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type_genre:"Article in journal"
~isPartOf:"Applied economics"
~subject:"Börsenkurs"
~subject:"Estimation theory"
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Börsenkurs
Estimation theory
Theorie
1,490
Theory
1,490
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316
Schätzung
316
USA
155
United States
155
Time series analysis
102
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102
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Article in journal
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96
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English
96
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Bonham, Carl Stanley
2
Karathanassis, George A.
2
Li, Jinfang
2
McAleer, Michael
2
Smith, Jeremy
2
Xu, Dinghai
2
Yang, Chunpeng
2
Alam, Md Rafayet
1
Allen, David E.
1
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1
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1
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Applied economics
Economics letters
448
Journal of econometrics
402
Econometric theory
285
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
256
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
221
The journal of finance : the journal of the American Finance Association
154
Journal of applied econometrics
147
Econometric reviews
146
The review of financial studies
144
Journal of quantitative economics : official journal of the Indian Econometric Society
140
The review of economics and statistics
132
Journal of financial economics
122
Journal of banking & finance
119
Finance research letters
109
Journal of economic dynamics & control
102
Oxford bulletin of economics and statistics
102
Journal of empirical finance
93
International review of financial analysis
82
Journal of forecasting
81
Statistical papers
80
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
79
The review of economic studies
76
Economic modelling
75
International economic review
68
International review of economics & finance : IREF
67
Journal of financial and quantitative analysis : JFQA
65
Annales d'économie et de statistique
63
Management science : journal of the Institute for Operations Research and the Management Sciences
58
Metrika : international journal for theoretical and applied statistics
57
Review of quantitative finance and accounting
56
The American economic review
56
The North American journal of economics and finance : a journal of financial economics studies
56
The European journal of finance
55
Applied economics letters
54
Applied financial economics
52
The journal of futures markets
52
American journal of agricultural economics
51
Journal of financial markets
51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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ECONIS (ZBW)
96
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1
Momentum and reversal : information from prior returns
Kolari, James W.
;
Shin, Sang-Ook
- In:
Applied economics
56
(
2024
)
3
,
pp. 318-336
Persistent link: https://www.econbiz.de/10014439916
Saved in:
2
The tail dependence structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang
- In:
Applied economics
55
(
2023
)
11
,
pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
Saved in:
3
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
4
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
5
Ex-dividend day price and volume : the case of cum-ex trading
Wagner, Moritz
;
Wei, Xiaopeng
- In:
Applied economics
55
(
2023
)
51
,
pp. 6062-6075
Persistent link: https://www.econbiz.de/10014335894
Saved in:
6
Salience in beta anomaly
Li, Xiaofang
;
Li, Daye
;
Yi, Kefu
;
Men, Ming
- In:
Applied economics
55
(
2023
)
55
,
pp. 6479-6503
Persistent link: https://www.econbiz.de/10014382184
Saved in:
7
Effects of market liquidity on price dynamics in a heterogeneous belief model
Zhou, Yongguang
;
Wang, Yiming
;
Gao, Zhennan
- In:
Applied economics
55
(
2023
)
17
,
pp. 1972-1989
Persistent link: https://www.econbiz.de/10013555091
Saved in:
8
Political heterogeneity, subjective optimism, and stock market outcomes
Bonaparte, Yosef
;
Christie-David, Rohan
;
Koslowsky, David
- In:
Applied economics
54
(
2022
)
13
,
pp. 1487-1506
Persistent link: https://www.econbiz.de/10012875387
Saved in:
9
Forecasting the intra-day effective bid ask spread by combining density forecasts
Fall, Malick
;
Louhichi, Waël
;
Viviani, Jean-Laurent
- In:
Applied economics
53
(
2021
)
50
,
pp. 5772-5792
Persistent link: https://www.econbiz.de/10012627098
Saved in:
10
An agent-based model and detect price manipulation based on intraday transaction data with simulation
Zare, Mohammad
;
Naghshineh A., Omid
;
Salavati, Erfan
; …
- In:
Applied economics
53
(
2021
)
43
,
pp. 4931-4949
Persistent link: https://www.econbiz.de/10012609914
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