//--> //--> //--> //-->
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:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Deutschland"
~subject:"Marktmikrostruktur"
~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
Marktmikrostruktur
Volatilität
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatility
16
Estimation
15
Schätzung
15
ARCH model
11
ARCH-Modell
11
Market microstructure
10
Capital income
9
Kapitaleinkommen
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Risikomaß
9
Risk measure
9
Theorie
9
Theory
9
Correlation
7
Forecasting model
7
Korrelation
7
Prognoseverfahren
7
Regression analysis
7
Regressionsanalyse
7
Stochastic process
7
Stochastischer Prozess
7
Börsenkurs
6
Analysis of variance
5
Noise Trading
5
Noise trading
5
Statistical test
5
Statistischer Test
5
Varianzanalyse
5
CAPM
4
Multivariate Analyse
4
Multivariate analysis
4
Portfolio selection
4
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
24
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
25
Author
All
Corsi, Fulvio
2
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
1
Audrino, Francesco
1
Balter, Janine
1
Bos, Charles S.
1
Caldeira, João F.
1
Carrasco, Marine
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frederiksen, Per
1
Ghysels, Eric
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
Li, Yingying
1
Lv, Jinchi
1
Mancino, Maria Elvira
1
Mira, Antonietta
1
Moon, Seongman
1
Moura, Guilherme Valle
1
Mykland, Per A.
1
Nagakura, Daisuke
1
Nielsen, Morten Ørregaard
1
Nogales, Francisco J.
1
Oya, Kosuke
1
Peluso, Stefano
1
Rodrigues, Paulo M. M.
1
Rubia, Antonio
1
Rydberg, Tina Hvild
1
Sanfelici, Simona
1
Santos, André A. P.
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
135
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Economics letters
34
Discussion paper / Tinbergen Institute
30
Journal of empirical finance
27
Econometric reviews
22
Journal of banking & finance
22
Economic modelling
21
CREATES research paper
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Quantitative finance
19
Econometric theory
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
NBER Working Paper
17
Discussion paper
16
Finance research letters
16
International journal of forecasting
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Europäische Hochschulschriften / 5
15
International journal of theoretical and applied finance
15
Journal of financial econometrics
15
NBER working paper series
15
SFB 649 discussion paper
15
International journal of economics and financial issues : IJEFI
14
The North American journal of economics and finance : a journal of financial economics studies
14
Working paper / National Bureau of Economic Research, Inc.
14
Journal of forecasting
13
Journal of risk and financial management : JRFM
13
Working paper
13
Discussion paper series / IZA
12
Cambridge working papers in economics
11
The econometrics journal
11
The journal of finance : the journal of the American Finance Association
11
Discussion papers of interdisciplinary research project 373
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Econometrics : open access journal
10
Journal of financial economics
10
Journal of mathematical finance
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
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:
7
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
8
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
9
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->