//--> //--> //--> //-->
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
isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Journal of forecasting"
~isPartOf:"Review of quantitative finance and accounting"
~language:"eng"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Estimation theory
155
Schätztheorie
155
Forecasting model
74
Prognoseverfahren
74
Theorie
57
Theory
57
Time series analysis
54
Zeitreihenanalyse
54
Estimation
28
Schätzung
27
Regression analysis
20
Regressionsanalyse
20
Capital income
15
Kapitaleinkommen
15
Share price
15
USA
15
United States
15
ARCH model
12
ARCH-Modell
12
Volatility
12
Volatilität
12
Statistical distribution
8
Statistische Verteilung
8
Markov chain
7
Markov-Kette
7
Bayes-Statistik
6
Bayesian inference
6
CAPM
6
Risikomaß
6
Risk measure
6
Correlation
5
Forecast
5
Korrelation
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Portfolio selection
5
Portfolio-Management
5
Prognose
5
Robust statistics
5
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Systematic review
1
Übersichtsarbeit
1
Language
All
English
Author
All
An, Yang
1
Andreou, Panayiotis C.
1
Atici, Kazim Baris
1
Bassett, Gilbert W.
1
Binder, John J.
1
Blanco-Fernández, Ángela
1
Callen, Jeffrey L.
1
Chan, Ngai Hang
1
Coggin, T. Daniel
1
Davies, J. R.
1
Enginar, Onur
1
Fei, Tianlun
1
Fischer, Henning
1
Fletcher, Jonathan
1
France, Virginia G.
1
Hunter, John Edward
1
Jones, Charles Parker
1
Kuan, Chung-ming
1
Kurek, Bartosz
1
Li, Zhenwei
1
Liu, Xiaoquan
1
Louca, Christodoulos
1
Ma, Zhiren
1
Marshall, Andrew P.
1
Nonejad, Nima
1
Pliska, Stanley R.
1
Savva, Christos S.
1
Song, Yuping
1
Sun, Xiaoyu
1
Wang, Jying-Nan
1
Wen, Conghua
1
Wilson, Jack W.
1
Winker, Peter
1
Yeh, Jin-huei
1
more ...
less ...
Published in...
All
Advances in quantitative analysis of finance and accounting : a research annual
Journal of forecasting
Review of quantitative finance and accounting
Journal of econometrics
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Journal of empirical finance
11
Economic modelling
10
Economics letters
10
Cambridge working papers in economics
9
Journal of banking & finance
9
International journal of economics and financial issues : IJEFI
8
Quantitative finance
8
Working paper
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of financial and quantitative analysis : JFQA
7
Journal of risk and financial management : JRFM
7
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
Discussion paper / Tinbergen Institute
6
Econometrics : open access journal
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
NBER Working Paper
6
NBER working paper series
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
CESifo working papers
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Finance India : the quarterly journal of Indian Institute of Finance
5
Finance research letters
5
International review of financial analysis
5
Journal of financial economics
5
Journal of international financial markets, institutions & money
5
Pacific-Basin finance journal
5
SFB 649 discussion paper
5
Annals of finance
4
Applied economics
4
Applied financial economics
4
Bank of Finland research discussion papers
4
CREATES research paper
4
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
2
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
3
Optimal forecast error as an unbiased estimator of abnormal return : a proposition
Enginar, Onur
;
Atici, Kazim Baris
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 158-166
Persistent link: https://www.econbiz.de/10012796281
Saved in:
4
Short‐term stock price prediction based on limit order book dynamics
An, Yang
;
Chan, Ngai Hang
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
Saved in:
5
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
6
Predicting stock return volatility : can we benefit from regression models for return intervals?
Fischer, Henning
;
Blanco-Fernández, Ángela
;
Winker, Peter
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 113-146
Persistent link: https://www.econbiz.de/10011580244
Saved in:
7
Short-horizon event study estimation with a STAR model and real contaminated events
Andreou, Panayiotis C.
;
Louca, Christodoulos
;
Savva, …
- In:
Review of quantitative finance and accounting
47
(
2016
)
3
,
pp. 673-697
Persistent link: https://www.econbiz.de/10011595698
Saved in:
8
Testing index-based models in UK stock returns
Davies, J. R.
;
Fletcher, Jonathan
;
Marshall, Andrew P.
- In:
Review of quantitative finance and accounting
45
(
2015
)
2
,
pp. 337-362
Persistent link: https://www.econbiz.de/10011333109
Saved in:
9
The information content of equity block trades on the Warsaw Stock Exchange : an estimation of shares' returns with the usage of simple linear regression and multivariate adaptive...
Kurek, Bartosz
- In:
Journal of forecasting
33
(
2014
)
6
,
pp. 433-454
Persistent link: https://www.econbiz.de/10010425516
Saved in:
10
A noise-robust estimator of volatility based on interquantile ranges
Yeh, Jin-huei
;
Wang, Jying-Nan
;
Kuan, Chung-ming
- In:
Review of quantitative finance and accounting
43
(
2014
)
4
,
pp. 751-779
Persistent link: https://www.econbiz.de/10010490993
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->