//--> //--> //--> //-->
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:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Investment management and financial innovations"
~isPartOf:"Journal of econometrics"
~isPartOf:"NBER Working Paper"
~subject:"Stock market"
~type_genre:"Aufsatz in Zeitschrift"
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"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Stock market
Estimation
540
Schätzung
535
Estimation theory
219
Schätztheorie
219
Theorie
181
Theory
181
Time series analysis
121
Zeitreihenanalyse
121
Volatility
116
Volatilität
116
Nichtparametrisches Verfahren
107
Nonparametric statistics
107
Panel
102
Panel study
102
Kapitaleinkommen
84
Börsenkurs
82
Regression analysis
82
Regressionsanalyse
82
Share price
82
Forecasting model
69
Prognoseverfahren
69
USA
59
United States
59
Stochastic process
46
Stochastischer Prozess
46
Factor analysis
38
Faktorenanalyse
38
Panel data
38
ARCH model
37
ARCH-Modell
37
Bayes-Statistik
34
Bayesian inference
34
Statistical test
34
Statistischer Test
34
Statistical distribution
31
Statistische Verteilung
31
Markov chain
29
Markov-Kette
29
Aktienmarkt
28
more ...
less ...
Online availability
All
Undetermined
63
Type of publication
All
Article
95
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
95
Arbeitspapier
24
Working Paper
24
Graue Literatur
23
Non-commercial literature
23
Language
All
English
95
Author
All
Todorov, Viktor
8
Bollerslev, Tim
5
Andersen, Torben
3
Tauchen, George Eugene
3
Xiu, Dacheng
3
Aumeboonsuke, Vesarach
2
Aït-Sahalia, Yacine
2
Humpe, Andreas
2
Joshipura, Mayank
2
Li, Jia
2
Li, Yingying
2
Meddahi, Nour
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Polak, Pawel
2
Al Salamat, Wasfi A.
1
Alshebel, Razan
1
Alshurafat, Hashem
1
Andreou, Elena
1
Asai, Manabu
1
Assan, Azhar
1
Baek, Seungho
1
Bakalli, Gaetan
1
Bakhshi, Priti
1
Bandi, Federico M.
1
Bekaert, Geert
1
Belgacem, Samira Ben
1
Bello, Zakri
1
Bibinger, Markus
1
Bonomo, Marco Antonio
1
Bouezmarni, Taoufik
1
Breidt, F. Jay
1
Caginalp, Gunduz
1
Cederburg, Scott
1
Chan, Thomas W. C.
1
Charitou, Melita
1
Chaudhary, Rashmi
1
Chen, Rui
1
Chen, Xin
1
more ...
less ...
Published in...
All
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Investment management and financial innovations
Journal of econometrics
NBER Working Paper
Finance research letters
198
International review of financial analysis
176
International review of economics & finance : IREF
172
Journal of banking & finance
159
Applied economics
140
Journal of empirical finance
138
Journal of financial economics
134
Applied economics letters
132
Economic modelling
128
Applied financial economics
126
The North American journal of economics and finance : a journal of financial economics studies
120
Research in international business and finance
107
Journal of international financial markets, institutions & money
103
The European journal of finance
86
Pacific-Basin finance journal
84
Review of quantitative finance and accounting
68
Journal of international money and finance
65
Journal of risk and financial management : JRFM
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
61
International journal of finance & economics : IJFE
60
Energy economics
58
Cogent economics & finance
54
International journal of economics and finance
54
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Management science : journal of the Institute for Operations Research and the Management Sciences
52
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
50
Economics letters
46
International journal of economics and financial issues : IJEFI
45
Journal of financial markets
45
Emerging markets, finance and trade : EMFT
36
Journal of financial and quantitative analysis : JFQA
35
Journal of forecasting
35
International journal of forecasting
34
The empirical economics letters : a monthly international journal of economics
34
Global finance journal
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
33
The journal of finance : the journal of the American Finance Association
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
more ...
less ...
Source
All
ECONIS (ZBW)
95
Showing
1
-
10
of
95
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
7
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
8
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
9
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
10
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->