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Search: subject_exact:"Estimation theory"
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Exchange rate
Devisenmarkt
Share price
Estimation theory
136
Schätztheorie
136
Estimation
53
Schätzung
52
Time series analysis
34
Zeitreihenanalyse
34
Regression analysis
21
Regressionsanalyse
21
Volatility
17
Volatilität
17
Cointegration
15
Kointegration
15
Theorie
15
Theory
15
Statistical test
14
Statistischer Test
14
Bayes-Statistik
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13
Nichtparametrisches Verfahren
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Nonparametric statistics
13
Stochastic process
13
Stochastischer Prozess
13
Panel
12
Panel study
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Börsenkurs
10
ARCH model
9
ARCH-Modell
9
VAR model
9
VAR-Modell
9
Bayesian estimation
8
Forecasting model
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Prognoseverfahren
8
Simulation
8
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7
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16
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English
16
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Kumar, Dilip
3
Maheswaran, S.
3
Ali, Faek Menla
1
Caporale, Guglielmo Maria
1
Chiu, Sheng-hsiung
1
Feng, Yuanhua
1
Grabowski, Wojciech
1
Hatemi-J, Abdulnasser
1
Hill, Jonathan B.
1
Hunter, John
1
Jayasinghe, Prabhath
1
Kaufmann, Hendrik
1
Kruse, Robinson
1
Li, Chang-shuai
1
Lin, Chiun-sin
1
Lin, Tzu-yu
1
Malliaropulos, Dimitrios
1
McNeil, Alexander J.
1
Motegi, Kaiji
1
Narayan, Paresh Kumar
1
Papantonis, Ioannis
1
Pittis, Nikitas
1
Thuraisamy, Kannan Sivananthan
1
Tsui, Albert K.
1
Wegener, Christoph
1
Welfe, Aleksander
1
Zhang, Zhaoyong
1
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Economic modelling
Journal of econometrics
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Economics letters
17
International journal of economics and financial issues : IJEFI
16
Journal of empirical finance
13
Discussion paper / Tinbergen Institute
12
Journal of banking & finance
12
The journal of finance : the journal of the American Finance Association
12
Journal of international money and finance
11
NBER Working Paper
11
Journal of applied econometrics
10
Journal of forecasting
10
NBER working paper series
10
Cambridge working papers in economics
9
Journal of foreign exchange and international finance : JFEIF
9
Journal of risk and financial management : JRFM
9
Working paper
9
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper
8
Discussion paper / Centre for Economic Forecasting
8
International economic journal
8
Journal of international financial markets, institutions & money
8
Quantitative finance
8
Applied economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
International review of financial analysis
7
Journal of financial and quantitative analysis : JFQA
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
The review of financial studies
7
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Econometrics : open access journal
6
Finance India : the quarterly journal of Indian Institute of Finance
6
International journal of finance & economics : IJFE
6
International journal of financial research
6
Journal of financial economics
6
Pacific-Basin finance journal
6
SFB 649 discussion paper
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
16
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1
The Tobit cointegrated vector autoregressive model : an application to the currency market
Grabowski, Wojciech
;
Welfe, Aleksander
- In:
Economic modelling
89
(
2020
),
pp. 88-100
Persistent link: https://www.econbiz.de/10012425926
Saved in:
2
Testing the white noise hypothesis of stock returns
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Economic modelling
76
(
2019
),
pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
Saved in:
3
Bias-corrected estimation for speculative bubbles in stock prices
Kruse, Robinson
;
Kaufmann, Hendrik
;
Wegener, Christoph
- In:
Economic modelling
73
(
2018
),
pp. 354-364
Persistent link: https://www.econbiz.de/10012100460
Saved in:
4
Volatility risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
5
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
6
Money demand instability and real exchange rate persistence in the monetary model of USD-JPY exchange rate
Hunter, John
;
Ali, Faek Menla
- In:
Economic modelling
40
(
2014
),
pp. 42-51
Persistent link: https://www.econbiz.de/10010425740
Saved in:
7
Asymmetric generalized impulse responses with an application in finance
Hatemi-J, Abdulnasser
- In:
Economic modelling
36
(
2014
),
pp. 18-22
Persistent link: https://www.econbiz.de/10010412088
Saved in:
8
New estimates of time-varying currency betas : a trivariate BEKK approach
Jayasinghe, Prabhath
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Economic modelling
42
(
2014
),
pp. 128-139
Persistent link: https://www.econbiz.de/10010478223
Saved in:
9
Common trends and common cycles in stock markets
Narayan, Paresh Kumar
;
Thuraisamy, Kannan Sivananthan
- In:
Economic modelling
35
(
2013
),
pp. 472-476
Persistent link: https://www.econbiz.de/10010336775
Saved in:
10
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
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