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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:"Risk premium"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
1964-1996
Risk premium
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
ARCH-Modell
8
Risikoprämie
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
6
Free
5
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Article
23
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Article in journal
Aufsatz in Zeitschrift
23
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English
23
Author
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Kleibergen, Frank
5
Kong, Lingwei
5
Zhan, Zhaoguo
5
Khalaf, Lynda
2
Peñaranda, Francisco
2
Zaffaroni, Paolo
2
Callen, Jeffrey L.
1
Casas, Isabel
1
Coggin, T. Daniel
1
Connolly, Robert A.
1
Dahl, Christian M.
1
Donaldson, R. Glen
1
Ferreira, Eva
1
Gungor, Sermin
1
Harris, Lawrence E.
1
Hong, Seok Young
1
Hunter, John Edward
1
Iglesias, Emma M.
1
Joerding, Wayne H.
1
Jokivuolle, Esa
1
Jones, Charles Parker
1
Kamstra, Mark J.
1
Klein, April
1
Kramer, Lisa A.
1
Liu, Qiang
1
Liu, Zhi
1
Luger, Richard
1
Nadler, Philip
1
Nolte, Ingmar
1
Orbe-Mandaluniz, Susan
1
Porter, David C.
1
Ronen, Tavy
1
Rosenfeld, James
1
Sancetta, Alessio
1
Taylor, Stephen
1
Wilson, Jack W.
1
Zhang, Hua
1
Zhao, Xiaolu
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
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Journal of empirical finance
13
Journal of banking & finance
12
Economic modelling
11
Economics letters
10
The journal of finance : the journal of the American Finance Association
10
The review of financial studies
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of economics and financial issues : IJEFI
8
Journal of financial economics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of forecasting
7
Journal of risk and financial management : JRFM
7
Quantitative finance
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Econometrics : open access journal
6
Insurance / Mathematics & economics
6
Journal of international money and finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
Finance India : the quarterly journal of Indian Institute of Finance
5
Finance research letters
5
International journal of financial research
5
International review of financial analysis
5
Journal of applied econometrics
5
Journal of economic dynamics & control
5
Journal of economics & business
5
Journal of international financial markets, institutions & money
5
Pacific-Basin finance journal
5
Review of quantitative finance and accounting
5
Annals of finance
4
Applied economics
4
Applied financial economics
4
Econometric reviews
4
Financial markets and portfolio management
4
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ECONIS (ZBW)
23
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1
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23
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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
Identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 263-297
Persistent link: https://www.econbiz.de/10014314742
Saved in:
3
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
4
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
5
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:
6
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
7
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
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
The tail behavior due to the presence of the risk premium in AR-GARCH-in-Mean, GARCH-AR, and Double-Autoregressive-in-Mean models
Dahl, Christian M.
;
Iglesias, Emma M.
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 139-159
Persistent link: https://www.econbiz.de/10012878189
Saved in:
10
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
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