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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The review of financial studies"
~subject:"1964-1996"
~subject:"Simulation"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
1964-1996
Simulation
Estimation theory
57
Schätztheorie
57
Theorie
24
Theory
24
USA
18
United States
18
Estimation
17
Schätzung
17
Share price
16
Capital income
13
Kapitaleinkommen
13
Volatility
13
Volatilität
13
ARCH model
9
ARCH-Modell
9
Time series analysis
9
Zeitreihenanalyse
9
Yield curve
8
Zinsstruktur
8
CAPM
6
Forecasting model
5
Portfolio selection
5
Portfolio-Management
5
Prognoseverfahren
5
Risikomaß
5
Risk measure
5
Efficient market hypothesis
4
Effizienzmarkthypothese
4
Option pricing theory
4
Optionspreistheorie
4
Regression analysis
4
Regressionsanalyse
4
Statistical distribution
4
Statistische Verteilung
4
Stochastic process
4
Stochastischer Prozess
4
Aktienindex
3
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3
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19
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English
19
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Nimalendran, Mahendrarajah
2
Alañón Pardo, Ángel
1
Allen, David E.
1
Auer, Benjamin R.
1
Bazdresch, Santiago
1
Boudoukh, Jacob
1
Callen, Jeffrey L.
1
Coggin, T. Daniel
1
Degenhardt, Thomas
1
Díaz-Mendoza, Ana-Carmen
1
Engle, Robert F.
1
George, Thomas J.
1
Guillén, Montserrat
1
Horváth, Roman
1
Hunter, John Edward
1
Iitsuka, Yoshitaka
1
Itō, Takatoshi
1
Jones, Charles Parker
1
Kahn, R. Jay
1
Kaul, Gautam
1
Kirby, Chris
1
Kok Haur Ng
1
Lamoureux, Christopher G.
1
Levy, Haim
1
Lin, Wen-ling Tsai
1
Motegi, Kaiji
1
Peiris, Shelton
1
Petersen, Mitchell A.
1
Richardson, Matthew
1
Vidal-Llana, Xenxo
1
Whited, Toni Marion
1
Whitelaw, Robert F.
1
Wilson, Jack W.
1
Yoder, James A.
1
Zhang, Hua
1
Zhou, Guofu
1
Šopov, Boril
1
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Advances in quantitative analysis of finance and accounting : a research annual
The North American journal of economics and finance : a journal of financial economics studies
The review of financial studies
Journal of econometrics
83
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Economics letters
29
Econometric reviews
26
European journal of operational research : EJOR
19
Economic modelling
17
Computational economics
16
Operations research
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Journal of applied econometrics
11
Journal of banking & finance
11
Journal of economic dynamics & control
11
Journal of empirical finance
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Econometrics : open access journal
9
Finance research letters
9
Journal of forecasting
9
The review of economic studies
9
INFORMS journal on computing : JOC
8
International journal of economics and financial issues : IJEFI
8
Journal of financial and quantitative analysis : JFQA
8
Journal of risk and financial management : JRFM
8
Quantitative finance
8
The review of economics and statistics
8
Applied economics
7
Econometric theory
7
Statistics in transition : an international journal of the Polish Statistical Association
7
The journal of finance : the journal of the American Finance Association
7
International economic review
6
International journal of forecasting
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Review of quantitative finance and accounting
6
The econometrics journal
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
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ECONIS (ZBW)
19
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1
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
2
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
3
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
4
The "Sell in May" effect : a review and new empirical evidence
Degenhardt, Thomas
;
Auer, Benjamin R.
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 169-205
Persistent link: https://www.econbiz.de/10012036281
Saved in:
5
Estimating and testing dynamic corporate finance models
Bazdresch, Santiago
;
Kahn, R. Jay
;
Whited, Toni Marion
- In:
The review of financial studies
31
(
2018
)
1
,
pp. 322-361
Persistent link: https://www.econbiz.de/10011924631
Saved in:
6
GARCH models, tail indexes and error distributions : an empirical investigation
Horváth, Roman
;
Šopov, Boril
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
Saved in:
7
Estimating and simulating Weibull models of risk or price durations : an application to ACD models
Allen, David E.
;
Kok Haur Ng
;
Peiris, Shelton
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 214-225
Persistent link: https://www.econbiz.de/10009779281
Saved in:
8
Estimating standard errors in finance panel data sets : comparing approaches
Petersen, Mitchell A.
- In:
The review of financial studies
22
(
2009
)
1
,
pp. 435-480
Persistent link: https://www.econbiz.de/10003836293
Saved in:
9
Measuring the predictable variation in stock and bond returns
Kirby, Chris
- In:
The review of financial studies
10
(
1997
)
3
,
pp. 579-630
Persistent link: https://www.econbiz.de/10001227982
Saved in:
10
A general approach for modeling the term structure of interest rates : estimation and application
Zhang, Hua
- In:
Advances in quantitative analysis of finance and …
5
(
1997
),
pp. 61-85
Persistent link: https://www.econbiz.de/10001230054
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