//--> //--> //-->
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:"Stambaugh, Robert F."
~person:"Feng, Yuanhua"
~subject:"USA"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Share price
USA
Estimation theory
35
Schätztheorie
35
Theorie
24
Theory
24
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Time series analysis
12
Zeitreihenanalyse
12
Estimation
10
Schätzung
10
Regression analysis
9
Regressionsanalyse
9
CAPM
8
Capital income
8
Kapitaleinkommen
8
Börsenkurs
7
United States
7
ARCH model
6
ARCH-Modell
6
Deutschland
6
Germany
6
Cost of capital
5
Eigenkapital
5
Equity capital
5
Kapitalkosten
5
Stochastic process
5
Stochastischer Prozess
5
Volatility
5
Volatilität
5
bandwidth selection
4
ARMA model
3
ARMA-Modell
3
Aktienindex
3
Investment Fund
3
Investmentfonds
3
Stock index
3
long memory
3
Exchange rate
2
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
6
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Article in journal
3
Aufsatz im Buch
3
Aufsatz in Zeitschrift
3
Book section
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
more ...
less ...
Language
All
English
9
Author
All
Stambaugh, Robert F.
Feng, Yuanhua
Pesaran, M. Hashem
17
Kapetanios, George
12
Tauchen, George Eugene
12
Bailey, Natalia
11
Mairesse, Jacques
11
Diebold, Francis X.
10
Linton, Oliver
10
Audrino, Francesco
9
Hautsch, Nikolaus
9
Maheswaran, S.
9
Swanson, Norman R.
9
Todorov, Viktor
9
Zadrozny, Peter A.
9
Allen, David E.
8
Bekaert, Geert
8
Hall, Bronwyn H.
8
Li, Jia
8
Nelson, Charles R.
8
Sentana, Enrique
8
Shephard, Neil G.
8
Stock, James H.
8
Angrist, Joshua D.
7
Chen, Baoline
7
Corsi, Fulvio
7
Cox, Thomas Lee
7
Dufour, Jean-Marie
7
Faff, Robert W.
7
Gao, Jiti
7
Krämer, Walter
7
Malec, Peter
7
Runde, Ralf
7
Startz, Richard
7
Teräsvirta, Timo
7
Vella, Francis
7
Abadie, Alberto
6
Armah, Nii Ayi
6
Bauwens, Luc
6
Caporale, Guglielmo Maria
6
Chavas, Jean-Paul
6
Davidson, Russell
6
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
1
University of Chicago / Center for Research in Security Prices
1
Published in...
All
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Econometric theory
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Economic modelling
1
Institutional arrangements for global economic integration
1
Journal of financial economics
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
1
Working paper series / Center for Research in Security Prices
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Simultaneously modelling conditional heteroskedasticity and scale change
Feng, Yuanhua
-
2002
Persistent link: https://www.econbiz.de/10001686434
Saved in:
2
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
3
Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua
- In:
Econometric theory
20
(
2004
)
3
,
pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
Saved in:
4
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
Saved in:
5
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
6
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001551884
Saved in:
7
Locally weighted autoregression
Feng, Yuanhua
;
Heiler, Siegfried
- In:
Institutional arrangements for global economic integration
,
(pp. 371-388)
.
2000
Persistent link: https://www.econbiz.de/10001533889
Saved in:
8
Locally weighted autoregression
Feng, Yuanhua
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 101-117)
.
1998
Persistent link: https://www.econbiz.de/10001301452
Saved in:
9
Nonparametric smoothing and quantile estimation in time series
Abberger, Klaus
- In:
Risk measurement, econometrics and neural networks : …
,
(pp. 1-16)
.
1998
Persistent link: https://www.econbiz.de/10001305364
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->