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subject:"Share price"
subject:"Stock index"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~isPartOf:"NBER working paper series"
~language:"eng"
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Search: subject_exact:"Estimation"
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Share price
Stock index
Estimation
325
Schätzung
321
Estimation theory
152
Schätztheorie
152
Time series analysis
86
Zeitreihenanalyse
86
Theorie
79
Theory
79
Nichtparametrisches Verfahren
76
Nonparametric statistics
76
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76
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76
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42
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English
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Todorov, Viktor
7
Li, Jia
5
Tauchen, George Eugene
5
Kim, Donggyu
4
Andersen, Torben
3
Wang, Yazhen
3
Bollerslev, Tim
2
Zhang, Congshan
2
Andreou, Elena
1
Baldovin, Fulvio
1
Bibinger, Markus
1
Bondarenko, Oleg
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Chaker, Selma
1
Chen, Rui
1
Chen, Xin
1
Choi, Yongok
1
Christensen, Kim
1
Clinet, Simon
1
Cui, Xiangyu
1
Darolles, Serge
1
Demetrescu, Matei
1
Dhaene, Geert
1
Dijk, Dick van
1
Fan, Jianqing
1
Forbes, Catherine Scipione
1
Gaudecker, Hans-Martin von
1
Georgiev, Iliyan
1
Ghysels, Eric
1
Gungor, Sermin
1
Heiss, Florian
1
Hollstein, Fabian
1
Hong, Harrison G.
1
Hounyo, Ulrich
1
Hurd, Michael D.
1
Jacewitz, Stefan
1
Jacod, Jean
1
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1
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Journal of econometrics
NBER working paper series
Finance research letters
124
The North American journal of economics and finance : a journal of financial economics studies
81
International review of economics & finance : IREF
80
International review of financial analysis
77
Applied economics
65
Economic modelling
64
Research in international business and finance
61
Journal of empirical finance
55
Energy economics
54
Journal of banking & finance
53
Discussion paper / Centre for Economic Policy Research
51
Pacific-Basin finance journal
48
Journal of international financial markets, institutions & money
45
Applied economics letters
44
Working paper / National Bureau of Economic Research, Inc.
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
35
Review of quantitative finance and accounting
32
Journal of financial economics
31
Management science : journal of the Institute for Operations Research and the Management Sciences
29
The European journal of finance
29
International journal of economics and finance
27
International journal of finance & economics : IJFE
26
Quantitative finance
26
Emerging markets, finance and trade : EMFT
25
Journal of financial markets
24
Economics letters
21
Discussion papers / CEPR
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Global finance journal
17
International journal of emerging markets
17
Journal of financial econometrics
16
Journal of international money and finance
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Economic research
15
Investment management and financial innovations
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
The journal of futures markets
15
Journal of economic dynamics & control
14
Computational economics
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ECONIS (ZBW)
42
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
3
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
4
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
5
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
6
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
7
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
8
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
9
Dynamics and heterogeneity of subjective stock market expectations
Heiss, Florian
;
Hurd, Michael D.
;
Rooij, Maarten van
; …
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 213-231
Persistent link: https://www.econbiz.de/10013441982
Saved in:
10
Heterogeneity in households' stock market beliefs : levels, dynamics, and epistemic uncertainty
Gaudecker, Hans-Martin von
;
Wogrolly, Axel
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 232-247
Persistent link: https://www.econbiz.de/10013441983
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