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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:"Nonparametric statistics"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Share price
Nonparametric statistics
Time series analysis
Estimation theory
26
Schätztheorie
26
Estimation
12
Schätzung
12
Volatility
11
Volatilität
11
ARCH model
9
ARCH-Modell
9
Zeitreihenanalyse
9
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6
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Marktmikrostruktur
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14
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Alañón Pardo, Ángel
1
Allen, David E.
1
Auer, Benjamin R.
1
Degenhardt, Thomas
1
Diao, Xundi
1
Díaz-Mendoza, Ana-Carmen
1
Guillén, Montserrat
1
Horváth, Roman
1
Iitsuka, Yoshitaka
1
Kok Haur Ng
1
Kumar, Satish
1
Li, Boyan
1
Li, Mingge
1
Ling, Shiqing
1
Liu, Qiang
1
Liu, Yiqi
1
Liu, Zhi
1
Moneva, J. M.
1
Motegi, Kaiji
1
Ortas, E.
1
O’Neill, Robert
1
Peiris, Shelton
1
Perote, Javier
1
Salvador, Manuel
1
Semeyutin, Artur
1
Vidal-Llana, Xenxo
1
Wang, Li
1
Wu, Yuehua
1
Ye, Wuyi
1
Yee, Chong Ching
1
Zhu, Ke
1
Ñíguez, Trino-Manuel
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
591
Econometric theory
253
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
232
Economics letters
215
Econometric reviews
158
Journal of the American Statistical Association : JASA
100
The econometrics journal
94
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
73
International journal of forecasting
73
Econometrics : open access journal
64
Applied economics letters
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
60
Journal of forecasting
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Journal of applied econometrics
49
Economic modelling
48
Applied economics
45
Quantitative economics : QE ; journal of the Econometric Society
44
Computational economics
42
Journal of time series econometrics
41
Journal of empirical finance
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
European journal of operational research : EJOR
29
Journal of risk and financial management : JRFM
27
Oxford bulletin of economics and statistics
25
Insurance / Mathematics & economics
22
Journal of banking & finance
21
The review of economic studies
21
Energy economics
20
The review of economics and statistics
19
Journal of financial econometrics
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
17
Finance research letters
17
Journal of economic dynamics & control
17
Journal of macroeconomics
16
Journal of productivity analysis
15
Journal of quantitative economics : official journal of the Indian Econometric Society
15
The empirical economics letters : a monthly international journal of economics
15
International journal of economics and financial issues : IJEFI
14
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ECONIS (ZBW)
14
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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
Structural break in different stock index markets in China
Li, Boyan
;
Diao, Xundi
- In:
The North American journal of economics and finance : a …
65
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014309933
Saved in:
3
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:
4
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
Saved in:
5
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:
6
A brief survey on the choice of parameters for : “Kernel density estimation for time series data”
Semeyutin, Artur
;
O’Neill, Robert
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012204307
Saved in:
7
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:
8
Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
Saved in:
9
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
Saved in:
10
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:
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