//--> //--> //--> //-->
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"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Deutschland"
~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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Share price
Deutschland
Estimation theory
175
Schätztheorie
175
Time series analysis
69
Zeitreihenanalyse
69
Estimation
48
Schätzung
48
Volatility
33
Volatilität
33
ARCH model
28
ARCH-Modell
28
Regression analysis
21
Regressionsanalyse
21
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Capital income
18
Kapitaleinkommen
18
Statistical test
16
Statistischer Test
16
Stochastic process
16
Stochastischer Prozess
16
Cointegration
15
Forecasting model
15
Kointegration
15
Prognoseverfahren
15
Börsenkurs
12
Risikomaß
12
Risk measure
12
Theorie
12
Theory
12
Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Correlation
10
Korrelation
10
Market microstructure
10
Markov chain
10
Markov-Kette
10
Marktmikrostruktur
10
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Arbeitspapier
12
Article in journal
12
Working Paper
12
Graue Literatur
11
Non-commercial literature
11
Language
All
English
12
Author
All
Ahlgren, Niklas
1
Antell, Jan
1
Balter, Janine
1
Chen, Yi-ting
1
Engle, Robert F.
1
Gong, Jinguo
1
Hassler, Uwe
1
Hou, Weijie
1
Lee, Kyungsub
1
Lin, Chang-ching
1
McMillan, David G.
1
Mishra, Anuj
1
Moon, Seongman
1
Ramanathan, Thekke Variyam
1
Rodrigues, Paulo M. M.
1
Rubia, Antonio
1
Rydberg, Tina Hvild
1
Shephard, Neil G.
1
Shi, Daimin
1
Silvennoinen, Annastiina
1
Song, Yuping
1
Teräsvirta, Timo
1
Velasco, Carlos
1
Wu, Weiou
1
Zhou, Shengyi
1
more ...
less ...
Published in...
All
Discussion paper series / IZA
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Economics letters
14
Economic modelling
11
Journal of empirical finance
10
Journal of banking & finance
9
The journal of finance : the journal of the American Finance Association
9
International journal of economics and financial issues : IJEFI
8
Econometrics : open access journal
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 review of financial studies
7
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
6
Journal of applied econometrics
6
Journal of financial economics
6
Journal of international money and finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics
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 journal of forecasting
5
International review of financial analysis
5
Jahrbücher für Nationalökonomie und Statistik
5
Journal of international financial markets, institutions & money
5
Kredit und Kapital
5
Pacific-Basin finance journal
5
Review of quantitative finance and accounting
5
Annals of finance
4
Applied financial economics
4
Cogent economics & finance
4
Econometric reviews
4
International journal of financial research
4
International review of economics & finance : IREF
4
Journal of economic dynamics & control
4
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
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
Nonstationary autoregressive conditional duration models
Mishra, Anuj
;
Ramanathan, Thekke Variyam
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011743716
Saved in:
4
Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high requency return data
Lee, Kyungsub
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10011431109
Saved in:
5
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:
6
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:
7
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 347-364
Persistent link: https://www.econbiz.de/10011649097
Saved in:
8
Non-parametric estimation of copula parameters : testing for time-varying correlation
Gong, Jinguo
;
Wu, Weiou
;
McMillan, David G.
;
Shi, Daimin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 93-106
Persistent link: https://www.econbiz.de/10011311193
Saved in:
9
Quarticity estimation on ohlc data
Balter, Janine
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011339287
Saved in:
10
On the properties of regression test of stock returns predictability using dividend-price ratios
Moon, Seongman
;
Velasco, Carlos
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010233601
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->