//--> //--> //-->
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"
person:"Fornari, Fabio"
~person:"Shephard, Neil G."
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Share price
Estimation theory
54
Schätztheorie
54
Theorie
22
Theory
22
Time series analysis
13
Zeitreihenanalyse
13
ARCH model
12
ARCH-Modell
12
Multivariate Analyse
10
Multivariate analysis
10
Börsenkurs
8
Volatility
7
Volatilität
7
Correlation
6
Korrelation
6
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Option pricing theory
5
Optionspreistheorie
5
Bayes-Statistik
4
Bayesian inference
4
CAPM
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
USA
4
United States
4
Bias
3
Capital income
3
Dynamic equilibrium
3
Dynamisches Gleichgewicht
3
Estimation
3
Kapitaleinkommen
3
Market microstructure
3
Marktmikrostruktur
3
Simulation
3
Statistical distribution
3
Statistische Verteilung
3
Systematischer Fehler
3
Asset management
2
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
6
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Graue Literatur
2
Non-commercial literature
2
Arbeitspapier
1
Working Paper
1
Language
All
English
8
Author
All
Fornari, Fabio
Shephard, Neil G.
Kapetanios, George
12
Pesaran, M. Hashem
12
Linton, Oliver
10
Tauchen, George Eugene
10
Maheswaran, S.
9
Todorov, Viktor
9
Bailey, Natalia
8
Hautsch, Nikolaus
8
Li, Jia
8
Allen, David E.
7
Faff, Robert W.
7
Malec, Peter
7
Runde, Ralf
7
Teräsvirta, Timo
7
Bauwens, Luc
6
Gao, Jiti
6
Kim, Donggyu
6
Krämer, Walter
6
Zakoïan, Jean-Michel
6
Bibinger, Markus
5
Engle, Robert F.
5
Kumar, Dilip
5
Luger, Richard
5
Sentana, Enrique
5
Silvennoinen, Annastiina
5
Wang, Yazhen
5
Abberger, Klaus
4
Amilon, Henrik
4
Brailsford, Timothy J.
4
Brooks, Robert
4
Campbell, John Y.
4
Cheng, Tingting
4
Escanciano, Juan Carlos
4
Feng, Yuanhua
4
Francq, Christian
4
Giot, Pierre
4
Gungor, Sermin
4
Kaiser, Thomas
4
Kim, Myung-jig
4
more ...
less ...
Published in...
All
Journal of econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Open economies review
1
Temi di discussione del Servizio Studi / Banca d'Italia
1
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
2
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
3
Recovering the probability density function of asset prices using GARCH as diffusion approximations
Fornari, Fabio
-
2001
Persistent link: https://www.econbiz.de/10013439253
Saved in:
4
Dynamics of trade-by-trade price movements: decomposition and models
Rydberg, Tina Hvild
;
Shephard, Neil G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 2-25
Persistent link: https://www.econbiz.de/10002220788
Saved in:
5
Recovering the probability density function of asset prices using garch as diffusion approximations
Fornari, Fabio
;
Mele, Antonio
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001568294
Saved in:
6
Dynamics of trade-by-trade price movements : decomposition and models
Rydberg, Tina Hviid
;
Shephard, Neil G.
-
1998
Persistent link: https://www.econbiz.de/10001369502
Saved in:
7
Estimation of an asymmetric stochastic volatility model for asset returns
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 429-434
Persistent link: https://www.econbiz.de/10001209347
Saved in:
8
Estimating variability in the Italian stock market : an ARCH approach
Fornari, Fabio
- In:
Open economies review
4
(
1993
)
4
,
pp. 403-423
Persistent link: https://www.econbiz.de/10001158482
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->