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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"
~subject:"Yield curve"
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Search: subject_exact:"Estimation theory"
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Share price
Yield curve
Estimation theory
81
Schätztheorie
81
Estimation
25
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19
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19
Time series analysis
17
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Article in journal
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Prisman, Eliezer Zeev
2
Bradley, Michael G.
1
Casas, Isabel
1
Connolly, Robert A.
1
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1
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1
Golinski, Adam
1
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1
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1
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1
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1
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1
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1
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1
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Journal of financial and quantitative analysis : JFQA
Journal of financial econometrics
Journal of econometrics
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Journal of empirical finance
18
Journal of banking & finance
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Economics letters
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Economic modelling
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The review of financial studies
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Journal of financial economics
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Quantitative finance
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Finance research letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The North American journal of economics and finance : a journal of financial economics studies
9
International journal of economics and financial issues : IJEFI
8
International journal of theoretical and applied finance
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of forecasting
8
Review of quantitative finance and accounting
8
The journal of finance : the journal of the American Finance Association
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Applied financial economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of risk and financial management : JRFM
7
Applied economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Econometrics : open access journal
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International review of economics & finance : IREF
6
International review of financial analysis
6
Journal of economics & business
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Journal of mathematical finance
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
Econometric reviews
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Finance India : the quarterly journal of Indian Institute of Finance
5
Journal of applied econometrics
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Journal of economic dynamics & control
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Journal of international financial markets, institutions & money
5
Pacific-Basin finance journal
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The journal of business : B
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The journal of fixed income
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
18
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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
Nearly exact Bayesian estimation of non-linear no-arbitrage term-structure models
Pericoli, Marcello
;
Taboga, Marco
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 807-838
Persistent link: https://www.econbiz.de/10013460028
Saved in:
5
Testing for the diffusion matrix in a continuous-time markov process model with applications to the term structure of interest rates
Li, Fuchun
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 789-822
Persistent link: https://www.econbiz.de/10012799048
Saved in:
6
Estimating the term structure with linear regressions : getting to the roots of the problem
Golinski, Adam
;
Spencer, Peter D.
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 960-984
Persistent link: https://www.econbiz.de/10012799057
Saved in:
7
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:
8
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:
9
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:
10
Testing the Heath-Jarrow-Morton - Ho-Lee model of interest rate contingent claims pricing
Flesaker, Bjorn
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
4
,
pp. 483-495
Persistent link: https://www.econbiz.de/10001160498
Saved in:
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