//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Share price"
type_genre:"Article in journal"
~person:"Mills, Terence C."
~person:"Sucarrat, Genaro"
~subject:"Kapitaleinkommen"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Share price
Kapitaleinkommen
Estimation theory
13
Schätztheorie
13
Time series analysis
10
Zeitreihenanalyse
10
Börsenkurs
6
ARCH model
5
ARCH-Modell
5
Theorie
5
Theory
5
Capital income
4
Volatility
4
Volatilität
4
Estimation
3
Großbritannien
3
Schätzung
3
United Kingdom
3
ARCH
2
ARCH models
2
ARMA
2
Financial return
2
log-GARCH
2
1955-1992
1
ARMA model
1
ARMA-Modell
1
Aktienindex
1
Business cycle
1
Causality analysis
1
Dividend
1
Dividende
1
Dynamic conditional correlations
1
EGARCH
1
Economic model
1
Electricity price
1
Electricity prices
1
Exponential GARCH
1
Financial market
1
Financial time-series econometrics
1
Finanzmarkt
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
8
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Bibliografie enthalten
1
Bibliography included
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
8
Author
All
Mills, Terence C.
Sucarrat, Genaro
Kumar, Dilip
13
Maheswaran, S.
13
Tauchen, George Eugene
9
Li, Jia
8
Todorov, Viktor
7
Kim, Donggyu
6
Faff, Robert W.
5
Francq, Christian
5
Li, Yingying
5
Luger, Richard
5
Mykland, Per A.
5
Rodrigues, Paulo M. M.
5
Teräsvirta, Timo
5
Wang, Yazhen
5
Zakoïan, Jean-Michel
5
Andersen, Torben
4
Bauwens, Luc
4
Bollerslev, Tim
4
Demetrescu, Matei
4
Engle, Robert F.
4
Nolte, Ingmar
4
Shephard, Neil G.
4
Taylor, Stephen
4
Tse, Yiu Kuen
4
Zhang, Lan
4
Allen, David E.
3
Auer, Benjamin R.
3
Brooks, Robert
3
Cheung, Yin-Wong
3
Corsi, Fulvio
3
Fičura, Milan
3
Gungor, Sermin
3
Hautsch, Nikolaus
3
Jondeau, Eric
3
Kim, Myung-jig
3
Kok Haur Ng
3
Krämer, Walter
3
Kunitomo, Naoto
3
more ...
less ...
Published in...
All
International review of financial analysis
2
Energy economics
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
2
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
3
Identification of volatility proxies as expectations of squared financial returns
Sucarrat, Genaro
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1677-1690
Persistent link: https://www.econbiz.de/10013274330
Saved in:
4
Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro
;
Sucarrat, Genaro
- In:
Energy economics
74
(
2018
),
pp. 287-298
Persistent link: https://www.econbiz.de/10011972846
Saved in:
5
The econometrics of the "market model" : cointegration, error correction and exogeneity
Mills, Terence C.
- In:
International journal of finance & economics : IJFE
1
(
1996
)
4
,
pp. 275-286
Persistent link: https://www.econbiz.de/10001211526
Saved in:
6
The market model and the event study method: a rejoinder
Coutts, J. Andrew
- In:
International review of financial analysis
5
(
1996
)
1
,
pp. 83-86
Persistent link: https://www.econbiz.de/10001215567
Saved in:
7
The market model and the event study method : a synthesis of the econometric criticisms
Coutts, J. Andrew
- In:
International review of financial analysis
3
(
1994
)
2
,
pp. 149-171
Persistent link: https://www.econbiz.de/10001178408
Saved in:
8
Equity prices, dividends and gilt yields in the UK : cointegration, error correction and "confidence"
Mills, Terence C.
- In:
Scottish journal of political economy : the journal of …
38
(
1991
)
3
,
pp. 242-255
Persistent link: https://www.econbiz.de/10001108277
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->