//--> //--> //--> //-->
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"
~subject:"ARCH model"
~type_genre:"Government document"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Share price
ARCH model
Schätztheorie
15,775
Estimation theory
15,774
Theorie
5,009
Theory
5,009
Estimation
2,474
Schätzung
2,443
Time series analysis
2,423
Zeitreihenanalyse
2,423
Regression analysis
1,763
Regressionsanalyse
1,761
Nichtparametrisches Verfahren
1,454
Nonparametric statistics
1,454
Forecasting model
961
Prognoseverfahren
961
USA
901
United States
901
Volatility
818
Volatilität
818
Panel
789
Panel study
789
Statistical test
751
Statistischer Test
750
Statistical distribution
665
Statistische Verteilung
665
ARCH-Modell
571
Bayesian inference
526
Cointegration
524
Bayes-Statistik
523
Kointegration
520
Börsenkurs
513
Capital income
499
Kapitaleinkommen
499
Stochastic process
487
Stochastischer Prozess
487
Sampling
475
Stichprobenerhebung
474
Monte Carlo simulation
459
Monte-Carlo-Simulation
458
more ...
less ...
Online availability
All
Undetermined
396
Free
106
Type of publication
All
Article
956
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
Government document
Aufsatz in Zeitschrift
958
Graue Literatur
351
Non-commercial literature
351
Arbeitspapier
344
Working Paper
344
Aufsatz im Buch
44
Book section
44
Hochschulschrift
44
Thesis
33
Collection of articles written by one author
10
Sammlung
10
Bibliografie enthalten
7
Bibliography included
7
Conference paper
5
Konferenzbeitrag
5
Aufsatzsammlung
4
Collection of articles of several authors
3
Sammelwerk
3
Systematic review
3
Übersichtsarbeit
3
Amtsdruckschrift
2
Forschungsbericht
1
Konferenzschrift
1
Rezension
1
more ...
less ...
Language
All
English
947
French
8
German
3
Spanish
2
Author
All
Francq, Christian
18
Zakoïan, Jean-Michel
17
Kumar, Dilip
14
Maheswaran, S.
10
Tauchen, George Eugene
9
Li, Jia
8
Rahbek, Anders
8
Teräsvirta, Timo
8
Bauwens, Luc
7
Todorov, Viktor
7
Ardia, David
6
Engle, Robert F.
6
Kim, Donggyu
6
Ling, Shiqing
6
Linton, Oliver
6
McAleer, Michael
6
Shephard, Neil G.
6
Faff, Robert W.
5
Hafner, Christian M.
5
Horváth, Lajos
5
Jondeau, Eric
5
Krämer, Walter
5
Li, Guodong
5
Li, Wai Keung
5
Luger, Richard
5
Paolella, Marc S.
5
Sucarrat, Genaro
5
Wang, Yazhen
5
Zhu, Ke
5
Allen, David E.
4
Arvanitis, Stelios
4
Carnero, M. Angeles
4
Chan, Ngai Hang
4
Kim, Jong-Min
4
Li, Dong
4
Mills, Terence C.
4
Mykland, Per A.
4
Pedersen, Rasmus Søndergaard
4
Rockinger, Michael
4
Silvennoinen, Annastiina
4
more ...
less ...
Published in...
All
Journal of econometrics
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
Econometric theory
36
Economics letters
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of empirical finance
20
Journal of banking & finance
18
Finance research letters
17
Econometric reviews
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Journal of forecasting
16
Economic modelling
14
International journal of economics and financial issues : IJEFI
14
International journal of forecasting
14
The econometrics journal
14
Journal of risk
12
Applied economics
11
Econometrics : open access journal
11
Journal of financial econometrics
11
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of time series econometrics
10
Journal of mathematical finance
9
Applied economics letters
8
International review of financial analysis
8
Quantitative finance
8
Computational economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of economic dynamics & control
7
Journal of financial and quantitative analysis : JFQA
7
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
Annals of financial economics
6
Applied financial economics
6
International Journal of Energy Economics and Policy : IJEEP
6
International journal of economics and finance
6
International review of economics & finance : IREF
6
Review of quantitative finance and accounting
6
The European journal of finance
6
more ...
less ...
Source
All
ECONIS (ZBW)
960
Showing
51
-
60
of
960
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
51
The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
52
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
53
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
54
Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460484
Saved in:
55
Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 346-363
Persistent link: https://www.econbiz.de/10014462786
Saved in:
56
Non-Gaussian models for CoVaR estimation
Bianchi, Michele Leonardo
;
De Luca, Giovanni
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 391-404
Persistent link: https://www.econbiz.de/10014462788
Saved in:
57
Revisiting the auto-regressive integrated moving average approach to modelling volatility using Bahrain all share index daily returns
Doblas, Mark P.
;
Natarajan, Vinodh Kesavaraj
;
Sankar, …
- In:
Middle East journal of management : MEJM
10
(
2023
)
6
,
pp. 619-636
Persistent link: https://www.econbiz.de/10014424552
Saved in:
58
Return on equity estimates and four-quadrant square position : evidence from Taiwan
Miao, Wen-Chuan
;
Lin, Hsiou-Wei
- In:
Global journal of business research : GJBR
17
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014492013
Saved in:
59
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
60
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
First
Prev
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->