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subject:"Börsenkurs"
isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
~subject:"Kreditwürdigkeit"
~isPartOf:"The review of financial studies"
~isPartOf:"Economics letters"
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Börsenkurs
Kreditwürdigkeit
Estimation theory
1,001
Schätztheorie
1,001
Theorie
406
Theory
406
Time series analysis
135
Zeitreihenanalyse
135
Estimation
115
Schätzung
113
Regression analysis
94
Regressionsanalyse
94
Panel
93
Panel study
93
Nichtparametrisches Verfahren
82
Nonparametric statistics
82
Statistical test
47
Statistischer Test
47
Autocorrelation
36
Autokorrelation
36
USA
36
United States
36
Method of moments
35
Momentenmethode
35
Bias
30
Systematischer Fehler
30
Panel data
29
Sampling
28
Stichprobenerhebung
28
Correlation
26
Korrelation
26
Volatility
26
Volatilität
26
Maximum likelihood estimation
25
Statistical distribution
25
Statistical theory
25
Statistische Methodenlehre
25
Statistische Verteilung
25
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24
Maximum-Likelihood-Schätzung
24
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English
21
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Nimalendran, Mahendrarajah
2
Allen, David E.
1
Amilon, Henrik
1
Ardia, David
1
Barkoulas, John T.
1
Baum, Christopher F.
1
Boudoukh, Jacob
1
Callen, Jeffrey L.
1
Coggin, T. Daniel
1
Corré, Nienke
1
Dong, Yingjie
1
Emery, Douglas R.
1
Engle, Robert F.
1
George, Thomas J.
1
Hafner, Christian M.
1
Hertog, René G. J. den
1
Hoogerheide, Lennart F.
1
Hunter, John Edward
1
Itō, Takatoshi
1
Jones, Charles Parker
1
Kaul, Gautam
1
Kim, Chang Sik
1
Kirby, Chris
1
Kok Haur Ng
1
Lamoureux, Christopher G.
1
Lee, Sungro
1
Li, Chen
1
Li, Luyang
1
Lin, Wen-ling Tsai
1
Peiris, Shelton
1
Petersen, Mitchell A.
1
Preminger, Arie
1
Reiter, Sara
1
Richardson, Matthew
1
Rotermann, Benedikt
1
Tse, Yiu Kuen
1
Whitelaw, Robert F.
1
Wilfling, Bernd
1
Wilson, Jack W.
1
Yu, Deshui
1
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Advances in quantitative analysis of finance and accounting : a research annual
The review of financial studies
Economics letters
Journal of econometrics
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Journal of banking & finance
13
Economic modelling
10
Journal of empirical finance
10
Cambridge working papers in economics
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of economics and financial issues : IJEFI
8
Working paper
8
Discussion paper / Tinbergen Institute
7
Econometrics : open access journal
7
Journal of financial and quantitative analysis : JFQA
7
Journal of forecasting
7
Journal of risk and financial management : JRFM
7
Quantitative finance
7
The journal of finance : the journal of the American Finance Association
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
NBER Working Paper
6
NBER working paper series
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The North American journal of economics and finance : a journal of financial economics studies
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
CESifo working papers
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Finance India : the quarterly journal of Indian Institute of Finance
5
International review of financial analysis
5
Journal of financial econometrics
5
Journal of financial economics
5
Journal of international financial markets, institutions & money
5
Pacific-Basin finance journal
5
Review of quantitative finance and accounting
5
SFB 649 discussion paper
5
Annals of finance
4
Applied economics
4
Applied financial economics
4
Bank of Finland research discussion papers
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1
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
2
On estimating market microstructure noise variance
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
150
(
2017
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011762850
Saved in:
3
An ARCH model without intercept
Hafner, Christian M.
;
Preminger, Arie
- In:
Economics letters
129
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011421858
Saved in:
4
Periodically collapsing Evans bubbles and stock-price volatility
Rotermann, Benedikt
;
Wilfling, Bernd
- In:
Economics letters
123
(
2014
)
3
,
pp. 383-386
Persistent link: https://www.econbiz.de/10010401222
Saved in:
5
The efficient modelling of high frequency transaction data : a new application of estimating functions in financial economics
Allen, David E.
;
Kok Haur Ng
;
Peiris, Shelton
- In:
Economics letters
120
(
2013
)
1
,
pp. 117-122
Persistent link: https://www.econbiz.de/10009760440
Saved in:
6
Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.
;
Ardia, David
;
Corré, Nienke
- In:
Economics letters
116
(
2012
)
3
,
pp. 322-325
Persistent link: https://www.econbiz.de/10009674398
Saved in:
7
Spurious regressions driven by excessive volatility
Kim, Chang Sik
;
Lee, Sungro
- In:
Economics letters
113
(
2011
)
3
,
pp. 292-297
Persistent link: https://www.econbiz.de/10009503041
Saved in:
8
Estimating standard errors in finance panel data sets : comparing approaches
Petersen, Mitchell A.
- In:
The review of financial studies
22
(
2009
)
1
,
pp. 435-480
Persistent link: https://www.econbiz.de/10003836293
Saved in:
9
GARCH estimation and discrete stock prices: an application to low-priced Australian stocks
Amilon, Henrik
- In:
Economics letters
81
(
2003
)
2
,
pp. 215-222
Persistent link: https://www.econbiz.de/10001826093
Saved in:
10
Measuring the predictable variation in stock and bond returns
Kirby, Chris
- In:
The review of financial studies
10
(
1997
)
3
,
pp. 579-630
Persistent link: https://www.econbiz.de/10001227982
Saved in:
11
Temporary components of stock returns : what do the data tell us?
Lamoureux, Christopher G.
- In:
The review of financial studies
9
(
1996
)
4
,
pp. 1033-1059
Persistent link: https://www.econbiz.de/10001212394
Saved in:
12
Long-term dependence in stock returns
Barkoulas, John T.
- In:
Economics letters
53
(
1996
)
3
,
pp. 253-259
Persistent link: https://www.econbiz.de/10001216270
Saved in:
13
A reexamination of the seasonal anomalies : a comparison of least squares and robust estimates
Wilson, Jack W.
- In:
Advances in quantitative analysis of finance and …
3
(
1995
),
pp. 131-152
Persistent link: https://www.econbiz.de/10001211150
Saved in:
14
Pricing of permanent and transitory volatility for US stock returns : a composite GARCH model
Hertog, René G. J. den
- In:
Economics letters
44
(
1994
)
4
,
pp. 421-426
Persistent link: https://www.econbiz.de/10001163995
Saved in:
15
A tale of three schools : insights on autocorrelations of short-horizon stock returns
Boudoukh, Jacob
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 539-573
Persistent link: https://www.econbiz.de/10001169079
Saved in:
16
Do bulls and bears moe across borders? : International transmission of stock returns and volatility
Lin, Wen-ling Tsai
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 507-538
Persistent link: https://www.econbiz.de/10001169082
Saved in:
17
Estimating the effects of information surprises and trading on stock returns using a mixed jump-diffusion model
Nimalendran, Mahendrarajah
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 451-473
Persistent link: https://www.econbiz.de/10001169085
Saved in:
18
The correlation structure of the world stock market
Hunter, John Edward
- In:
Advances in quantitative analysis of finance and …
2
(
1993
),
pp. 1-37
Persistent link: https://www.econbiz.de/10001148527
Saved in:
19
Estimation of the bid-ask spread and its components : a new approach
George, Thomas J.
- In:
The review of financial studies
4
(
1991
)
4
,
pp. 623-656
Persistent link: https://www.econbiz.de/10001120546
Saved in:
20
Weak-form efficiency in the Hong Kong stock market
Callen, Jeffrey L.
(
contributor
)
- In:
Advances in quantitative analysis of finance and …
1
(
1991
),
pp. 149-159
Persistent link: https://www.econbiz.de/10001112388
Saved in:
21
Estimation issues in bond-rating models
Reiter, Sara
- In:
Advances in quantitative analysis of finance and …
1
(
1991
),
pp. 147-163
Persistent link: https://www.econbiz.de/10001112396
Saved in:
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