//--> //--> //--> //-->
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
isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial econometrics"
~subject:"Stock index"
~subject:"Theory"
~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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Stock index
Theory
Volatilität
Estimation theory
73
Schätztheorie
73
Estimation
27
Schätzung
27
Volatility
17
Time series analysis
16
Zeitreihenanalyse
16
Capital income
12
Kapitaleinkommen
12
Share price
12
ARCH model
11
ARCH-Modell
11
Correlation
11
Forecasting model
11
Korrelation
11
Portfolio selection
11
Portfolio-Management
11
Prognoseverfahren
11
Statistical distribution
9
Statistical test
9
Statistische Verteilung
9
Statistischer Test
9
CAPM
8
Regression analysis
8
Regressionsanalyse
8
Risikomaß
8
Risk measure
8
Risikoprämie
7
Risk premium
7
Stochastic process
7
Stochastischer Prozess
7
Theorie
7
Analysis of variance
6
Option pricing theory
6
Optionspreistheorie
6
Robust statistics
6
Robustes Verfahren
6
more ...
less ...
Online availability
All
Undetermined
12
Free
3
Type of publication
All
Article
32
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Bibliografie enthalten
1
Bibliography included
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
32
Author
All
Coutts, J. Andrew
2
Mills, Terence C.
2
Roberts, Jennifer
2
Sancetta, Alessio
2
Alexander, Carol
1
Berry, Michael A.
1
Buccheri, Giuseppe
1
Callen, Jeffrey L.
1
Casas, Isabel
1
Chou, Pin-huang
1
Cipollini, Fabrizio
1
Coggin, T. Daniel
1
Emery, Douglas R.
1
Ferreira, Eva
1
Gallinger, George W.
1
Gallo, Giampiero M.
1
Ge̜bka, Bartosz
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Gungor, Sermin
1
Henderson, Glenn V.
1
Hong, Seok Young
1
Hung, Mao-Wei
1
Hunter, John Edward
1
Inoue, Atsushi
1
Jones, Charles Parker
1
Ko, Yi-Chen
1
Kumar, Dilip
1
Lazar, Emese
1
Levy, Haim
1
Lien, Da-hsiang Donald
1
Liu, Cheng
1
Liu, Qiang
1
Liu, Zhi
1
Livieri, Giulia
1
Lu, Jin
1
Lucas, André
1
Luger, Richard
1
Maheswaran, S.
1
Mancino, Maria Elvira
1
more ...
less ...
Published in...
All
Advances in quantitative analysis of finance and accounting : a research annual
International review of financial analysis
Journal of financial econometrics
Journal of econometrics
486
Economics letters
406
Econometric theory
300
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
244
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
235
Série des documents de travail / Centre de Recherche en Économie et Statistique
158
Econometric reviews
149
Journal of quantitative economics : official journal of the Indian Econometric Society
138
Journal of applied econometrics
136
The review of economics and statistics
123
Oxford bulletin of economics and statistics
102
Discussion paper / Tinbergen Institute
99
Working paper / National Bureau of Economic Research, Inc.
89
Discussion paper / Center for Economic Research, Tilburg University
85
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
83
Statistical papers
79
CORE discussion paper : DP
77
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
The review of economic studies
61
International economic review
59
Applied economics
58
Annales d'économie et de statistique
57
Journal of forecasting
57
Metrika : international journal for theoretical and applied statistics
57
Technical working paper / National Bureau of Economic Research
54
Working paper series
53
American journal of agricultural economics
51
Discussion paper series / IZA
51
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Europäische Hochschulschriften / 5
44
SFB 649 discussion paper
42
Working paper
42
Journal of empirical finance
41
Journal of the Royal Statistical Society
41
The econometrics journal
41
Journal of economic dynamics & control
40
Cowles Foundation discussion paper
39
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Discussion paper / Tinbergen Institute / Tinbergen Institute
37
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
3
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
4
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
5
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
6
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
7
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
8
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
9
Volatility prediction using a realized-measure-based component model
Noureldin, Diaa
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 76-104
Persistent link: https://www.econbiz.de/10012878187
Saved in:
10
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->