//--> //--> //--> //-->
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:"The journal of finance : the journal of the American Finance Association"
~subject:"Volatilität"
~subject:"Wechselkurs"
~type_genre:"Article in journal"
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
Volatilität
Wechselkurs
Estimation theory
55
Schätztheorie
55
Theorie
31
Theory
31
USA
19
United States
19
CAPM
16
Share price
15
Estimation
14
Schätzung
14
Capital income
10
Kapitaleinkommen
10
Volatility
7
Exchange rate
5
Option pricing theory
5
Optionspreistheorie
5
Portfolio selection
5
Portfolio-Management
5
Regression analysis
5
Regressionsanalyse
5
Time series analysis
4
Welt
4
World
4
Zeitreihenanalyse
4
ARCH model
3
ARCH-Modell
3
Economic model
3
Forecasting model
3
Prognoseverfahren
3
Risikoprämie
3
Risk premium
3
Stochastic process
3
Stochastischer Prozess
3
Wirtschaftsmodell
3
Yield curve
3
Zinsstruktur
3
1963-1990
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
24
Bibliografie enthalten
1
Bibliography included
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
24
Author
All
Coutts, J. Andrew
2
Diebold, Francis X.
2
Mills, Terence C.
2
Roberts, Jennifer
2
Alexander, Carol
1
Alizadeh, Sassan
1
Baillie, Richard
1
Ball, Clifford A.
1
Bollerslev, Tim
1
Brandt, Michael W.
1
Braun, Phillip A.
1
Callen, Jeffrey L.
1
Cho, D. C.
1
Chou, Pin-huang
1
Coggin, T. Daniel
1
Ferson, Wayne E.
1
Frees, Edward W.
1
Gardeazabal, Javier
1
Ge̜bka, Bartosz
1
Harris, Lawrence E.
1
Harvey, Campbell R.
1
Hunter, John Edward
1
Jones, Charles Parker
1
Jorion, Philippe
1
Korkie, Robert M.
1
Kumar, Dilip
1
Lazar, Emese
1
Litzenberger, Robert H.
1
Maheswaran, S.
1
Molnár, Peter
1
Mork, Knut Anton
1
Nelson, Daniel B.
1
Ronn, Ehud I.
1
Rumsey, John
1
Stanescu, Silvia
1
Sunier, Alain M.
1
Thomakos, Dimitrios D.
1
Trønnes, Haakon Andreas
1
Vortelinos, Dimitrios I.
1
Wilson, Jack W.
1
more ...
less ...
Published in...
All
Advances in quantitative analysis of finance and accounting : a research annual
International review of financial analysis
The journal of finance : the journal of the American Finance Association
Journal of econometrics
132
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Economics letters
34
Journal of empirical finance
29
Economic modelling
25
Econometric reviews
23
Journal of banking & finance
21
Quantitative finance
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Econometric theory
18
International journal of economics and financial issues : IJEFI
17
Finance research letters
16
International journal of forecasting
16
Journal of forecasting
16
Journal of financial econometrics
15
International journal of theoretical and applied finance
14
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of risk and financial management : JRFM
13
Journal of applied econometrics
12
The econometrics journal
12
Applied economics
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Econometrics : open access journal
10
Journal of mathematical finance
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of financial economics
9
Journal of international money and finance
9
Research in international business and finance
9
The European journal of finance
9
Applied financial economics
8
Finance and stochastics
8
International journal of financial engineering
8
Journal of financial and quantitative analysis : JFQA
8
The review of financial studies
8
Computational economics
7
International economic journal
7
International journal of economics and finance
7
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Expected long-term rates of return when short-term returns are serially correlated
Mork, Knut Anton
;
Trønnes, Haakon Andreas
- In:
International review of financial analysis
88
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014462437
Saved in:
2
Modeling and forecasting the additive bias corrected extreme value volatility estimator
Kumar, Dilip
;
Maheswaran, S.
- In:
International review of financial analysis
34
(
2014
),
pp. 166-176
Persistent link: https://www.econbiz.de/10010529043
Saved in:
3
Nonparametric realized volatility estimation in the international equity markets
Vortelinos, Dimitrios I.
;
Thomakos, Dimitrios D.
- In:
International review of financial analysis
28
(
2013
),
pp. 34-45
Persistent link: https://www.econbiz.de/10009762711
Saved in:
4
The determinants of quantile autocorrelations : evidence from the UK
Ge̜bka, Bartosz
;
Wohar, Mark E.
- In:
International review of financial analysis
29
(
2013
),
pp. 51-61
Persistent link: https://www.econbiz.de/10010244128
Saved in:
5
Forecasting VaR using analytic higher moments for GARCH processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
- In:
International review of financial analysis
30
(
2013
),
pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
Saved in:
6
Properties of range-based volatility estimators
Molnár, Peter
- In:
International review of financial analysis
23
(
2012
),
pp. 20-29
Persistent link: https://www.econbiz.de/10009690136
Saved in:
7
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
8
Modeling daily price limits
Chou, Pin-huang
- In:
International review of financial analysis
8
(
1999
)
3
,
pp. 283-301
Persistent link: https://www.econbiz.de/10001495528
Saved in:
9
Conditioning variables and the cross section of stock returns
Ferson, Wayne E.
;
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
Saved in:
10
The market model and the event study method: a rejoinder
Coutts, J. Andrew
- In:
International review of financial analysis
5
(
1996
)
1
,
pp. 83-86
Persistent link: https://www.econbiz.de/10001215567
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->