//--> //--> //--> //-->
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
accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Quantitative finance"
~subject:"Börsenkurs"
~subject:"USA"
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"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Börsenkurs
USA
Estimation
62
Schätzung
61
Volatility
28
Volatilität
28
Theorie
27
Theory
27
Share price
26
Capital income
22
Kapitaleinkommen
22
Forecasting model
17
Prognoseverfahren
17
Time series analysis
14
Estimation theory
10
Portfolio selection
10
Portfolio-Management
10
Schätztheorie
10
Aktienmarkt
9
Stock market
9
ARCH model
8
ARCH-Modell
8
CAPM
8
Market microstructure
8
Marktmikrostruktur
8
Markov chain
7
Markov-Kette
7
Risiko
7
Risikomaß
7
Risk
7
Risk measure
7
Securities trading
7
Wertpapierhandel
7
Option pricing theory
6
Optionspreistheorie
6
Stochastic process
6
Stochastischer Prozess
6
Anlageverhalten
5
Behavioural finance
5
Correlation
5
more ...
less ...
Online availability
All
Undetermined
Free
5
Type of publication
All
Article
34
Type of publication (narrower categories)
All
Article in journal
34
Aufsatz in Zeitschrift
34
Conference paper
1
Konferenzbeitrag
1
Language
All
English
34
Author
All
Sornette, Didier
3
Grobys, Klaus
2
Lillo, Fabrizio
2
Livieri, Giulia
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
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.
1
Fanelli, Viviana
1
Faria, Gonçalo
1
Gerlach, Richard
1
Guo, Meihui
1
Gupta, Rangan
1
Holloway, Jet
1
Holý, Vladimír
1
Hong, Yongmiao
1
Hsieh, Fushing
1
Huang, Shih-Feng
1
Huptas, Roman
1
John, Kose
1
Ju, Geonhwan
1
Kim, Hyun-Gyoon
1
Kim, Jeong-Hoon
1
more ...
less ...
Published in...
All
Quantitative finance
Working paper / National Bureau of Economic Research, Inc.
468
Discussion paper / Centre for Economic Policy Research
381
Finance research letters
152
Applied economics
147
Economic modelling
144
Energy economics
114
International review of economics & finance : IREF
112
The North American journal of economics and finance : a journal of financial economics studies
111
Journal of econometrics
102
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
Applied economics letters
91
International review of financial analysis
86
Economics letters
76
Research in international business and finance
71
Journal of banking & finance
70
Journal of empirical finance
66
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
International journal of forecasting
58
Pacific-Basin finance journal
56
American economic journal : a journal of the American Economic Association
54
Journal of international financial markets, institutions & money
53
SpringerLink / Bücher
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
46
Discussion papers / CEPR
45
Journal of economic dynamics & control
42
Journal of financial economics
40
Review of quantitative finance and accounting
35
The review of financial studies
35
International journal of economics and finance
34
International journal of finance & economics : IJFE
33
Journal of financial econometrics
32
The European journal of finance
32
Management science : journal of the Institute for Operations Research and the Management Sciences
31
Econometric reviews
30
Emerging markets, finance and trade : EMFT
30
The American economic review
30
Academy of Management journal : AMJ
29
Journal of applied econometrics
29
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
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
Saved in:
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
Saved in:
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
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
10
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->