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subject:"Kapitaleinkommen"
subject:"Statistical theory"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Statistische Verteilung"
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Kapitaleinkommen
Statistical theory
Statistische Verteilung
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatility
16
Volatilität
16
Estimation
15
Schätzung
15
ARCH model
11
ARCH-Modell
11
Market microstructure
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Marktmikrostruktur
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Capital income
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Risikomaß
9
Risk measure
9
Theorie
9
Theory
9
Correlation
7
Forecasting model
7
Korrelation
7
Prognoseverfahren
7
Regression analysis
7
Regressionsanalyse
7
Stochastic process
7
Stochastischer Prozess
7
Börsenkurs
6
Share price
6
Analysis of variance
5
Noise Trading
5
Noise trading
5
Statistical test
5
Statistischer Test
5
Varianzanalyse
5
CAPM
4
Multivariate Analyse
4
Multivariate analysis
4
Portfolio selection
4
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English
12
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Ahlgren, Niklas
1
Antell, Jan
1
Bormann, Carsten
1
Chen, Jiaqin
1
Chen, Yi-ting
1
Corsi, Fulvio
1
Engle, Robert F.
1
Galbraith, John W.
1
Gallant, A. Ronald
1
Kokoszka, Piotr
1
Miao, Hong
1
Mira, Antonietta
1
Moon, Seongman
1
Peluso, Stefano
1
Reimherr, Matthew
1
Schaumburg, Julia
1
Schienle, Melanie
1
Suto, Nobuyuki
1
Taniai, Hiroyuki
1
Taniguchi, Masanobu
1
Taoufik, Bahaeddine
1
Usami, Takashi
1
Velasco, Carlos
1
Visser, Marcel P.
1
Yuan, Ming
1
Zernov, Serguei
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
133
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
77
Economics letters
59
Econometric reviews
54
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
52
Econometric theory
47
Insurance / Mathematics & economics
46
Discussion paper / Tinbergen Institute
33
Journal of empirical finance
26
Finance research letters
25
Discussion paper / Center for Economic Research, Tilburg University
24
Statistics in transition : an international journal of the Polish Statistical Association
24
CEMMAP working papers / Centre for Microdata Methods and Practice
21
Journal of the American Statistical Association : JASA
21
Série des documents de travail / Centre de Recherche en Économie et Statistique
20
The econometrics journal
20
Econometrics : open access journal
19
NBER Working Paper
19
Discussion papers of interdisciplinary research project 373
18
Computational economics
16
International journal of forecasting
16
European journal of operational research : EJOR
15
Journal of forecasting
15
Oxford bulletin of economics and statistics
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
Working paper
15
Working paper / Department of Econometrics and Business Statistics, Monash University
15
Working papers in economics and econometrics
15
CORE discussion paper : DP
14
Cowles Foundation discussion paper
14
Journal of banking & finance
14
Risks : open access journal
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Technical working paper / National Bureau of Economic Research
14
ECARES working paper
13
Journal of risk and financial management : JRFM
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Europäische Hochschulschriften / 5
12
Journal of financial econometrics
12
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ECONIS (ZBW)
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1
Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr
;
Miao, Hong
;
Reimherr, Matthew
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
Saved in:
2
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
3
Efficient portfolio selection in a large market
Chen, Jiaqin
;
Yuan, Ming
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 496-524
Persistent link: https://www.econbiz.de/10011623668
Saved in:
4
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
5
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
6
Reflections on the probability space induced by moment conditions with implications for Bayesian inference
Gallant, A. Ronald
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 229-247
Persistent link: https://www.econbiz.de/10011588992
Saved in:
7
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
8
Modeling maximum entropy distributions for financial returns by moment combination and selection
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 414-455
Persistent link: https://www.econbiz.de/10011339297
Saved in:
9
On the properties of regression test of stock returns predictability using dividend-price ratios
Moon, Seongman
;
Velasco, Carlos
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010233601
Saved in:
10
Asymptotics of realized volatility with non-Gaussian ARCH(∞) Microstructure noise
Taniai, Hiroyuki
;
Usami, Takashi
;
Suto, Nobuyuki
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 617-636
Persistent link: https://www.econbiz.de/10009671895
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