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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Kapitaleinkommen"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Share price
Kapitaleinkommen
Stochastic process
Estimation theory
26
Schätztheorie
26
Estimation
12
Schätzung
12
Volatility
11
Volatilität
11
ARCH model
9
ARCH-Modell
9
Time series analysis
9
Zeitreihenanalyse
9
Börsenkurs
6
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Prognoseverfahren
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Risikomaß
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Risk measure
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Regression analysis
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Regressionsanalyse
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GARCH
3
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Portfolio selection
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Portfolio-Management
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Statistical distribution
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Yield curve
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Zinsstruktur
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Aktienindex
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Market microstructure
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Marktmikrostruktur
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Regime-switching estimation
2
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2
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Article in journal
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English
9
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Alañón Pardo, Ángel
1
Allen, David E.
1
Auer, Benjamin R.
1
Chiang, Yi-Chein
1
Degenhardt, Thomas
1
Díaz-Mendoza, Ana-Carmen
1
Guillén, Montserrat
1
Horváth, Roman
1
Hsu, Chuan-Hao
1
Iitsuka, Yoshitaka
1
Ke, Mei-chu
1
Kok Haur Ng
1
Lange, Ronald H.
1
Li, Leon
1
Liao, Tung Liang
1
Motegi, Kaiji
1
Peiris, Shelton
1
Vidal-Llana, Xenxo
1
Wang, Ming-Hui
1
Šopov, Boril
1
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Journal of empirical finance
31
Economics letters
30
Economic modelling
26
Econometric reviews
22
Finance research letters
21
Journal of banking & finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Econometric theory
16
Quantitative finance
16
European journal of operational research : EJOR
15
Journal of risk and financial management : JRFM
15
Computational economics
14
Econometrics : open access journal
14
Journal of financial and quantitative analysis : JFQA
14
Journal of financial econometrics
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Insurance / Mathematics & economics
12
Journal of financial economics
12
Journal of forecasting
12
The journal of finance : the journal of the American Finance Association
12
The review of financial studies
12
International journal of forecasting
11
International journal of theoretical and applied finance
11
Journal of mathematical finance
11
Mathematics of operations research
11
International review of financial analysis
9
Journal of applied econometrics
9
Operations research
9
The econometrics journal
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
International journal of economics and financial issues : IJEFI
8
Journal of economic dynamics & control
8
Review of quantitative finance and accounting
8
Risks : open access journal
8
The European journal of finance
8
The journal of business : B
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1
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
2
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
3
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
4
Alternative estimation method of earnings growth rate for PEGR strategy
Wang, Ming-Hui
;
Ke, Mei-chu
;
Liao, Tung Liang
;
Chiang, …
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012642415
Saved in:
5
The "Sell in May" effect : a review and new empirical evidence
Degenhardt, Thomas
;
Auer, Benjamin R.
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 169-205
Persistent link: https://www.econbiz.de/10012036281
Saved in:
6
The expected real yield and inflation components of the nominal yield curve
Lange, Ronald H.
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011878571
Saved in:
7
Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation
Li, Leon
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 116-135
Persistent link: https://www.econbiz.de/10011878799
Saved in:
8
GARCH models, tail indexes and error distributions : an empirical investigation
Horváth, Roman
;
Šopov, Boril
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
Saved in:
9
Estimating and simulating Weibull models of risk or price durations : an application to ACD models
Allen, David E.
;
Kok Haur Ng
;
Peiris, Shelton
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 214-225
Persistent link: https://www.econbiz.de/10009779281
Saved in:
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