//--> //--> //-->
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:"Capital income"
subject:"Share price"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Maximum likelihood estimation"
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
Capital income
Share price
Maximum likelihood estimation
Estimation theory
26
Schätztheorie
26
Estimation
12
Schätzung
12
Volatility
11
Volatilität
11
ARCH model
9
ARCH-Modell
9
Time series analysis
9
Zeitreihenanalyse
9
Börsenkurs
6
Forecasting model
5
Prognoseverfahren
5
Risikomaß
5
Risk measure
5
Kapitaleinkommen
4
Regression analysis
4
Regressionsanalyse
4
GARCH
3
Maximum-Likelihood-Schätzung
3
Portfolio selection
3
Portfolio-Management
3
Statistical distribution
3
Statistische Verteilung
3
Yield curve
3
Zinsstruktur
3
Aktienindex
2
Correlation
2
Inflation
2
Korrelation
2
Market microstructure
2
Marktmikrostruktur
2
Method of moments
2
Momentenmethode
2
Regime-switching estimation
2
Risikomanagement
2
Risk management
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Alañón Pardo, Ángel
1
Allen, David E.
1
Auer, Benjamin R.
1
Degenhardt, Thomas
1
Díaz-Mendoza, Ana-Carmen
1
Guillén, Montserrat
1
Horváth, Roman
1
Iitsuka, Yoshitaka
1
Juneja, Januj
1
Kok Haur Ng
1
Kunitomo, Naoto
1
Lange, Ronald H.
1
Motegi, Kaiji
1
Peiris, Shelton
1
Sato, Seisho
1
Vidal-Llana, Xenxo
1
Šopov, Boril
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
152
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Economics letters
43
Discussion paper / Tinbergen Institute
34
Econometric reviews
29
Journal of empirical finance
27
Finance research letters
22
Economic modelling
21
NBER Working Paper
18
Econometrics : open access journal
17
Journal of banking & finance
17
Journal of forecasting
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Working paper
17
Journal of risk and financial management : JRFM
16
Journal of financial and quantitative analysis : JFQA
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Journal of the American Statistical Association : JASA
15
CREATES research paper
14
Insurance / Mathematics & economics
14
Quantitative finance
14
CESifo working papers
13
Computational economics
13
European journal of operational research : EJOR
13
Journal of economic dynamics & control
13
NBER working paper series
13
Cambridge working papers in economics
12
Journal of financial econometrics
12
The econometrics journal
12
The journal of finance : the journal of the American Finance Association
12
Working paper / Department of Econometrics and Business Statistics, Monash University
12
Working paper / National Bureau of Economic Research, Inc.
12
CEMMAP working papers / Centre for Microdata Methods and Practice
11
Econometric theory
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Journal of financial economics
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
The review of financial studies
11
Applied economics
10
International journal of forecasting
10
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
2
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
3
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
4
The "Sell in May" effect : a review and new empirical evidence
Degenhardt, Thomas
;
Auer, Benjamin R.
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 169-205
Persistent link: https://www.econbiz.de/10012036281
Saved in:
5
The expected real yield and inflation components of the nominal yield curve
Lange, Ronald H.
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011878571
Saved in:
6
GARCH models, tail indexes and error distributions : an empirical investigation
Horváth, Roman
;
Šopov, Boril
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
Saved in:
7
Term structure estimation in the presence of autocorrelation
Juneja, Januj
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 119-129
Persistent link: https://www.econbiz.de/10010461168
Saved in:
8
Separating Information Maximum Likelihood estimation of the integrated volatility and covariance with micro-market noise
Kunitomo, Naoto
;
Sato, Seisho
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 282-309
Persistent link: https://www.econbiz.de/10010365764
Saved in:
9
Estimating and simulating Weibull models of risk or price durations : an application to ACD models
Allen, David E.
;
Kok Haur Ng
;
Peiris, Shelton
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 214-225
Persistent link: https://www.econbiz.de/10009779281
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->