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subject:"United Kingdom"
subject:"Share price"
~subject:"Prognoseverfahren"
~isPartOf:"Journal of empirical finance"
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United Kingdom
Share price
Prognoseverfahren
Estimation theory
76
Schätztheorie
76
Time series analysis
24
Zeitreihenanalyse
24
Estimation
22
Schätzung
22
Volatility
20
Volatilität
20
Capital income
19
Kapitaleinkommen
19
Theorie
18
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18
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13
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11
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11
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10
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10
Stochastischer Prozess
10
Autocorrelation
9
Autokorrelation
9
Statistical distribution
8
Statistische Verteilung
8
Correlation
7
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7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Yield curve
7
Zinsstruktur
7
CAPM
6
USA
6
United States
6
Regression analysis
5
Regressionsanalyse
5
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4
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4
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English
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Baillie, Richard
3
Dacorogna, Michel M.
2
Amado, Cristina
1
Amihud, Yakov
1
Bauwens, Luc
1
Bekaert, Geert
1
Berens, Tobias
1
Campbell, John Y.
1
Chiang, I-Hsuan Ethan
1
Dark, Jonathan
1
De Backer, Bruno
1
Dufays, Arnaud
1
Fornari, Fabio
1
He, Xue-zhong
1
Hurvich, Clifford M.
1
Jayetileke, Harshanie L.
1
Jondeau, Eric
1
Kapetanios, George
1
Kinnunen, Jyri
1
Lee, Kyungsub
1
Li, Youwei
1
Liao, Yin
1
MacDonald, Ronald
1
Mele, Antonio
1
Papailias, Fotis
1
Power, David M.
1
Ren, Yu
1
Rockinger, Michael
1
Seo, Byoung Ki
1
Sizova, Natalia
1
Sun, Licheng
1
Teräsvirta, Timo
1
Tu, Yundong
1
Wang, Yi
1
Wang, You-Gan
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Weiß, Gregor
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Wied, Dominik
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Yi, Yanping
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Zhou, Qing
1
Zhu, Min
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HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
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Journal of empirical finance
Journal of econometrics
119
International journal of forecasting
114
Journal of forecasting
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
69
Economics letters
36
Discussion paper / Tinbergen Institute
31
Working paper / Department of Econometrics and Business Statistics, Monash University
23
Economic modelling
20
Journal of banking & finance
20
Working paper
20
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Journal of applied econometrics
18
Discussion paper
17
NBER working paper series
17
Oxford bulletin of economics and statistics
17
Applied economics
16
Econometric theory
15
Finance research letters
15
NBER Working Paper
15
Quantitative finance
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
The econometrics journal
15
Econometric reviews
14
CESifo working papers
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Insurance / Mathematics & economics
13
Journal of risk and financial management : JRFM
13
CREATES research paper
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of the American Statistical Association : JASA
12
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
12
Working paper / National Bureau of Economic Research, Inc.
12
Working papers / Rutgers University, Department of Economics
12
European journal of operational research : EJOR
11
International journal of economics and financial issues : IJEFI
11
Cambridge working papers in economics
10
Computational economics
10
Discussion papers in economics
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Econometrics : open access journal
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ECONIS (ZBW)
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
3
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
4
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
5
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
6
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
7
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
8
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
9
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
10
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
11
A frequency-domain alternative to long-horizon regressions with application to return predictability
Sizova, Natalia
- In:
Journal of empirical finance
28
(
2014
),
pp. 261-272
Persistent link: https://www.econbiz.de/10011285632
Saved in:
12
Modelling changes in the unconditional variance of long stock return series
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of empirical finance
25
(
2014
),
pp. 15-35
Persistent link: https://www.econbiz.de/10010462094
Saved in:
13
Predictive regression with order-p autoregressive predictors
Amihud, Yakov
;
Hurvich, Clifford M.
;
Wang, Yi
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 513-525
Persistent link: https://www.econbiz.de/10009267284
Saved in:
14
Regime shifts in interest rate volatility
Sun, Licheng
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 418-434
Persistent link: https://www.econbiz.de/10002900508
Saved in:
15
Testing for differences in the tails of stock-market returns
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 559-581
Persistent link: https://www.econbiz.de/10001806965
Saved in:
16
Special issue on the predictability of asset returns
Bekaert, Geert
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001655349
Saved in:
17
Why long horizons? : A study of power against persistent alternatives
Campbell, John Y.
- In:
Journal of empirical finance
8
(
2001
)
5
,
pp. 459-491
Persistent link: https://www.econbiz.de/10001655350
Saved in:
18
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:
19
Special issue on high frequency data in finance ; Pt. 1
Baillie, Richard
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10001224723
Saved in:
20
Special issue on high frequency data in finance
Baillie, Richard
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10001505850
Saved in:
21
Stock prices, dividends and retention : long-run relationships and short-run dynamics
MacDonald, Ronald
- In:
Journal of empirical finance
2
(
1995
)
2
,
pp. 135-151
Persistent link: https://www.econbiz.de/10001183230
Saved in:
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