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Search: subject_exact:"Estimation theory"
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United Kingdom
Share price
Schätztheorie
34,972
Estimation theory
34,929
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9,185
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9,181
Zeitreihenanalyse
5,658
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5,643
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5,409
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5,407
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3,981
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3,973
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3,192
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3,192
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1,821
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1,818
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1,756
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1,754
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1,663
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1,651
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1,545
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1,536
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1,492
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1,489
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1,377
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1,377
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1,160
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1,155
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1,059
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1,058
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1,033
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1,033
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1,025
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1,023
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1,019
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1,018
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986
Stochastic process
985
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982
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977
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970
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969
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Kapetanios, George
17
Pesaran, M. Hashem
17
Bekaert, Geert
10
Linton, Oliver
10
Tauchen, George Eugene
10
Maheswaran, S.
9
Todorov, Viktor
9
Allen, David E.
8
Bailey, Natalia
8
Burkhauser, Richard V.
8
Hautsch, Nikolaus
8
Jenkins, Stephen
8
Li, Jia
8
Faff, Robert W.
7
Hildenbrand, Werner
7
Koop, Gary
7
Malec, Peter
7
Mills, Terence C.
7
Patterson, Kerry D.
7
Runde, Ralf
7
Teräsvirta, Timo
7
Bauwens, Luc
6
Blundell, Richard W.
6
Gao, Jiti
6
Härdle, Wolfgang
6
Jordà, Òscar
6
Kim, Donggyu
6
Knüppel, Malte
6
Krämer, Walter
6
Wilkins, Roger
6
Zakoïan, Jean-Michel
6
Bibinger, Markus
5
Biewen, Martin
5
Brandt, Michael W.
5
Caporale, Guglielmo Maria
5
Engle, Robert F.
5
Ericsson, Neil R.
5
Garratt, Anthony
5
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5
Hérault, Nicolas
5
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6
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3
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3
Deutsche Forschungsgemeinschaft
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Institut für Industriebetriebsforschung <Hamburg>
2
Rodney L. White Center for Financial Research
2
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
2
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1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Centre for Microdata Methods and Practice <London>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
European University Institute / Department of Law
1
Federal Reserve System / Board of Governors
1
Forschungsinstitut zur Zukunft der Arbeit
1
IGI Global
1
Konjunkturinstitutet <Stockholm>
1
Public Sector Economics Research Centre <Leicester>
1
Robert Schuman Centre for Advanced Studies
1
School of Finance and Business Economics <Perth, Western Australia>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer Fachmedien Wiesbaden
1
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1
University of Cambridge / Department of Applied Economics
1
University of Cambridge / Faculty of Economics
1
University of Chicago / Center for Research in Security Prices
1
University of Salford / Department of Economics
1
University of Sheffield / Department of Economics
1
University of York / Department of Economics and Related Studies
1
Universität Dortmund
1
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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
Economic modelling
12
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
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
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
Finance research letters
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
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ECONIS (ZBW)
1,249
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901
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950
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901
Stochastic properties of German stock returns
Krämer, Walter
- In:
Empirical economics : a journal of the Institute for …
21
(
1996
)
2
,
pp. 281-306
Persistent link: https://www.econbiz.de/10001199242
Saved in:
902
Permanent and transitory shocks, and the UK business cycle
Ravn, Morten O.
-
1996
Persistent link: https://www.econbiz.de/10000591167
Saved in:
903
Recent developments in modelling nonstationary vector autoregressions
Mills, Terence C.
-
1996
Persistent link: https://www.econbiz.de/10000949552
Saved in:
904
Estimation of asymmetrical volatility for asset prices : the simultaneous switching ARIMA approach
Kunitomo, Naoto
;
Sato, Seisho
-
1996
Persistent link: https://www.econbiz.de/10000950664
Saved in:
905
Financial modelling : from stochastics to chaotics and back to stochastics
Malliaris, Anastasios G.
- In:
Modelling techniques for financial markets and bank …
,
(pp. 1-16)
.
1996
Persistent link: https://www.econbiz.de/10001292513
Saved in:
906
Dynamic bivariate mixture models : modeling the behavior of prices and trading volume
Liesenfeld, Roman
-
1996
Persistent link: https://www.econbiz.de/10013268549
Saved in:
907
One-factor-GARCH models for German stocks : estimation and forecasting
Kaiser, Thomas
-
1996
Persistent link: https://www.econbiz.de/10013268564
Saved in:
908
Statistische Prognosemodelle zur Optimierung von Wertpapierportefeuilles : eine empirische Überprüfung am deutschen Aktienmarkt
Müller, Gerhard
-
1996
Persistent link: https://www.econbiz.de/10013410395
Saved in:
909
Time varying covariance structures in financial markets
Gerhard, Frank
-
1996
Persistent link: https://www.econbiz.de/10013388200
Saved in:
910
Modelling stock market volatility : bridging the gap to continuous time
Rossi, Peter E.
(
ed.
)
-
1996
Persistent link: https://www.econbiz.de/10013475092
Saved in:
911
Reconciliation of national income and expenditure : balanced estimates of national income for the United Kingdom, 1920 - 1990
Sefton, James E.
;
Sefton, James A.
;
Weale, Martin
-
1995
-
1. publ.
Persistent link: https://www.econbiz.de/10000533082
Saved in:
912
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000906276
Saved in:
913
Predicting index returns with morphological filters
Kanto, Antti J.
-
1995
Persistent link: https://www.econbiz.de/10000907558
Saved in:
914
Testing for nonlinearity in daily sterling exchange rates
Brooks, Chris
-
1995
Persistent link: https://www.econbiz.de/10000911564
Saved in:
915
Non-parametric estimation of returns to scale
Fox, Kevin J.
;
Grafton, R. Quentin
-
1995
Persistent link: https://www.econbiz.de/10000912132
Saved in:
916
Positive autocorrelations in stock returns due to market overreaction
Rath, Subhrendu
-
1995
Persistent link: https://www.econbiz.de/10000912902
Saved in:
917
The role of risk in financial markets
Chou, Ray Yeutien
-
1995
Persistent link: https://www.econbiz.de/10000965178
Saved in:
918
Der Einfluss des Geldes auf Schweizer Aktien
Mäder-Rickli, Beatrice G.
-
1995
Persistent link: https://www.econbiz.de/10000914188
Saved in:
919
A cointegration study of aggregate imports using likelihood based testing principles
Kleibergen, Frank
;
Urbain, Jean-Pierre
;
Dijk, Herman K. van
-
1995
Persistent link: https://www.econbiz.de/10000916991
Saved in:
920
Volatility clustering in stock returns at low frequencies
Jacobsen, Ben
;
Dannenburg, Dennis Ramon
-
1995
Persistent link: https://www.econbiz.de/10000918266
Saved in:
921
Market valuation and the q-theory of investment
Ogawa, Kazuo
;
Kitasaka, Shin'ichi
-
1995
Persistent link: https://www.econbiz.de/10000919535
Saved in:
922
Measuring true stock index value in the presence of infrequent trading
Jokivuolle, Esa
-
1995
Persistent link: https://www.econbiz.de/10000922924
Saved in:
923
Investigating structural breaks in the UK manufacturing trade
Banerjee, Anindya
;
Urga, Giovanni
-
1995
Persistent link: https://www.econbiz.de/10000924217
Saved in:
924
Quadratic ARCH models
Sentana, Enrique
-
1995
Persistent link: https://www.econbiz.de/10000924230
Saved in:
925
Non-parametric estimation of returns to scale
Fox, Kevin J.
;
Grafton, R. Quentin
-
1995
Persistent link: https://www.econbiz.de/10000150726
Saved in:
926
Modelling long memory in stock market volatility : a fractionally integrated generalised arch approach
Psaradakis, Zacharias
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000151421
Saved in:
927
Causalité persistante entre séries non-stationnaires : application à l'étude comparée des politiques monétaires des pays du G5
Bruneau, Catherine
- In:
Annales d'économie et de statistique
(
1995
),
pp. 177-206
Persistent link: https://www.econbiz.de/10001333815
Saved in:
928
PPP in the long run - a cointegration approach : the Portuguese case from 1891 to 1992
Botas, Susana
- In:
Economia : revista quadrimestral
19
(
1995
)
2
,
pp. 3-31
Persistent link: https://www.econbiz.de/10001224524
Saved in:
929
A state-space model of diffusion-jump process with heteroscedasticity : estimating the daily flow of information in stock prices
Kim, Myung-jig
- In:
Kyŏngje-yŏn'gu
16
(
1995
)
2
,
pp. 287-305
Persistent link: https://www.econbiz.de/10001205483
Saved in:
930
A reexamination of the seasonal anomalies : a comparison of least squares and robust estimates
Wilson, Jack W.
- In:
Advances in quantitative analysis of finance and …
3
(
1995
),
pp. 131-152
Persistent link: https://www.econbiz.de/10001211150
Saved in:
931
Balanced versus compromise estimates of UK GDP : 1870 - 1913
Greasley, David
- In:
Explorations in economic history : EEH
32
(
1995
)
2
,
pp. 262-272
Persistent link: https://www.econbiz.de/10001180244
Saved in:
932
Event study methods and evidence on their performance
Armitage, Seth
- In:
Journal of economic surveys
9
(
1995
)
1
,
pp. 25-52
Persistent link: https://www.econbiz.de/10001180901
Saved in:
933
The stability of long-run money demand in five industrial countries
Hoffman, Dennis L.
- In:
Journal of monetary economics
35
(
1995
)
2
,
pp. 317-339
Persistent link: https://www.econbiz.de/10001182030
Saved in:
934
Financial innovation and the long-run demand for money in the United Kingdom and in West-Germany
Biefang-Frisancho Mariscal, Iris
(
contributor
)
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
131
(
1995
)
2
,
pp. 302-325
Persistent link: https://www.econbiz.de/10001182590
Saved in:
935
Purchasing power parity and the Irish experience : unit roots and cointegration tests for two industrial countries
Fountas, Stilianos
- In:
Kredit und Kapital
28
(
1995
)
2
,
pp. 201-215
Persistent link: https://www.econbiz.de/10001182681
Saved in:
936
Fixed investment decisions in UK manufacturing : the importance of Tobin's Q, output and debt
Cuthbertson, Keith
- In:
European economic review : EER
39
(
1995
)
5
,
pp. 919-941
Persistent link: https://www.econbiz.de/10001183073
Saved in:
937
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:
938
Privatisation and efficiency in the UK water industry : an empirical analysis
Hunt, Lester C.
- In:
Oxford bulletin of economics and statistics
57
(
1995
)
3
,
pp. 371-388
Persistent link: https://www.econbiz.de/10001183772
Saved in:
939
Male occupational mobility in Britain
Harper, Barry
- In:
Oxford bulletin of economics and statistics
57
(
1995
)
3
,
pp. 349-369
Persistent link: https://www.econbiz.de/10001183774
Saved in:
940
Time-varying expected returns in international bond markets
Ilmanen, Antti
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 481-506
Persistent link: https://www.econbiz.de/10001184817
Saved in:
941
Business cycle asymmetries and non-linearities in UK macroeconomic time series
Mills, Terence C.
- In:
Ricerche economiche
49
(
1995
)
2
,
pp. 97-124
Persistent link: https://www.econbiz.de/10001185030
Saved in:
942
Comovements among national stock markets
Kasa, Kenneth
- In:
Economic review : an annual report of the Economic …
(
1995
),
pp. 14-20
Persistent link: https://www.econbiz.de/10001185379
Saved in:
943
Modelling asymmetry in stock returns by a threshold autoregressive conditional heteroscedastic model
Li, Wai Keung
- In:
The statistician : journal of the Institute of Statisticians
44
(
1995
)
3
,
pp. 333-341
Persistent link: https://www.econbiz.de/10001185761
Saved in:
944
Fundamentals and bubbles in asset prices : evidence from US and Japanese asset prices
Lee, Bong-soo
- In:
Financial engineering and the Japanese markets
2
(
1995
)
2
,
pp. 89-122
Persistent link: https://www.econbiz.de/10001187912
Saved in:
945
Production of information, information asymmetry, and the bid-ask spread : empirical evidence from analysts' forecasts
Chung, Kee H.
(
contributor
)
- In:
Journal of banking & finance
19
(
1995
)
6
,
pp. 1025-1046
Persistent link: https://www.econbiz.de/10001187935
Saved in:
946
Quadratic ARCH models
Sentana, Enrique
- In:
The review of economic studies
62
(
1995
)
4
,
pp. 639-661
Persistent link: https://www.econbiz.de/10001189784
Saved in:
947
Can speculative trading explain the volume-volatility relation?
Foster, F. Douglas
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 379-396
Persistent link: https://www.econbiz.de/10001190310
Saved in:
948
Un'applicazione delle tecniche di cointegrazione di Engle e Granger a un modello di determinazione dell'occupazione per la Gran Bretagna
Fedeli, Silvia
- In:
Annali della Fondazione Luigi Einaudi onlus
28
(
1995
),
pp. 251-273
Persistent link: https://www.econbiz.de/10001191228
Saved in:
949
Velocity and the volatility of unanticipated and anticipated money supply in the United Kingdom
Thornton, John
- In:
International economic journal
9
(
1995
)
3
,
pp. 61-66
Persistent link: https://www.econbiz.de/10001191286
Saved in:
950
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:
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