//--> //--> //--> //-->
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:"Share price"
type_genre:"Article in journal"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~type_genre:"Aufsatz in Zeitschrift"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Share price
Estimation theory
617
Schätztheorie
617
Theorie
205
Theory
205
Time series analysis
142
Zeitreihenanalyse
142
Estimation
137
Schätzung
137
Nichtparametrisches Verfahren
111
Nonparametric statistics
111
USA
98
United States
98
Regression analysis
90
Regressionsanalyse
90
Forecasting model
46
Prognoseverfahren
46
Volatility
46
Volatilität
46
Statistical test
43
Statistischer Test
43
Panel
42
Panel study
42
Induktive Statistik
41
Statistical inference
41
Correlation
36
Korrelation
36
Capital income
30
Kapitaleinkommen
30
Statistical theory
30
Statistische Methodenlehre
30
Maximum likelihood estimation
28
Maximum-Likelihood-Schätzung
28
ARCH model
27
ARCH-Modell
27
Bootstrap approach
26
Bootstrap-Verfahren
26
Method of moments
26
Momentenmethode
26
Simulation
26
Statistical distribution
25
more ...
less ...
Online availability
All
Undetermined
12
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Language
All
English
24
Author
All
Hautsch, Nikolaus
2
Armitage, Seth
1
Bauwens, Luc
1
Bibinger, Markus
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Brzeszczynski, Janusz
1
Brännäs, Kurt
1
Buccheri, Giuseppe
1
Chaves, Leonardo Salim Saker
1
Corsi, Fulvio
1
Dufrénot, Gilles
1
Escanciano, Juan Carlos
1
Foster, F. Douglas
1
Francq, Christian
1
Goodwin, Barry K.
1
Griffin, Jim E.
1
Guégan, Dominique
1
Hansen, Bruce E.
1
Harvey, Andrew C.
1
Kalnina, Ilze
1
Karolyi, G. Andrew
1
Kim, Donggyu
1
Li, Dong
1
Li, Jia
1
Liesenfeld, Roman
1
Lillo, Fabrizio
1
Ling, Shiqing
1
Malec, Peter
1
Mayfield, E. Scott
1
Milunovich, George
1
Mitrodima, Gelly
1
Mizrach, Bruce Marshall
1
Mykland, Per A.
1
Otranto, Edoardo
1
Pardo-Fernández, Juan Carlos
1
Podolskij, Mark
1
Potiron, Yoann
1
Péguin-Feissolle, Anne
1
Reiß, Markus
1
more ...
less ...
Published in...
All
Applied financial economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
46
Economic modelling
10
Economics letters
10
Journal of empirical finance
10
Journal of banking & finance
9
International journal of economics and financial issues : IJEFI
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of financial and quantitative analysis : JFQA
7
Journal of forecasting
7
Journal of risk and financial management : JRFM
7
Quantitative finance
7
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
Econometrics : open access journal
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The North American journal of economics and finance : a journal of financial economics studies
6
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Finance India : the quarterly journal of Indian Institute of Finance
5
Finance research letters
5
International review of financial analysis
5
Journal of financial economics
5
Journal of international financial markets, institutions & money
5
Pacific-Basin finance journal
5
Review of quantitative finance and accounting
5
Annals of finance
4
Applied economics
4
International journal of financial research
4
International review of economics & finance : IREF
4
Journal of applied econometrics
4
Journal of economics & business
4
Journal of financial econometrics
4
The journal of business : B
4
The review of economic studies
4
Advances in quantitative analysis of finance and accounting : a research annual
3
Asian economies
3
Australian journal of management
3
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
2
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
3
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
4
A Bayesian quantile time series model for asset returns
Griffin, Jim E.
;
Mitrodima, Gelly
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 16-27
Persistent link: https://www.econbiz.de/10012804077
Saved in:
5
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
6
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
7
Local parametric estimation in high frequency data
Potiron, Yoann
;
Mykland, Per A.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 679-692
Persistent link: https://www.econbiz.de/10012262505
Saved in:
8
Estimating the spot covariation of asset prices : statistical theory and empirical evidence
Bibinger, Markus
;
Hautsch, Nikolaus
;
Malec, Peter
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10012178185
Saved in:
9
Simultaneous equation systems with heteroscedasticity : identification, estimation, and stock price elasticities
Milunovich, George
;
Yang, Minxian
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 288-308
Persistent link: https://www.econbiz.de/10011894993
Saved in:
10
Semiparametric estimation of risk-return relationships
Escanciano, Juan Carlos
;
Pardo-Fernández, Juan Carlos
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011704099
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->