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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"The journal of business : B"
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Search: subject_exact:"Estimation theory"
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Share price
Estimation theory
92
Schätztheorie
92
Estimation
25
Schätzung
25
Theorie
24
Theory
24
USA
22
United States
22
Capital income
19
Kapitaleinkommen
19
Time series analysis
17
Zeitreihenanalyse
17
Börsenkurs
15
Volatility
15
Volatilität
15
Portfolio selection
13
Portfolio-Management
13
CAPM
12
Correlation
10
Korrelation
10
Forecasting model
9
Prognoseverfahren
9
Statistical test
9
Statistischer Test
9
ARCH model
8
ARCH-Modell
8
Risikoprämie
8
Risk premium
8
Statistical distribution
8
Statistische Verteilung
8
Yield curve
8
Zinsstruktur
8
Risikomaß
7
Risk measure
7
Sampling
7
Stichprobenerhebung
7
Analysis of variance
6
Robust statistics
6
Robustes Verfahren
6
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Article
15
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Article in journal
Aufsatz in Zeitschrift
15
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English
15
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Casas, Isabel
1
Connolly, Robert A.
1
Ferreira, Eva
1
Gungor, Sermin
1
Harris, Lawrence E.
1
Hong, Seok Young
1
Joerding, Wayne H.
1
Jokivuolle, Esa
1
Klein, April
1
Kunitomo, Naoto
1
Liu, Qiang
1
Liu, Zhi
1
Longin, François M.
1
Luger, Richard
1
Nolte, Ingmar
1
Orbe-Mandaluniz, Susan
1
Porter, David C.
1
Ronen, Tavy
1
Rosenfeld, James
1
Taylor, Stephen
1
Wiggins, James B.
1
Yang, Dennis
1
Zhang, Qiang
1
Zhao, Xiaolu
1
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Journal of financial and quantitative analysis : JFQA
Journal of financial econometrics
The journal of business : B
Journal of econometrics
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
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 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
Applied financial 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
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
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ECONIS (ZBW)
15
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1
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
2
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
3
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
4
Time-varying coefficient estimation in SURE models : application to portfolio management
Casas, Isabel
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 707-745
Persistent link: https://www.econbiz.de/10012654990
Saved in:
5
Drift-independent volatility estimation based on high, low, open, and close prices
Yang, Dennis
;
Zhang, Qiang
- In:
The journal of business : B
73
(
2000
)
3
,
pp. 477-491
Persistent link: https://www.econbiz.de/10001501942
Saved in:
6
Tests and properties of variance rations in microstructure studies
Ronen, Tavy
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 183-204
Persistent link: https://www.econbiz.de/10001224466
Saved in:
7
The asymptotic distribution of extreme stock market returns
Longin, François M.
- In:
The journal of business : B
69
(
1996
)
3
,
pp. 383-408
Persistent link: https://www.econbiz.de/10001203930
Saved in:
8
Measuring true stock index value in the presence of infrequent trading
Jokivuolle, Esa
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
3
,
pp. 455-464
Persistent link: https://www.econbiz.de/10001217159
Saved in:
9
Improving the Parkinson method of estimating security price volatilities
Kunitomo, Naoto
- In:
The journal of business : B
65
(
1992
)
2
,
pp. 295-302
Persistent link: https://www.econbiz.de/10001124145
Saved in:
10
The probability of a trade at the ask : an examination of interday and intraday behavior
Porter, David C.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
2
,
pp. 209-227
Persistent link: https://www.econbiz.de/10001125361
Saved in:
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