//--> //--> //--> //-->
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:"Börsenkurs"
isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Estimation
423
Schätzung
423
Theorie
167
Theory
167
Estimation theory
130
Schätztheorie
130
USA
110
United States
109
Time series analysis
97
Zeitreihenanalyse
97
Nichtparametrisches Verfahren
65
Nonparametric statistics
65
Volatility
64
Volatilität
64
Share price
61
Capital income
59
Kapitaleinkommen
59
Forecasting model
51
Prognoseverfahren
51
Regression analysis
41
Regressionsanalyse
41
Deutschland
30
Germany
30
Bayes-Statistik
27
Bayesian inference
27
Panel
26
Panel study
26
Stochastic process
25
Stochastischer Prozess
25
Causality analysis
24
Kausalanalyse
24
Aktienmarkt
23
Factor analysis
23
Poland
23
Polen
23
Stock market
23
Faktorenanalyse
22
VAR model
22
VAR-Modell
22
more ...
less ...
Online availability
All
Undetermined
15
Free
8
Type of publication
All
Article
31
Book / Working Paper
30
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Arbeitspapier
30
Working Paper
30
Graue Literatur
29
Non-commercial literature
29
Language
All
English
60
German
1
Author
All
Bohl, Martin T.
15
Henke, Harald
6
Ge̜bka, Bartosz
4
Siklos, Pierre L.
4
Voronkova, Svitlana
3
Wisniewski, Tomasz Piotr
3
Białkowski, Je̜drzej
2
Gilbert, Aaron
2
Hautsch, Nikolaus
2
Korczak, Piotr
2
Serwa, Dobromił
2
Tourani Rad, Alireza
2
Anderson, Heather M.
1
Barassi, Marco R.
1
Bibinger, Markus
1
Bollerslev, Tim
1
Bommes, Elisabeth
1
Bormetti, Giacomo
1
Brzeszczyński, Janusz
1
Buccheri, Giuseppe
1
Chaves, Leonardo Salim Saker
1
Chen, Cathy Y.
1
Corsi, Fulvio
1
D'Amico, Stefania
1
Delle Monache, Davide
1
Demetrescu, Matei
1
Dimitriadis, Timo
1
Escanciano, Juan Carlos
1
Farka, Mira
1
Foster, F. Douglas
1
Francq, Christian
1
Gonzalo, Jesús
1
Goodwin, Barry K.
1
Gottschalk, Katrin
1
Guo, Hui
1
Halbleib, Roxana
1
Havrylchyk, Olena
1
Hillmann, Benjamin
1
Horváth, Lajos
1
Härdle, Wolfgang
1
more ...
less ...
Published in...
All
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Finance research letters
122
Applied economics letters
111
NBER working paper series
109
Working paper / National Bureau of Economic Research, Inc.
106
International review of economics & finance : IREF
104
International review of financial analysis
100
Applied economics
95
Journal of banking & finance
94
Economic modelling
88
NBER Working Paper
88
The North American journal of economics and finance : a journal of financial economics studies
86
Applied financial economics
84
Journal of empirical finance
81
Journal of international financial markets, institutions & money
72
Research in international business and finance
67
Energy economics
60
Journal of financial economics
58
Journal of econometrics
54
Journal of risk and financial management : JRFM
54
Discussion paper / Centre for Economic Policy Research
53
Pacific-Basin finance journal
53
Review of quantitative finance and accounting
51
The European journal of finance
48
CESifo working papers
45
International journal of economics and finance
44
Cogent economics & finance
43
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
43
International journal of finance & economics : IJFE
42
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
38
International journal of economics and financial issues : IJEFI
38
The journal of futures markets
37
Management science : journal of the Institute for Operations Research and the Management Sciences
35
The journal of finance : the journal of the American Finance Association
35
Economics letters
33
Journal of financial markets
33
Journal of international money and finance
33
Working paper
32
Discussion paper / Tinbergen Institute
30
more ...
less ...
Source
All
ECONIS (ZBW)
61
Showing
1
-
50
of
61
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
2
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
3
On bivariate time-varying price staleness
Zhu, Haibin
;
Liu, Zhi
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 229-242
Persistent link: https://www.econbiz.de/10014449902
Saved in:
4
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
5
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
6
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:
7
Nonlinear predictability of stock returns? : parametric versus nonparametric inference in predictive regressions
Demetrescu, Matei
;
Hillmann, Benjamin
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 382-397
Persistent link: https://www.econbiz.de/10012804123
Saved in:
8
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
9
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
10
Price dividend ratio and long-run stock returns : a score-driven state space model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1054-1065
Persistent link: https://www.econbiz.de/10012653225
Saved in:
11
Change‐point detection in the conditional correlation structure of multivariate volatility models
Barassi, Marco R.
;
Horváth, Lajos
;
Zhao, Yuqian
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 340-349
Persistent link: https://www.econbiz.de/10012262479
Saved in:
12
Local parametric estimation in high frequency data
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 679-692
Persistent link: https://www.econbiz.de/10012262505
Saved in:
13
Estimating the spot covariation of asset prices : statistical theory and empirical evidence
Bibinger, Markus
;
Hautsch, Nikolaus
;
Malec, Peter
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10012178185
Saved in:
14
The variance risk premium : components, term structures, and stock return predictability
Li, Junye
;
Zinna, Gabriele
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 411-425
Persistent link: https://www.econbiz.de/10012249166
Saved in:
15
Semiparametric estimation of risk-return relationships
Escanciano, Juan Carlos
;
Pardo-Fernández, Juan Carlos
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011704099
Saved in:
16
Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 202-217
Persistent link: https://www.econbiz.de/10011704166
Saved in:
17
Distillation of news flow into analysis of stock reactions
Zhang, Junni L.
;
Härdle, Wolfgang
;
Chen, Cathy Y.
; …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 547-563
Persistent link: https://www.econbiz.de/10011692403
Saved in:
18
Ambiguity in the cross-section of expected returns : an empirical assessment
Thimme, Julian
;
Völkert, Clemens
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
3
,
pp. 418-429
Persistent link: https://www.econbiz.de/10011390409
Saved in:
19
Preaveraging-based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 165-183
Persistent link: https://www.econbiz.de/10009754008
Saved in:
20
Estimation of high-frequency volatility : an autoregressive conditional duration approach
Tse, Yiu Kuen
;
Yang, Thomas Tao
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 533-545
Persistent link: https://www.econbiz.de/10009667044
Saved in:
21
Components of bull and bear markets : bull corrections and bear rallies
Maheu, John M.
;
McCurdy, Thomas H.
;
Song, Yong
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
3
,
pp. 391-403
Persistent link: https://www.econbiz.de/10009657266
Saved in:
22
Foreign acquisitions and industry wealth effects of privatisation : evidence from the Polish banking industry
Bohl, Martin T.
;
Havrylchyk, Olena
;
Schiereck, Dirk
-
2004
Persistent link: https://www.econbiz.de/10002176974
Saved in:
23
Insiders and the law: the impact of regulatory change on insider trading
Gilbert, Aaron
;
Tourani Rad, Alireza
;
Wisniewski, …
-
2004
Persistent link: https://www.econbiz.de/10002456630
Saved in:
24
Discount or premium? : New evidence on the corporate diversification of UK firms
Pal, Rozalia
;
Bohl, Martin T.
-
2004
Persistent link: https://www.econbiz.de/10002464155
Saved in:
25
Specialist trading and the price discovery process of NYSE-Listed Non-US stocks
Phylaktis, Kate
;
Korczak, Piotr
-
2004
Persistent link: https://www.econbiz.de/10002464168
Saved in:
26
The impact of regulatory change on insider trading profitability : some early evidence from New Zealand
Gilbert, Aaron
;
Tourani Rad, Alireza
;
Wisniewski, …
-
2004
Persistent link: https://www.econbiz.de/10002464174
Saved in:
27
The Fed and the stock market : an identification based on intraday futures data
D'Amico, Stefania
;
Farka, Mira
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 126-137
Persistent link: https://www.econbiz.de/10009159104
Saved in:
28
Institutional traders' behavior in an emerging stock market : empirical evidence on Polish pension fund investors
Voronkova, Svitlana
;
Bohl, Martin T.
-
2003
Persistent link: https://www.econbiz.de/10001788512
Saved in:
29
Dynamic factors and the source of momentum profits
Yao, Tong
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 211-226
Persistent link: https://www.econbiz.de/10003675698
Saved in:
30
Forecasting the volatility of Australian stock returns : do common factors help?
Anderson, Heather M.
;
Vahid, Farshid
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
1
,
pp. 76-90
Persistent link: https://www.econbiz.de/10003410168
Saved in:
31
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
;
Savickas, Robert
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
1
,
pp. 43-56
Persistent link: https://www.econbiz.de/10003279769
Saved in:
32
Trading behavior during stock market downturns : the dow, 1915 - 2004
Bohl, Martin T.
;
Siklos, Pierre L.
-
2005
Persistent link: https://www.econbiz.de/10003182791
Saved in:
33
Do emerging financial markets react to monetary policy announcements? : Evidence from Poland
Serwa, Dobromił
-
2004
Persistent link: https://www.econbiz.de/10002087694
Saved in:
34
Firm-initiated and exchange-initiated transfers to continuous trading : evidence from the Warsaw Stock Exchange
Henke, Harald
;
Lauterbach, Beni
-
2004
Persistent link: https://www.econbiz.de/10001916055
Saved in:
35
The individual stocks arbitrage : evidence from emerging Polish market
Białkowski, Je̜drzej
;
Jakubowski, Jacek
-
2004
Persistent link: https://www.econbiz.de/10002176961
Saved in:
36
International evidence on the democrat premium and the presidential cycle effect
Bohl, Martin T.
;
Gottschalk, Katrin
-
2004
Persistent link: https://www.econbiz.de/10002464432
Saved in:
37
Do institutional investors destabilize stock prices? : Emerging market's evidence against a popular belief
Bohl, Martin T.
;
Brzeszczyński, Janusz
-
2004
Persistent link: https://www.econbiz.de/10002011730
Saved in:
38
Die Aktienhaussen der 80er und 90er Jahre : waren es spekulative Blasen?
Bohl, Martin T.
-
2003
Persistent link: https://www.econbiz.de/10001760298
Saved in:
39
When continuous trading becomes continuous
Henke, Harald
-
2003
Persistent link: https://www.econbiz.de/10001737973
Saved in:
40
Volume shocks and short-horizon stock return autocovariances : evidence from the Warsaw stock exchange
Ge̜bka, Bartosz
-
2003
Persistent link: https://www.econbiz.de/10001737978
Saved in:
41
Institutional trading and return autocorrelation : empirical evidence on Polish pension fund investors' behavior
Ge̜bka, Bartosz
;
Henke, Harald
;
Bohl, Martin T.
-
2003
Persistent link: https://www.econbiz.de/10001737979
Saved in:
42
Modelling returns on stock indices for Western and Central European stock exchanges : a Markov switching approach
Białkowski, Je̜drzej
-
2003
Persistent link: https://www.econbiz.de/10001768500
Saved in:
43
Instability in long run relationships : evidence from the Central European emerging stock markets
Voronkova, Svitlana
-
2003
Persistent link: https://www.econbiz.de/10001776254
Saved in:
44
Intra- and inter-regional spillovers between emerging capital markets around the world
Ge̜bka, Bartosz
;
Serwa, Dobromił
-
2003
Persistent link: https://www.econbiz.de/10001916034
Saved in:
45
Price limits on a call auction market : evidence from the Warsaw Stock Exchange
Henke, Harald
;
Voronkova, Svitlana
-
2003
Persistent link: https://www.econbiz.de/10001853928
Saved in:
46
Reexamination of the link between insider trading and price efficiency
Wisniewski, Tomasz Piotr
-
2003
Persistent link: https://www.econbiz.de/10001782332
Saved in:
47
Do central banks react to the stock market? : The case of the Bundesbank
Bohl, Martin T.
;
Siklos, Pierre L.
;
Werner, Thomas
-
2003
Persistent link: https://www.econbiz.de/10001788554
Saved in:
48
The stock market and the business cycle in period of deflation, (hyper-) inflation, and political turmoil : Germany 1913 - 1926
Bohl, Martin T.
;
Siklos, Pierre L.
-
2003
Persistent link: https://www.econbiz.de/10001788571
Saved in:
49
Return performance and liquidity of cross-listed Central European stocks
Korczak, Piotr
;
Bohl, Martin T.
-
2002
Persistent link: https://www.econbiz.de/10001737968
Saved in:
50
The influence of positive feedback trading on return autocorrelation : evidence for the German stock market
Bohl, Martin T.
;
Reitz, Stefan
-
2002
Persistent link: https://www.econbiz.de/10001653648
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->