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Search: subject_exact:"Estimation theory"
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Share price
Volatilität
Estimation theory
141
Schätztheorie
141
Theorie
34
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34
Estimation
32
Schätzung
32
Time series analysis
21
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21
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14
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11
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11
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Faff, Robert W.
2
Yu, Jun
2
Alfelt, Gustav
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Bodnar, Taras
1
Bollerslev, Tim
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Lee, John H. H.
1
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1
Mikkelsen, Hans Ole Æ.
1
Nyholm, Ken
1
Pesaran, M. Hashem
1
Phillips, Peter C. B.
1
Poon, Aubrey
1
Shi, Shuping
1
Sættem, Frode
1
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Working paper
Journal of econometrics
130
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Discussion paper / Tinbergen Institute
29
Economics letters
29
Journal of empirical finance
27
Econometric reviews
22
Economic modelling
20
Journal of banking & finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Quantitative finance
18
CREATES research paper
17
Econometric theory
16
Finance research letters
15
International journal of forecasting
14
International journal of theoretical and applied finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
International journal of economics and financial issues : IJEFI
13
Journal of forecasting
13
Journal of risk and financial management : JRFM
13
Journal of financial econometrics
12
Cambridge working papers in economics
11
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11
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11
The econometrics journal
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of mathematical finance
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Econometrics : open access journal
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International review of financial analysis
9
Journal of financial economics
9
NBER working paper series
9
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9
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9
Applied economics
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Finance and stochastics
8
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ECONIS (ZBW)
12
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1
Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
2
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
3
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
-
2021
Persistent link: https://www.econbiz.de/10012603081
Saved in:
4
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012115020
Saved in:
5
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808264
Saved in:
6
The empirical performance of option based densities of foreign exchange
Craig, Ben R.
;
Keller, Joachim G.
-
2002
Persistent link: https://www.econbiz.de/10001650407
Saved in:
7
Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken
-
1998
Persistent link: https://www.econbiz.de/10001373117
Saved in:
8
Linkages among stock markets
Gjerde, Øystein
;
Sættem, Frode
-
1995
Persistent link: https://www.econbiz.de/10000925600
Saved in:
9
Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
Persistent link: https://www.econbiz.de/10000896214
Saved in:
10
Modelling Australian stock market volatility
Brailsford, Timothy J.
;
Faff, Robert W.
-
1993
Persistent link: https://www.econbiz.de/10000878805
Saved in:
11
Beta stability and portfolio formation
Brooks, Robert
;
Faff, Robert W.
;
Lee, John H. H.
-
1993
Persistent link: https://www.econbiz.de/10000869915
Saved in:
12
Returns to equity before and after holidays : Australian evidence and tests of plausible hypotheses
Easton, Stephen Andrew
-
1989
Persistent link: https://www.econbiz.de/10000849460
Saved in:
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