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subject:"Börsenkurs"
subject:"ARCH-Modell"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Portfolio-Management"
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Börsenkurs
ARCH-Modell
Portfolio-Management
Estimation theory
26
Schätztheorie
26
Estimation
12
Schätzung
12
Volatility
11
Volatilität
11
ARCH model
9
Time series analysis
9
Zeitreihenanalyse
9
Share price
6
Forecasting model
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Prognoseverfahren
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Risikomaß
5
Risk measure
5
Capital income
4
Kapitaleinkommen
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Regression analysis
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Regressionsanalyse
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GARCH
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Portfolio selection
3
Statistical distribution
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Yield curve
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Zinsstruktur
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Aktienindex
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Market microstructure
2
Marktmikrostruktur
2
Method of moments
2
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Regime-switching estimation
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12
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Alañón Pardo, Ángel
1
Allen, David E.
1
Auer, Benjamin R.
1
Chen, Cathy W. S.
1
Degenhardt, Thomas
1
Díaz-Mendoza, Ana-Carmen
1
Guillén, Montserrat
1
Haensly, Paul J.
1
Horváth, Roman
1
Iitsuka, Yoshitaka
1
Kok Haur Ng
1
Li, Leon
1
Li, Mingge
1
Lin, Tsai-Yu
1
Moneva, J. M.
1
Motegi, Kaiji
1
Ortas, E.
1
Peiris, Shelton
1
Perote, Javier
1
Salvador, Manuel
1
Syu, Fong-Yi
1
Vidal-Llana, Xenxo
1
Wu, Yuehua
1
Ye, Wuyi
1
Ñíguez, Trino-Manuel
1
Šopov, Boril
1
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Econometric theory
36
Journal of banking & finance
32
Finance research letters
30
Journal of empirical finance
30
Economics letters
29
Discussion paper / Tinbergen Institute
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
European journal of operational research : EJOR
19
Journal of risk
19
Journal of forecasting
18
Econometric reviews
17
International journal of forecasting
16
Journal of financial econometrics
16
Quantitative finance
16
CREATES research paper
15
Economic modelling
15
Journal of risk and financial management : JRFM
15
The econometrics journal
15
International journal of economics and financial issues : IJEFI
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Applied economics
13
Cambridge working papers in economics
12
Computational economics
12
Econometrics : open access journal
12
Insurance / Mathematics & economics
12
CORE discussion papers : DP
11
International review of financial analysis
11
Journal of financial and quantitative analysis : JFQA
11
The European journal of finance
11
Working paper
11
Applied economics letters
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Financial markets and portfolio management
10
International journal of theoretical and applied finance
10
Journal of mathematical finance
10
Journal of time series econometrics
10
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1
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
2
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
3
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
Saved in:
4
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
5
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
6
Risk decomposition, estimation error, and naïve diversification
Haensly, Paul J.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012654769
Saved in:
7
The "Sell in May" effect : a review and new empirical evidence
Degenhardt, Thomas
;
Auer, Benjamin R.
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 169-205
Persistent link: https://www.econbiz.de/10012036281
Saved in:
8
Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation
Li, Leon
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 116-135
Persistent link: https://www.econbiz.de/10011878799
Saved in:
9
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
Saved in:
10
GARCH models, tail indexes and error distributions : an empirical investigation
Horváth, Roman
;
Šopov, Boril
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
Saved in:
11
Improved beta modeling and forecasting : an unobserved component approach with conditional heteroscedastic disturbances
Ortas, E.
;
Salvador, Manuel
;
Moneva, J. M.
- In:
The North American journal of economics and finance : a …
31
(
2015
),
pp. 27-51
Persistent link: https://www.econbiz.de/10011511029
Saved in:
12
Estimating and simulating Weibull models of risk or price durations : an application to ACD models
Allen, David E.
;
Kok Haur Ng
;
Peiris, Shelton
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 214-225
Persistent link: https://www.econbiz.de/10009779281
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