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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Quantitative finance"
~subject:"Börsenkurs"
~subject:"Option pricing theory"
~subject:"USA"
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Zeitreihenanalyse
Börsenkurs
Option pricing theory
USA
Estimation
64
Schätzung
63
Volatility
29
Volatilität
29
Theorie
28
Theory
28
Share price
26
Capital income
22
Kapitaleinkommen
22
Forecasting model
17
Prognoseverfahren
17
Time series analysis
14
Portfolio selection
11
Portfolio-Management
11
Estimation theory
10
Schätztheorie
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ARCH-Modell
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Markov-Kette
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Securities trading
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Statistical distribution
7
Statistische Verteilung
7
Wertpapierhandel
7
Optionspreistheorie
6
Stochastic process
6
Stochastischer Prozess
6
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English
38
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Sornette, Didier
3
González-Urteaga, Ana
2
Grobys, Klaus
2
Lillo, Fabrizio
2
Livieri, Giulia
2
Rubio, Gonzalo
2
Sun, Yuying
2
Wang, Shouyang
2
Wehrli, Alexander
2
Wheatley, Spencer
2
Achab, Massil
1
Ahn, Kwangwon
1
Alemany, N.
1
Aragó Manzana, Vicent
1
Bacry, E.
1
Bao, Li
1
Beer, Simone
1
Bormetti, Giacomo
1
Bouchaud, Jean-Philippe
1
Buccheri, Giuseppe
1
Chen, May-Ru
1
Cheung, William Ming Yan
1
Chow, K. Victor
1
Chronopoulou, Alexandra
1
Ciacci, Alberto
1
Demirer, Rıza
1
Demos, Guilherme
1
Dungey, Mardi H.
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Fanelli, Viviana
1
Faria, Gonçalo
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Fink, Holger Maria
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Gerlach, Richard
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Guo, Meihui
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Holloway, Jet
1
Holý, Vladimír
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Hong, Yongmiao
1
Hsieh, Fushing
1
Huang, Shih-Feng
1
Huptas, Roman
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Quantitative finance
Working paper / National Bureau of Economic Research, Inc.
468
Discussion paper / Centre for Economic Policy Research
382
Finance research letters
171
Applied economics
148
Economic modelling
147
International review of economics & finance : IREF
120
Energy economics
117
The North American journal of economics and finance : a journal of financial economics studies
112
Journal of econometrics
108
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
98
Applied economics letters
95
International review of financial analysis
92
Journal of banking & finance
79
Economics letters
78
Journal of empirical finance
73
Research in international business and finance
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
International journal of forecasting
60
Pacific-Basin finance journal
57
Journal of international financial markets, institutions & money
55
American economic journal : a journal of the American Economic Association
54
SpringerLink / Bücher
51
Discussion papers / CEPR
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
Journal of financial economics
46
Journal of economic dynamics & control
43
Review of quantitative finance and accounting
38
International journal of economics and finance
35
The European journal of finance
35
The review of financial studies
35
International journal of finance & economics : IJFE
34
Management science : journal of the Institute for Operations Research and the Management Sciences
34
Emerging markets, finance and trade : EMFT
33
Journal of financial econometrics
33
Journal of applied econometrics
31
Journal of financial markets
31
Journal of international money and finance
31
Econometric reviews
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ECONIS (ZBW)
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Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
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2
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
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3
Characterizing financial crises using high-frequency data
Dungey, Mardi H.
;
Holloway, Jet
;
Yalaman, Abdullah
; …
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 743-760
Persistent link: https://www.econbiz.de/10013367856
Saved in:
4
Unraveling S&P500 stock volatility and networks : an encoding-and-decoding approach
Wang, Xiaodong
;
Hsieh, Fushing
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 997-1016
Persistent link: https://www.econbiz.de/10013367879
Saved in:
5
Time-dependent relations between gaps and returns in a Bitcoin order book
Mota-Navarro, Roberto
;
Monroy-Castillero, Paulino
; …
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1343-1354
Persistent link: https://www.econbiz.de/10013367903
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6
Modeling price clustering in high-frequency prices
Holý, Vladimír
;
Tomanová, Petra
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1649-1663
Persistent link: https://www.econbiz.de/10013367939
Saved in:
7
Forecasting interval-valued crude oil prices using asymmetric interval models
Lu, Quanying
;
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2047-2061
Persistent link: https://www.econbiz.de/10013490921
Saved in:
8
Time-frequency forecast of the equity premium
Faria, Gonçalo
;
Verona, Fabio
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2119-2135
Persistent link: https://www.econbiz.de/10012696823
Saved in:
9
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto, Belén
;
Rubio, Gonzalo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500183
Saved in:
10
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto Domenech, Belen
;
Rubio, …
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500184
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