//--> //--> //-->
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
type_genre:"Article in journal"
type_genre:"Ranking"
~isPartOf:"The journal of futures markets"
~person:"Narayan, Paresh Kumar"
~person:"Sarno, Lucio"
~type_genre:"Non-commercial literature"
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"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Estimation
5
Schätzung
5
USA
3
United States
3
Cointegration
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Großbritannien
2
Index futures
2
Index-Futures
2
Kointegration
2
United Kingdom
2
1991-2012
1
2005-2011
1
Bias
1
Börsenkurs
1
Currency derivative
1
Futures
1
Heteroscedasticity
1
Heteroskedastizität
1
Interest rate parity
1
Markov chain
1
Markov-Kette
1
Mean Reversion
1
Mean reversion
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Share price
1
Spot market
1
Spotmarkt
1
Statistical distribution
1
Statistische Verteilung
1
Systematischer Fehler
1
Welt
1
World
1
Währungsderivat
1
Zinsparität
1
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
Ranking
Non-commercial literature
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Narayan, Paresh Kumar
Sarno, Lucio
Wang, George H. K.
5
Fonseca, José da
3
Frino, Alex
3
Lien, Da-hsiang Donald
3
Lim, Kian-Guan
3
Shrestha, Keshab
3
Zaatour, Riadh
3
Agarwalla, Sobhesh Kumar
2
Brailsford, Timothy J.
2
Chi, Yeguang
2
Cotter, John
2
Dhaene, Geert
2
Ederington, Louis H.
2
Faff, Robert W.
2
Fung, Joseph K. W.
2
Haigh, Michael S.
2
Hansen, Peter Reinhard
2
Hao, Wenyan
2
Heaney, Richard A.
2
Huang, Zhuo
2
Kang, Jangkoo
2
Lai, Yu-Sheng
2
Li, Haitao
2
McKenzie, Michael D.
2
Miffre, Joëlle
2
Onochie, Joseph I.
2
Ramchander, Sanjay
2
Sercu, Piet
2
Theobald, Michael
2
Tse, Yiuman
2
Westerlund, Joakim
2
Yallup, Peter
2
Yau, Jot
2
Zhang, Jin E.
2
Aboura, Sofiane
1
Adkins, Lee Chester
1
Alcock, Jamie
1
Alexiou, Lykourgos
1
more ...
less ...
Published in...
All
The journal of futures markets
Journal of international financial markets, institutions & money
8
Applied economics
7
Discussion paper / Centre for Economic Policy Research
7
School working papers / Economics series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
7
Economic modelling
6
Emerging markets review
6
Applied economics letters
4
Department of Economics discussion papers / Monash University
4
Discussion papers / CEPR
4
International review of financial analysis
4
Energy economics
3
Journal of banking & finance
3
Journal of international money and finance
3
Pacific-Basin finance journal
3
Australian economic papers
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Finance research letters
2
International journal of finance & economics : IJFE
2
International review of economics & finance : IREF
2
Journal of Asian economics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of international economics
2
Review / Federal Reserve Bank of St. Louis
2
American economic journal : a journal of the American Economic Association
1
Applied financial economics
1
Applied financial economics letters
1
Asian economic journal : journal of the East Asian Economic Association
1
China economic review : an international journal
1
Discussion paper / Monash University, Department of Economics
1
EMG working paper series
1
Econometric reviews
1
Economic analysis and policy
1
Economic inquiry : journal of the Western Economic Association International
1
Economic issues
1
Economica
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy policy
1
IMF staff papers
1
International journal of forecasting
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A factor analytical approach to the efficient futures market hypothesis
Westerlund, Joakim
;
Norkute, Milda
;
Narayan, Paresh Kumar
- In:
The journal of futures markets
35
(
2015
)
4
,
pp. 357-370
Persistent link: https://www.econbiz.de/10011348416
Saved in:
2
Testing the efficient market hypothesis in conditionally heteroskedastic futures markets
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
The journal of futures markets
33
(
2013
)
11
,
pp. 1024-1045
Persistent link: https://www.econbiz.de/10010255105
Saved in:
3
New evidence on the forward unbiasedness hypothesis in the foreign-exchange market
Nikolaou, Kleopatra
;
Sarno, Lucio
- In:
The journal of futures markets
26
(
2006
)
7
,
pp. 627-656
Persistent link: https://www.econbiz.de/10003331425
Saved in:
4
Mean reversion in stock index futures markets: a nonlinear analysis
Monoyios, Michael
;
Sarno, Lucio
- In:
The journal of futures markets
22
(
2002
)
4
,
pp. 285-314
Persistent link: https://www.econbiz.de/10001678261
Saved in:
5
The cost of carry model and regime shifts in stock index futures markets : an empirical investigation
Sarno, Lucio
;
Valente, Giorgio
- In:
The journal of futures markets
20
(
2000
)
7
,
pp. 603-624
Persistent link: https://www.econbiz.de/10001523738
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->