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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Quantitative finance"
~isPartOf:"The review of financial studies"
~subject:"Risk"
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Search: subject_exact:"Estimation theory"
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Share price
Risk
Estimation theory
60
Schätztheorie
60
Theorie
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17
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17
Estimation
16
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Nimalendran, Mahendrarajah
2
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Bacry, E.
1
Boudoukh, Jacob
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Cang, Yuquan
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Chen, Hui
1
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Quantitative finance
The review of financial studies
Journal of econometrics
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Insurance / Mathematics & economics
18
Journal of banking & finance
14
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
12
Journal of empirical finance
12
Economics letters
11
Economic modelling
10
Journal of financial and quantitative analysis : JFQA
10
International journal of forecasting
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of economics and financial issues : IJEFI
8
Journal of forecasting
8
Journal of risk
8
Review of quantitative finance and accounting
8
Applied economics
7
Finance research letters
7
Journal of applied econometrics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of risk and financial management : JRFM
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of finance : the journal of the American Finance Association
7
Econometrics : open access journal
6
Finance India : the quarterly journal of Indian Institute of Finance
6
International review of financial analysis
6
Journal of economic dynamics & control
6
Journal of economics & business
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Journal of financial economics
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
International journal of theoretical and applied finance
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Journal of financial econometrics
5
Journal of international financial markets, institutions & money
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Operations research
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Pacific-Basin finance journal
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Risks : open access journal
5
The review of economic studies
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ECONIS (ZBW)
17
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1
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
2
Reduction of estimation error impact in the risk parity strategiesv
Kim, Hyuksoo
;
Kim, Saejoon
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1351-1364
Persistent link: https://www.econbiz.de/10012608651
Saved in:
3
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
4
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
Saved in:
5
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
Saved in:
6
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
Saved in:
7
Analysis of order book flows using a non-parametric estimation of the branching ratio matrix
Achab, Massil
;
Bacry, E.
;
Muzy, J. F.
;
Rambaldi, M.
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 199-212
Persistent link: https://www.econbiz.de/10011905857
Saved in:
8
The micro-price : a high-frequency estimator of future prices
Stoikov, Sasha
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 1959-1966
Persistent link: https://www.econbiz.de/10012262894
Saved in:
9
Generalized transform analysis of affine processes and applications in finance
Chen, Hui
;
Joslin, Scott
- In:
The review of financial studies
25
(
2012
)
7
,
pp. 2225-2256
Persistent link: https://www.econbiz.de/10009571713
Saved in:
10
Estimating standard errors in finance panel data sets : comparing approaches
Petersen, Mitchell A.
- In:
The review of financial studies
22
(
2009
)
1
,
pp. 435-480
Persistent link: https://www.econbiz.de/10003836293
Saved in:
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