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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Journal of financial econometrics"
~subject:"1964-1996"
~subject:"ARCH-Modell"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
1964-1996
ARCH-Modell
Estimation theory
87
Schätztheorie
87
Estimation
25
Schätzung
25
Theorie
23
Theory
23
USA
20
United States
20
Time series analysis
16
Zeitreihenanalyse
16
Capital income
15
Kapitaleinkommen
15
Share price
14
Volatility
14
Volatilität
14
Portfolio selection
12
Portfolio-Management
12
CAPM
11
Correlation
9
Forecasting model
9
Korrelation
9
Prognoseverfahren
9
Statistical test
9
Statistischer Test
9
ARCH model
8
Risikoprämie
8
Risk premium
8
Statistical distribution
8
Statistische Verteilung
8
Yield curve
8
Zinsstruktur
8
Risikomaß
7
Risk measure
7
Sampling
7
Stichprobenerhebung
7
Analysis of variance
6
Robust statistics
6
Robustes Verfahren
6
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Undetermined
10
Free
1
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Article
22
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Article in journal
Aufsatz in Zeitschrift
22
Language
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English
22
Author
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Cai, Charlie X.
1
Cai, Yuzhi
1
Callen, Jeffrey L.
1
Casas, Isabel
1
Coggin, T. Daniel
1
Connolly, Robert A.
1
Ferreira, Eva
1
Grønneberg, Steffen
1
Gungor, Sermin
1
Harris, Lawrence E.
1
Hong, Seok Young
1
Huang, Haitao
1
Hunter, John Edward
1
Inoue, Atsushi
1
Jach, Agnieszka
1
Joerding, Wayne H.
1
Jokivuolle, Esa
1
Jones, Charles Parker
1
Kim, Minjoo
1
Klein, April
1
Leng, Xuan
1
Liu, Qiang
1
Liu, Xiaohui
1
Liu, Zhi
1
Livieri, Giulia
1
Lu, Jin
1
Luger, Richard
1
Mancino, Maria Elvira
1
Marmi, Stefano
1
McElroy, Tucker
1
Nolte, Ingmar
1
Orbe-Mandaluniz, Susan
1
Pelletier, Denis
1
Peng, Liang
1
Porter, David C.
1
Ronen, Tavy
1
Rosenfeld, James
1
Shin, Yongcheol
1
Stander, Julian
1
Sucarrat, Genaro
1
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Advances in quantitative analysis of finance and accounting : a research annual
Journal of financial and quantitative analysis : JFQA
Journal of financial econometrics
Journal of econometrics
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
Econometric theory
36
Economics letters
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of empirical finance
20
Journal of banking & finance
18
Finance research letters
17
Econometric reviews
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Journal of forecasting
16
Economic modelling
14
International journal of economics and financial issues : IJEFI
14
International journal of forecasting
14
The econometrics journal
14
Journal of risk
12
Applied economics
11
Econometrics : open access journal
11
Journal of risk and financial management : JRFM
11
The North American journal of economics and finance : a journal of financial economics studies
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of time series econometrics
10
Journal of mathematical finance
9
Applied economics letters
8
International review of financial analysis
8
Quantitative finance
8
Computational economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of economic dynamics & control
7
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
Annals of financial economics
6
Applied financial economics
6
International Journal of Energy Economics and Policy : IJEEP
6
International journal of economics and finance
6
International review of economics & finance : IREF
6
Review of quantitative finance and accounting
6
The European journal of finance
6
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ECONIS (ZBW)
22
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22
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1
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:
2
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:
3
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:
4
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:
5
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
6
Local-linear estimation of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi
;
Lu, Jin
;
Pelletier, Denis
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
Saved in:
7
Time-varying coefficient estimation in SURE models : application to portfolio management
Casas, Isabel
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 707-745
Persistent link: https://www.econbiz.de/10012654990
Saved in:
8
The threshold GARCH model : estimation and density forecasting for financial returns
Cai, Yuzhi
;
Stander, Julian
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 395-424
Persistent link: https://www.econbiz.de/10012232969
Saved in:
9
Unified inference for an AR process regardless of finite or infinite variance GARCH errors
Huang, Haitao
;
Leng, Xuan
;
Liu, Xiaohui
;
Peng, Liang
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 425-470
Persistent link: https://www.econbiz.de/10012232977
Saved in:
10
FARVaR : functional autoregressive value-at-risk
Cai, Charlie X.
;
Kim, Minjoo
;
Shin, Yongcheol
;
Zhang, Qi
- In:
Journal of financial econometrics
17
(
2019
)
2
,
pp. 284-337
Persistent link: https://www.econbiz.de/10012054445
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