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subject:"Großbritannien"
~isPartOf:"Bulletin of economic research"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of empirical finance"
~subject:"Aktienmarkt"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Aktienmarkt
Estimation theory
167
Schätztheorie
167
Theorie
63
Theory
63
Estimation
42
Schätzung
42
Time series analysis
35
Zeitreihenanalyse
35
Capital income
22
Kapitaleinkommen
22
Volatility
22
Volatilität
22
USA
17
United States
17
Forecasting model
16
Prognoseverfahren
16
ARCH model
13
ARCH-Modell
13
Börsenkurs
13
Share price
13
VAR model
12
VAR-Modell
12
Autocorrelation
11
Autokorrelation
11
Portfolio selection
11
Portfolio-Management
11
Stochastic process
11
Stochastischer Prozess
11
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Risk
8
Statistical distribution
8
Statistische Verteilung
8
Yield curve
8
Zinsstruktur
8
CAPM
7
Correlation
7
Korrelation
7
Modellierung
7
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5
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Article
7
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4
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7
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7
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4
Graue Literatur
4
Non-commercial literature
4
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4
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English
11
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Rockinger, Michael
2
Ahn, Seung Chan
1
Blackman, Simon C.
1
Charles, Amélie
1
Crawford, Gregory S.
1
Darné, Olivier
1
Griffith, Rachel
1
Iaria, Alessandro
1
Jondeau, Eric
1
Jones, Andrew M.
1
Jordà, Òscar
1
Kim, Jae H.
1
Knüppel, Malte
1
Marcellino, Massimiliano
1
Matthews, Kent
1
Meenagh, David
1
Minford, Patrick
1
Patterson, Kerry D.
1
Perez, M. Fabricio
1
Poon, Ser-Huang
1
Sun, Licheng
1
Tawn, Jonathan
1
Theodoridis, Konstantinos
1
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Bulletin of economic research
Discussion paper / Centre for Economic Policy Research
Journal of empirical finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Oxford bulletin of economics and statistics
11
Journal of applied econometrics
9
Journal of econometrics
9
Discussion paper / A
8
Discussion paper
6
Economics letters
6
CEMMAP working papers / Centre for Microdata Methods and Practice
5
Discussion paper / Tinbergen Institute
5
Discussion papers in economics
5
Economic modelling
5
Journal of policy modeling : JPMOD ; a social science forum of world issues
5
NBER Working Paper
5
NBER working paper series
5
Working paper / National Bureau of Economic Research, Inc.
5
Applied economics
4
DAE working paper
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
International journal of economics and financial issues : IJEFI
4
Journal of forecasting
4
Journal of foreign exchange and international finance : JFEIF
4
Journal of international money and finance
4
Journal of risk and financial management : JRFM
4
Scottish journal of political economy : the journal of the Scottish Economic Society
4
The economic journal : the journal of the Royal Economic Society
4
Working paper
4
Working papers / Bank of England
4
Applied economics letters
3
Department of Economics discussion paper / Department of Economics, The University of Birmingham
3
Discussion paper / School of Economics, The University of New South Wales
3
Discussion paper in financial economics : FE
3
Discussion papers in quantitative economics and computing / E
3
Discussion papers of interdisciplinary research project 373
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Finance research letters
3
Investment management and financial innovations
3
Journal of banking & finance
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ECONIS (ZBW)
11
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1
Stock return predictability : evaluation based on interval forecasts
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
Bulletin of economic research
74
(
2022
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10013188680
Saved in:
2
Demand estimation with unobserved choice set heterogeneity
Crawford, Gregory S.
;
Griffith, Rachel
;
Iaria, Alessandro
-
2016
Persistent link: https://www.econbiz.de/10011606800
Saved in:
3
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003976664
Saved in:
4
GMM estimation of the number of latent factors : with application to international stock markets
Ahn, Seung Chan
;
Perez, M. Fabricio
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 783-802
Persistent link: https://www.econbiz.de/10009267244
Saved in:
5
Testing a model of the UK by the method of indirect inference
Meenagh, David
;
Minford, Patrick
;
Theodoridis, Konstantinos
-
2008
Persistent link: https://www.econbiz.de/10003728832
Saved in:
6
Regime shifts in interest rate volatility
Sun, Licheng
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 418-434
Persistent link: https://www.econbiz.de/10002900508
Saved in:
7
Testing for differences in the tails of stock-market returns
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 559-581
Persistent link: https://www.econbiz.de/10001806965
Saved in:
8
New extreme-value dependence measures and finance applications
Poon, Ser-Huang
;
Rockinger, Michael
;
Tawn, Jonathan
-
2001
Persistent link: https://www.econbiz.de/10013423369
Saved in:
9
Engle and Yoo three step estimation of consumers' expenditure and housing equity withdrawal
Patterson, Kerry D.
- In:
Bulletin of economic research
46
(
1994
)
4
,
pp. 275-288
Persistent link: https://www.econbiz.de/10001171094
Saved in:
10
Wages, unemployment and benefits in inter-war Britain : an exercise in robust estimation
Blackman, Simon C.
- In:
Bulletin of economic research
45
(
1993
)
2
,
pp. 119-132
Persistent link: https://www.econbiz.de/10001141934
Saved in:
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