
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
5
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
6
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
7
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
8
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
9
A comparison of alternative models for estimating firm's growth rate
Brick, Ivan Elliot
;
Chen, Hong-Yi
;
Hsieh, Chia-Hsun
; …
- In:
Review of quantitative finance and accounting
47
(
2016
)
2
,
pp. 369-393
Persistent link: https://www.econbiz.de/10011595608
Saved in:
10
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
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