//--> //--> //--> //-->
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:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of futures markets"
~subject:"Börsenkurs"
~subject:"United States"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
USA
Börsenkurs
United States
Estimation theory
114
Schätztheorie
114
Theorie
37
Theory
37
Time series analysis
30
Zeitreihenanalyse
30
Estimation
26
Schätzung
26
Volatility
24
Volatilität
24
Capital income
21
Kapitaleinkommen
21
Forecasting model
14
ARCH model
13
ARCH-Modell
13
Commodity exchange
13
Warenbörse
13
Portfolio selection
12
Portfolio-Management
12
Share price
12
Hedging
11
Statistical distribution
10
Statistische Verteilung
10
Stochastic process
10
Stochastischer Prozess
10
Autocorrelation
9
Autokorrelation
9
CAPM
9
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Correlation
7
Korrelation
7
Option pricing theory
7
Optionspreistheorie
7
Yield curve
7
Zinsstruktur
7
more ...
less ...
Online availability
All
Undetermined
8
Free
1
Type of publication
All
Article
39
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
Conference proceedings
1
Reprint
1
more ...
less ...
Language
All
English
42
Author
All
Baillie, Richard
3
Dacorogna, Michel M.
2
Kim, Chang-Jin
2
Myers, Robert J.
2
Nelson, Charles R.
2
Amado, Cristina
1
Amihud, Yakov
1
Bauwens, Luc
1
Bekaert, Geert
1
Berens, Tobias
1
Bessler, David A.
1
Campbell, John Y.
1
Chiang, I-Hsuan Ethan
1
Covey, Ted
1
Daníelsson, Jón
1
Dark, Jonathan
1
De Backer, Bruno
1
Dufays, Arnaud
1
Elam, Emmett
1
Fornari, Fabio
1
Ghosh, Asim K.
1
Goodwin, Barry K.
1
Grammatikos, Theoharry
1
Granger, C. W. J.
1
He, Xue-zhong
1
Hurvich, Clifford M.
1
Husmann, Sven
1
Hyung, Namwon
1
Jayetileke, Harshanie L.
1
Jondeau, Eric
1
Kapetanios, George
1
Kinnunen, Jyri
1
LaBarge, Karin P.
1
Lee, Kyungsub
1
Li, Chen
1
Li, Youwei
1
Liao, Yin
1
MacDonald, Ronald
1
Mele, Antonio
1
Najand, Mohammad
1
more ...
less ...
Institution
All
HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
1
Published in...
All
Journal of empirical finance
The journal of futures markets
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
149
Journal of econometrics
143
International journal of forecasting
119
Journal of forecasting
78
Economics letters
46
The review of economics and statistics
46
Working paper / National Bureau of Economic Research, Inc.
37
Discussion paper / Tinbergen Institute
32
Journal of applied econometrics
31
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
Applied economics
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Journal of banking & finance
24
NBER working paper series
24
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Working paper
23
Finance research letters
21
CREATES research paper
20
American journal of agricultural economics
19
Econometric reviews
19
Economic modelling
19
Discussion paper
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
The journal of finance : the journal of the American Finance Association
18
Journal of financial and quantitative analysis : JFQA
17
The econometrics journal
17
Discussion paper series / IZA
16
Econometric theory
16
Journal of the American Statistical Association : JASA
16
Quantitative finance
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Oxford bulletin of economics and statistics
15
The review of financial studies
15
CESifo working papers
14
European journal of operational research : EJOR
14
Journal of macroeconomics
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
Technical working paper / National Bureau of Economic Research
14
more ...
less ...
Source
All
ECONIS (ZBW)
42
Showing
1
-
10
of
42
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
3
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
4
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
5
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
6
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
7
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
8
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
9
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
10
A frequency-domain alternative to long-horizon regressions with application to return predictability
Sizova, Natalia
- In:
Journal of empirical finance
28
(
2014
),
pp. 261-272
Persistent link: https://www.econbiz.de/10011285632
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->