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subject:"United Kingdom"
subject:"Share price"
~isPartOf:"Economic modelling"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
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United Kingdom
Share price
Estimation theory
452
Schätztheorie
452
Theorie
255
Theory
255
Time series analysis
73
Zeitreihenanalyse
73
Estimation
69
Schätzung
68
Nichtparametrisches Verfahren
48
Nonparametric statistics
48
Statistical theory
45
Statistische Methodenlehre
45
Regression analysis
35
Regressionsanalyse
35
Statistical test
27
Statistischer Test
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Volatility
25
Volatilität
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24
Panel study
24
Cointegration
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Kointegration
20
Probability theory
19
USA
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United States
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Wahrscheinlichkeitsrechnung
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Bayes-Statistik
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Simulation
17
Sampling
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Stichprobenerhebung
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Stochastic process
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Stochastischer Prozess
16
Börsenkurs
15
ARCH model
14
ARCH-Modell
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English
20
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Kumar, Dilip
3
Maheswaran, S.
3
Li, Jia
2
Tauchen, George Eugene
2
Bergstrom, Albert R.
1
Blundell, Richard W.
1
Caporale, Guglielmo Maria
1
Chen, Xiaohong
1
Engle, Robert F.
1
Feng, Yuanhua
1
Gallant, A. Ronald
1
Hassapis, Christis
1
Hatemi-J, Abdulnasser
1
Hildenbrand, Werner
1
Hill, Jonathan B.
1
Härdle, Wolfgang
1
Jacod, Jean
1
Jerison, Michael
1
Kaufmann, Hendrik
1
Kristensen, Dennis
1
Kruse, Robinson
1
Lewbel, Arthur
1
Li, Chang-shuai
1
Li, Yingying
1
McNeil, Alexander J.
1
Motegi, Kaiji
1
Narayan, Paresh Kumar
1
Nowman, Kalid Ben
1
Papantonis, Ioannis
1
Pittis, Nikitas
1
Rossi, Peter E.
1
Thuraisamy, Kannan Sivananthan
1
Todorov, Viktor
1
Wegener, Christoph
1
Wymer, Clifford R.
1
Zheng, Xinghua
1
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Economic modelling
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Economics letters
14
Journal of applied econometrics
13
Journal of banking & finance
11
Journal of empirical finance
11
NBER Working Paper
11
NBER working paper series
11
Oxford bulletin of economics and statistics
11
Working paper
11
Discussion paper / Tinbergen Institute
10
Cambridge working papers in economics
9
Discussion paper
9
Discussion paper / A
9
International journal of economics and financial issues : IJEFI
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of forecasting
8
Quantitative finance
8
The journal of finance : the journal of the American Finance Association
8
The review of financial studies
8
Working paper / National Bureau of Economic Research, Inc.
8
Applied economics
7
Journal of financial and quantitative analysis : JFQA
7
Journal of risk and financial management : JRFM
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
6
CEMMAP working papers / Centre for Microdata Methods and Practice
6
CESifo working papers
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Econometrics : open access journal
6
International review of financial analysis
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of financial economics
6
Journal of international money and finance
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
Discussion paper / Centre for Economic Forecasting
5
Discussion paper / Centre for Economic Policy Research
5
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1
Testing the white noise hypothesis of stock returns
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Economic modelling
76
(
2019
),
pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
Saved in:
2
Bias-corrected estimation for speculative bubbles in stock prices
Kruse, Robinson
;
Kaufmann, Hendrik
;
Wegener, Christoph
- In:
Economic modelling
73
(
2018
),
pp. 354-364
Persistent link: https://www.econbiz.de/10012100460
Saved in:
3
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
4
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
5
Volatility risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
6
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
7
Asymmetric generalized impulse responses with an application in finance
Hatemi-J, Abdulnasser
- In:
Economic modelling
36
(
2014
),
pp. 18-22
Persistent link: https://www.econbiz.de/10010412088
Saved in:
8
Common trends and common cycles in stock markets
Narayan, Paresh Kumar
;
Thuraisamy, Kannan Sivananthan
- In:
Economic modelling
35
(
2013
),
pp. 472-476
Persistent link: https://www.econbiz.de/10010336775
Saved in:
9
Robust estimation and inference for jumps in noisy high frequency data : a local-to-continuity theory for the pre-averaging method
Li, Jia
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1673-1693
Persistent link: https://www.econbiz.de/10009793469
Saved in:
10
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
11
Detecting sudden changes in volatility estimated from high, low and closing prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
31
(
2013
),
pp. 484-491
Persistent link: https://www.econbiz.de/10009730777
Saved in:
12
Common persistence in conditional variance : a reconsideration
Li, Chang-shuai
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1809-1819
Persistent link: https://www.econbiz.de/10009667096
Saved in:
13
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:
14
Semi-nonparametric IV estimation of shape-invariant Engel curves
Blundell, Richard W.
;
Chen, Xiaohong
;
Kristensen, Dennis
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
6
,
pp. 1613-1669
Persistent link: https://www.econbiz.de/10003611846
Saved in:
15
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
16
Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria
- In:
Economic modelling
15
(
1998
)
1
,
pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
Saved in:
17
Nonlinear dynamic structures
Gallant, A. Ronald
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 871-907
Persistent link: https://www.econbiz.de/10001147138
Saved in:
18
Gaussian estimation of a second order continuous time macroeconometric model of the UK
Bergstrom, Albert R.
- In:
Economic modelling
9
(
1992
)
4
,
pp. 313-351
Persistent link: https://www.econbiz.de/10001137698
Saved in:
19
Empirical evidence on the law of demand
Härdle, Wolfgang
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1525-1549
Persistent link: https://www.econbiz.de/10001115947
Saved in:
20
The rank of demand systems : theory and nonparametric estimation
Lewbel, Arthur
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
3
,
pp. 711-730
Persistent link: https://www.econbiz.de/10001104912
Saved in:
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