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subject:"United Kingdom"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of econometrics"
~subject:"Kapitaleinkommen"
~subject:"Wirkungsanalyse"
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United Kingdom
Kapitaleinkommen
Wirkungsanalyse
Estimation
909
Schätzung
904
Theorie
261
Theory
261
Estimation theory
226
Schätztheorie
226
Volatility
177
Volatilität
177
USA
153
United States
153
Time series analysis
141
Zeitreihenanalyse
141
Capital income
140
Börsenkurs
138
Share price
138
Nichtparametrisches Verfahren
108
Nonparametric statistics
108
Panel
101
Panel study
101
Forecasting model
86
Prognoseverfahren
86
Regression analysis
82
Regressionsanalyse
82
Aktienmarkt
69
Stock market
69
Großbritannien
61
ARCH model
58
ARCH-Modell
58
Stochastic process
50
Stochastischer Prozess
50
Exchange rate
44
Wechselkurs
44
CAPM
40
Deutschland
40
Germany
40
Factor analysis
38
Faktorenanalyse
38
Panel data
38
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Undetermined
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Article
208
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1
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208
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208
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1
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English
209
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Todorov, Viktor
8
Bollerslev, Tim
5
Andersen, Torben
3
Danbolt, Jo
3
Garrett, Ian
3
Tauchen, George Eugene
3
Xiu, Dacheng
3
Apergēs, Nikolaos
2
Aït-Sahalia, Yacine
2
Bevan, Alan A.
2
Brooks, Chris
2
Clare, Andrew D.
2
Harvey, Andrew C.
2
Keasey, Kevin
2
Li, Jia
2
Li, Yingying
2
Lucey, Brian M.
2
McMillan, David G.
2
Meddahi, Nour
2
Mills, Terence C.
2
Nowman, Kalid Ben
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Pesaran, M. Hashem
2
Polak, Pawel
2
Ramchander, Sanjay
2
Steeley, James M.
2
Swanson, Norman R.
2
Adams, Mike
1
Allen, David E.
1
Alles, Lakshman
1
Ammann, Manuel
1
Andersson, Magnus
1
Andreou, Elena
1
Angelidis, Timotheos
1
Antoniou, Antonios
1
Ap Gwilym, Owain
1
Argaç, Reha
1
Ariff, Mohamed
1
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Applied financial economics
Journal of econometrics
Discussion paper series / IZA
512
Working paper / National Bureau of Economic Research, Inc.
443
NBER working paper series
401
NBER Working Paper
350
Discussion paper / Centre for Economic Policy Research
296
Applied economics
267
IZA Discussion Paper
198
CESifo working papers
192
Finance research letters
172
Journal of banking & finance
156
Applied economics letters
149
International review of economics & finance : IREF
148
Economic modelling
146
International review of financial analysis
139
Journal of financial economics
138
Journal of empirical finance
126
Discussion paper
124
Working paper
124
The North American journal of economics and finance : a journal of financial economics studies
108
Economics letters
102
Journal of international money and finance
98
Journal of international financial markets, institutions & money
88
ZEW discussion papers
86
The European journal of finance
85
Research in international business and finance
79
Energy economics
70
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
Pacific-Basin finance journal
67
International journal of finance & economics : IJFE
65
Review of quantitative finance and accounting
63
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
60
Discussion papers in economics
60
Discussion papers / CEPR
56
Management science : journal of the Institute for Operations Research and the Management Sciences
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
Cogent economics & finance
53
CESifo Working Paper Series
52
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ECONIS (ZBW)
209
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
7
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
8
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
9
The effects of training incidence and planned training duration on labor market transitions
Fitzenberger, Bernd
;
Osikominu, Aderonke
;
Paul, Marie
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 256-279
Persistent link: https://www.econbiz.de/10014434394
Saved in:
10
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
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