//--> //--> //--> //-->
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:"Journal of financial and quantitative analysis : JFQA"
subject:"Share price"
~subject:"Portfolio selection"
~subject:"Time series analysis"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Share price
Portfolio selection
Time series analysis
Estimation theory
33
Schätztheorie
33
Theorie
19
Theory
19
USA
16
United States
16
Capital income
8
Kapitaleinkommen
8
Börsenkurs
7
CAPM
6
Estimation
5
Portfolio-Management
5
Schätzung
5
Yield curve
4
Zinsstruktur
4
Risiko
3
Risk
3
Arbitrage
2
Method of moments
2
Momentenmethode
2
Panel
2
Panel study
2
Zeitreihenanalyse
2
1871-1987
1
1926-1980
1
1963-1983
1
1963-1986
1
1969-1983
1
1972-1988
1
1974-1988
1
1976-1978
1
1979-1987
1
1982-1986
1
1983
1
1983-1985
1
1985-1988
1
1987
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
13
Author
All
Barone-Adesi, Giovanni
1
Bradley, Michael G.
1
Connolly, Robert A.
1
Grinblatt, Mark
1
Harris, Lawrence E.
1
Joerding, Wayne H.
1
Jokivuolle, Esa
1
Kan, Raymond
1
Katz, Eliakim
1
Klein, April
1
Lumpkin, Stephen A.
1
McQueen, Grant R.
1
Porter, David C.
1
Prisman, Eliezer Zeev
1
Ronen, Tavy
1
Rosenfeld, James
1
Saxena, Konark
1
Zhou, Guofu
1
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
Journal of econometrics
343
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
167
Econometric theory
162
Economics letters
144
Discussion paper / Tinbergen Institute
104
Econometric reviews
92
International journal of forecasting
67
Working paper / Department of Econometrics and Business Statistics, Monash University
67
CREATES research paper
62
Journal of forecasting
61
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Applied economics letters
54
Econometrics : open access journal
50
NBER Working Paper
43
Cowles Foundation discussion paper
42
Journal of empirical finance
42
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
41
Economic modelling
40
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
40
Computational economics
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
Journal of time series econometrics
39
The econometrics journal
39
Applied economics
38
Finance research letters
35
Journal of banking & finance
34
Journal of the American Statistical Association : JASA
34
Journal of applied econometrics
33
NBER working paper series
33
Série des documents de travail / Centre de Recherche en Économie et Statistique
31
Working paper
31
SFB 649 discussion paper
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Working paper series
27
EUI working paper / ECO
26
Discussion paper / Center for Economic Research, Tilburg University
24
Oxford bulletin of economics and statistics
24
Journal of risk and financial management : JRFM
23
LSE STICERD Research Paper
23
Umeå economic studies
23
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
When factors do not span their basis portfolios
Grinblatt, Mark
;
Saxena, Konark
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2335-2354
Persistent link: https://www.econbiz.de/10012128025
Saved in:
2
Optimal portfolio choice with parameter uncertainty
Kan, Raymond
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
3
,
pp. 621-656
Persistent link: https://www.econbiz.de/10003527792
Saved in:
3
Tests and properties of variance rations in microstructure studies
Ronen, Tavy
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 183-204
Persistent link: https://www.econbiz.de/10001224466
Saved in:
4
Measuring true stock index value in the presence of infrequent trading
Jokivuolle, Esa
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
3
,
pp. 455-464
Persistent link: https://www.econbiz.de/10001217159
Saved in:
5
Long-horizon mean-reverting stock prices revisited
McQueen, Grant R.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001122230
Saved in:
6
The probability of a trade at the ask : an examination of interday and intraday behavior
Porter, David C.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
2
,
pp. 209-227
Persistent link: https://www.econbiz.de/10001125361
Saved in:
7
The treasury yield curve as a cointegrated system
Bradley, Michael G.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
3
,
pp. 449-463
Persistent link: https://www.econbiz.de/10001129735
Saved in:
8
Arbitrage, clientele effects, and the term structure of interest rates
Katz, Eliakim
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
4
,
pp. 435-443
Persistent link: https://www.econbiz.de/10001119168
Saved in:
9
Estimation of stock price variances and serial covariances from discrete observations
Harris, Lawrence E.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
3
,
pp. 291-306
Persistent link: https://www.econbiz.de/10001096425
Saved in:
10
An examination of the robustness of the weekend effect
Connolly, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
2
,
pp. 133-169
Persistent link: https://www.econbiz.de/10001067243
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->