//--> //--> //-->
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:"Volatilität"
isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Theory"
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
Volatilität
Theory
Estimation theory
31
Schätztheorie
31
Theorie
24
CAPM
15
USA
14
United States
14
Börsenkurs
7
Share price
7
Estimation
6
Schätzung
6
Capital income
5
Kapitaleinkommen
5
Risikoprämie
4
Risk premium
4
Exchange rate
3
Volatility
3
Wechselkurs
3
1963-1990
2
1980-1985
2
Arbitrage
2
Beta risk
2
Betafaktor
2
Deutschland
2
Devisenmarkt
2
Foreign exchange market
2
Germany
2
Portfolio selection
2
Portfolio-Management
2
Time series analysis
2
Welt
2
World
2
Zeitreihenanalyse
2
1926-1987
1
1926-1990
1
1954-1992
1
1962-1987
1
1963-1995
1
1964-1989
1
more ...
less ...
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Language
All
English
25
Author
All
Chandra, Ramesh
2
Diebold, Francis X.
2
Alizadeh, Sassan
1
Aneja, Yash P.
1
Aït-Sahalia, Yacine
1
Backus, David
1
Baillie, Richard
1
Balachandran, Bala V.
1
Ball, Clifford A.
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Braun, Phillip A.
1
Chan, K. C.
1
Chan, Kalok
1
Chapman, David A.
1
Cho, D. C.
1
Ferson, Wayne E.
1
Foster, F. Douglas
1
Frees, Edward W.
1
Gardeazabal, Javier
1
Gregory, Allan W.
1
Gunay, Erdal
1
Harris, Lawrence E.
1
Harvey, Campbell R.
1
Huang, Roger D.
1
Jagannathan, Ravi
1
Jo, Hoje
1
Jorion, Philippe
1
Kan, Raymond
1
Knez, Peter J.
1
Korkie, Robert M.
1
Lo, Andrew W.
1
Nelson, Daniel B.
1
Ng, Lilian K.
1
Pearson, Neil D.
1
Pástor, Ľuboš
1
Ready, Mark J.
1
Shukla, Ravi
1
Smith, Tom
1
Stambaugh, Robert F.
1
more ...
less ...
Published in...
All
The journal of finance : the journal of the American Finance Association
Journal of econometrics
473
Economics letters
403
Econometric theory
298
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
244
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
233
Série des documents de travail / Centre de Recherche en Économie et Statistique
158
Econometric reviews
149
Journal of quantitative economics : official journal of the Indian Econometric Society
138
Journal of applied econometrics
136
The review of economics and statistics
123
Oxford bulletin of economics and statistics
102
Discussion paper / Tinbergen Institute
98
Working paper / National Bureau of Economic Research, Inc.
87
Discussion paper / Center for Economic Research, Tilburg University
84
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Statistical papers
79
CORE discussion paper : DP
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
The review of economic studies
61
International economic review
59
Annales d'économie et de statistique
57
Metrika : international journal for theoretical and applied statistics
57
Applied economics
55
Journal of forecasting
54
Technical working paper / National Bureau of Economic Research
54
Working paper series
52
American journal of agricultural economics
51
Discussion paper series / IZA
50
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Europäische Hochschulschriften / 5
44
SFB 649 discussion paper
42
Journal of the Royal Statistical Society
41
The econometrics journal
41
Cowles Foundation discussion paper
39
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Journal of economic dynamics & control
38
Working paper
38
Discussion paper / Tinbergen Institute / Tinbergen Institute
37
Journal of empirical finance
36
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
25
of
25
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
2
Is the short rate drift actually nonlinear?
Chapman, David A.
;
Pearson, Neil D.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 355-388
Persistent link: https://www.econbiz.de/10001496998
Saved in:
3
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 67-121
Persistent link: https://www.econbiz.de/10001355201
Saved in:
4
Two-pass tests of asset pricing models with useless factors
Kan, Raymond
;
Zhang, Chu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
Saved in:
5
Conditioning variables and the cross section of stock returns
Ferson, Wayne E.
;
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
Saved in:
6
An asymptotic theory for estimating beta-pricing models using cross-sectional regression
Jagannathan, Ravi
- In:
The journal of finance : the journal of the American …
53
(
1998
)
4
,
pp. 1285-1309
Persistent link: https://www.econbiz.de/10001247200
Saved in:
7
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
8
Assessing goodness-of-fit of asset pricing models : the distribution of the maximal R2
Foster, F. Douglas
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 591-607
Persistent link: https://www.econbiz.de/10001222441
Saved in:
9
On the robustness of size and book-to-market in cross-sectional regressions
Knez, Peter J.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1355-1382
Persistent link: https://www.econbiz.de/10001227649
Saved in:
10
Predicting volatility in the foreign exchange market
Jorion, Philippe
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 507-528
Persistent link: https://www.econbiz.de/10001184819
Saved in:
11
Good news, bad news, volatility, and betas
Braun, Phillip A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
5
,
pp. 1575-1603
Persistent link: https://www.econbiz.de/10001191709
Saved in:
12
On cointegration and exchange rate dynamics
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 727-735
Persistent link: https://www.econbiz.de/10001169036
Saved in:
13
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
14
Accounting for forward rates in markets for foreign currency
Backus, David
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1887-1908
Persistent link: https://www.econbiz.de/10001155919
Saved in:
15
Imperfect information and cross-autocorrelation among stock prices
Chan, Kalok
- In:
The journal of finance : the journal of the American …
48
(
1993
)
4
,
pp. 1211-1230
Persistent link: https://www.econbiz.de/10001152161
Saved in:
16
An empirical comparison of alternative models of the short-term interest rate
Chan, K. C.
(
contributor
)
- In:
The journal of finance : the journal of the American …
47
(
1992
)
3
,
pp. 1209-1227
Persistent link: https://www.econbiz.de/10001132016
Saved in:
17
More powerful portfolio approaches to regressing abnormal returns on firm-specific variables for cross-sectional studies
Chandra, Ramesh
;
Balachandran, Bala V.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
5
,
pp. 2055-2070
Persistent link: https://www.econbiz.de/10001138514
Saved in:
18
Transformed securities and alternative factor structures
Huang, Roger D.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
1
,
pp. 397-405
Persistent link: https://www.econbiz.de/10001124485
Saved in:
19
Tests of the CAPM with time-varying covariances : a multivariate GARCH approach
Ng, Lilian K.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
4
,
pp. 1507-1521
Persistent link: https://www.econbiz.de/10001112556
Saved in:
20
Statistical properties of the Roll serial covariance bid ask spread estimator
Harris, Lawrence E.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
2
,
pp. 579-590
Persistent link: https://www.econbiz.de/10001089793
Saved in:
21
Sequential tests of the arbitrage theory : a comparison of principal components and maximum likelihood factors
Shukla, Ravi
- In:
The journal of finance : the journal of the American …
45
(
1990
)
5
,
pp. 1541-1564
Persistent link: https://www.econbiz.de/10001103794
Saved in:
22
A portfolio approach to estimating the average correlation coefficient for the constant correlation model
Aneja, Yash P.
;
Chandra, Ramesh
;
Gunay, Erdal
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1435-1438
Persistent link: https://www.econbiz.de/10001080348
Saved in:
23
Corrections for trading frictions in multivariate returns
Korkie, Robert M.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1421-1434
Persistent link: https://www.econbiz.de/10001080349
Saved in:
24
Estimation bias induced by discrete security prices
Ball, Clifford A.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
4
,
pp. 841-865
Persistent link: https://www.econbiz.de/10001073082
Saved in:
25
Estimating the volatility of discrete stock prices
Cho, D. C.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
2
,
pp. 451-466
Persistent link: https://www.econbiz.de/10001059356
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->