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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Quantitative finance"
~subject:"Statistischer Test"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Estimation theory"
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Share price
Statistischer Test
Stochastischer Prozess
Estimation theory
39
Schätztheorie
39
Volatility
16
Volatilität
16
Estimation
13
Schätzung
13
Forecasting model
10
Prognoseverfahren
10
Time series analysis
10
Zeitreihenanalyse
10
Portfolio selection
9
Portfolio-Management
9
Börsenkurs
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Stochastic process
8
Option pricing theory
7
Optionspreistheorie
7
Market microstructure
6
Marktmikrostruktur
6
Capital income
5
Kapitaleinkommen
5
Risikomaß
5
Risk measure
5
Statistical distribution
5
Statistische Verteilung
5
Correlation
4
Derivat
4
Derivative
4
Korrelation
4
Modellierung
4
Scientific modelling
4
Analysis of variance
3
Autocorrelation
3
Autokorrelation
3
CAPM
3
Estimation error
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
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Achab, Massil
1
Bacry, E.
1
Bayer, Christian
1
Breneis, Simon
1
Cang, Yuquan
1
Capriotti, Luca
1
Chen, May-Ru
1
Chen, Yu
1
Chronopoulou, Alexandra
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Ihnatiuk, Vitalii
1
Izzeldin, Marwan
1
Kinnear, Ryan J.
1
Lam, Henry
1
Lewis, Alan L.
1
Li, Fengpei
1
Lin, Jiahe
1
Liu, Guangying
1
Muzy, J. F.
1
Nevmyvaka, Yuriy
1
Nolte, Ingmar
1
Pappas, Vasileios
1
Pelagatti, Matteo
1
Pirjol, Dan
1
Qiao, Kenan
1
Rambaldi, M.
1
Realdon, Marco
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Sbrana, Giacomo
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Schneider, Anderson
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Sornette, Didier
1
Spiliopoulos, Konstantinos
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Stoikov, Sasha
1
Sun, Yuying
1
Tsiotas, Georgios
1
Wang, Shouyang
1
Wehrli, Alexander
1
Wheatley, Spencer
1
Xiang, Jing
1
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Quantitative finance
Journal of econometrics
233
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Econometric reviews
75
Economics letters
67
Econometric theory
59
The econometrics journal
44
Economic modelling
35
Econometrics : open access journal
28
Quantitative economics : QE ; journal of the Econometric Society
26
Journal of empirical finance
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
Applied economics letters
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of financial econometrics
18
European journal of operational research : EJOR
17
Journal of banking & finance
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
17
Computational economics
16
Journal of applied econometrics
16
Journal of the American Statistical Association : JASA
16
Insurance / Mathematics & economics
14
Journal of forecasting
14
International journal of forecasting
13
Mathematics of operations research
13
Finance research letters
12
Journal of risk and financial management : JRFM
12
Journal of time series econometrics
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Applied economics
10
Operations research
10
International journal of theoretical and applied finance
9
Journal of financial economics
9
Risks : open access journal
9
The review of financial studies
9
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of finance : the journal of the American Finance Association
8
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ECONIS (ZBW)
15
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15
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1
Do price trajectory data increase the efficiency of market impact estimation?
Li, Fengpei
;
Ihnatiuk, Vitalii
;
Chen, Yu
;
Lin, Jiahe
; …
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 545-568
Persistent link: https://www.econbiz.de/10014552104
Saved in:
2
Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian
;
Breneis, Simon
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10013490954
Saved in:
3
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:
4
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
5
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
6
Discrete time affine term structure models with squared Gaussian shocks (DTATSM-SGS)
Realdon, Marco
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1365-1386
Persistent link: https://www.econbiz.de/10012608653
Saved in:
7
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:
8
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:
9
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
Saved in:
10
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:
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