//--> //--> //-->
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"
~accessRights:"restricted"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Deutschland"
~subject:"Volatilität"
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
Deutschland
Volatilität
Estimation theory
14
Schätztheorie
14
Estimation
5
Schätzung
5
Capital income
4
Kapitaleinkommen
4
Volatility
4
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Risikomaß
3
Risk measure
3
Time series analysis
3
Zeitreihenanalyse
3
Bayes-Statistik
2
Bayesian inference
2
Beta risk
2
Betafaktor
2
CAPM
2
Correlation
2
Forecasting model
2
Korrelation
2
Multivariate Analyse
2
Multivariate analysis
2
Probability theory
2
Prognoseverfahren
2
Wahrscheinlichkeitsrechnung
2
moment functions
2
structural models
2
ARMA
1
ARMA model
1
ARMA-Modell
1
Aktienmarkt
1
Ausreißer
1
Autocorrelation
1
Autokorrelation
1
Bootstrap approach
1
Bootstrap-Verfahren
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Ahlgren, Niklas
1
Antell, Jan
1
Caldeira, João F.
1
Carrasco, Marine
1
Engle, Robert F.
1
Francq, Christian
1
Hassler, Uwe
1
Horváth, Lajos
1
Kotchoni, Rachidi
1
Moura, Guilherme Valle
1
Nogales, Francisco J.
1
Rodrigues, Paulo M. M.
1
Rubia, Antonio
1
Santos, André A. P.
1
Zakoïan, Jean-Michel
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Finance research letters
16
International journal of forecasting
14
Quantitative finance
14
Economics letters
13
Econometric reviews
12
Journal of empirical finance
12
Journal of financial econometrics
12
Economic modelling
11
The North American journal of economics and finance : a journal of financial economics studies
11
Econometric theory
8
Computational economics
7
Discussion paper / Centre for Economic Policy Research
7
Journal of forecasting
7
Journal of banking & finance
6
Journal of mathematical finance
6
Journal of risk
6
SpringerLink / Bücher
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Discussion papers / CEPR
5
International journal of financial engineering
5
Journal of quantitative economics
5
Annals of finance
4
Energy economics
4
European journal of operational research : EJOR
4
Finance and stochastics
4
International journal of theoretical and applied finance
4
International review of economics & finance : IREF
4
Robustness in econometrics
4
The econometrics journal
4
The journal of risk model validation
4
Theoretical economics letters
4
Applied economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
IIMB management review
3
Journal of international financial markets, institutions & money
3
Journal of time series econometrics
3
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
3
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
4
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
5
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
6
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->