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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Applied financial economics"
~language:"eng"
~subject:"1963-1986"
~subject:"ARCH model"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
1963-1986
ARCH model
Estimation theory
34
Schätztheorie
34
Theorie
14
Theory
14
Estimation
11
Schätzung
11
USA
9
United States
9
Share price
7
Interest rate
6
Zins
6
Time series analysis
4
Volatility
4
Volatilität
4
Yield curve
4
Zeitreihenanalyse
4
Zinsstruktur
4
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Forecasting model
3
Option pricing theory
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Optionspreistheorie
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Prognoseverfahren
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ARCH-Modell
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Ankündigungseffekt
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Announcement effect
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Australia
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Australien
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Capital income
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Derivat
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Derivative
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Japan
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Kapitaleinkommen
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Saisonale Schwankungen
2
Seasonal variations
2
Statistical distribution
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9
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9
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English
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Armitage, Seth
1
Brzeszczynski, Janusz
1
Brännäs, Kurt
1
Callen, Jeffrey L.
1
Coggin, T. Daniel
1
Dufrénot, Gilles
1
Guégan, Dominique
1
Hunter, John Edward
1
Jones, Charles Parker
1
Miralles Marcelo, José Luis
1
Miralles-Quirós, José Luis
1
Miralles-Quirós, María del Mar
1
Péguin-Feissolle, Anne
1
Rogers, Leonard C. G.
1
Satchell, Stephen
1
Simonsen, Ola
1
Sjölander, Pär
1
Wilson, Jack W.
1
Yoon, Youngjun
1
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Advances in quantitative analysis of finance and accounting : a research annual
Applied financial economics
Journal of econometrics
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
Econometric theory
36
Economics letters
26
Discussion paper / Tinbergen Institute
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of empirical finance
20
Journal of banking & finance
18
Finance research letters
17
Econometric reviews
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Journal of forecasting
16
CREATES research paper
14
Economic modelling
14
International journal of economics and financial issues : IJEFI
14
International journal of forecasting
14
The econometrics journal
14
Journal of risk
12
Applied economics
11
Econometrics : open access journal
11
Journal of financial econometrics
11
Journal of risk and financial management : JRFM
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
The North American journal of economics and finance : a journal of financial economics studies
11
CORE discussion papers : DP
10
Cambridge working papers in economics
10
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 time series econometrics
10
Journal of mathematical finance
9
Working paper
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Applied economics letters
8
International review of financial analysis
8
Journal of financial and quantitative analysis : JFQA
8
NBER Working Paper
8
Quantitative finance
8
SFB 649 discussion paper
8
Computational economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of economic dynamics & control
7
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ECONIS (ZBW)
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1
Improving the CARR model using extreme range estimators
Miralles Marcelo, José Luis
;
Miralles-Quirós, José Luis
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1635-1647
Persistent link: https://www.econbiz.de/10010259753
Saved in:
2
Heteroscedasticity and interval effects in estimating beta : UK evidence
Armitage, Seth
;
Brzeszczynski, Janusz
- In:
Applied financial economics
21
(
2011
)
19/21
,
pp. 1525-1538
Persistent link: https://www.econbiz.de/10009356071
Saved in:
3
Changing-regime volatility : a fractionally integrated SETAR model
Dufrénot, Gilles
;
Guégan, Dominique
; …
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 519-526
Persistent link: https://www.econbiz.de/10003739214
Saved in:
4
A new test for simultaneous estimation of unit roots and GARCH risk in the presence of stationary conditional heteroscedasticity disturbances
Sjölander, Pär
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 527-558
Persistent link: https://www.econbiz.de/10003739218
Saved in:
5
Discretized time and conditional duration modelling for stock transaction data
Brännäs, Kurt
;
Simonsen, Ola
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 647-658
Persistent link: https://www.econbiz.de/10003491211
Saved in:
6
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:
7
Estimating the volatility of stock prices : a comparison of methods that use high and low prices
Rogers, Leonard C. G.
- In:
Applied financial economics
4
(
1994
)
3
,
pp. 241-247
Persistent link: https://www.econbiz.de/10001164929
Saved in:
8
The correlation structure of the world stock market
Hunter, John Edward
- In:
Advances in quantitative analysis of finance and …
2
(
1993
),
pp. 1-37
Persistent link: https://www.econbiz.de/10001148527
Saved in:
9
Weak-form efficiency in the Hong Kong stock market
Callen, Jeffrey L.
(
contributor
)
- In:
Advances in quantitative analysis of finance and …
1
(
1991
),
pp. 149-159
Persistent link: https://www.econbiz.de/10001112388
Saved in:
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