//--> //--> //-->
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:"Journal of econometrics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Neely, Christopher J."
~person:"Tu, Jun"
~person:"Xiu, Dacheng"
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
Estimation
7
Schätzung
7
Kapitaleinkommen
6
Börsenkurs
4
Share price
4
Volatility
4
Volatilität
4
Forecasting model
3
Portfolio selection
3
Portfolio-Management
3
Prognoseverfahren
3
Theorie
3
Theory
3
Time series analysis
3
Zeitreihenanalyse
3
Estimation theory
2
Factor analysis
2
Factor model
2
Faktorenanalyse
2
High-frequency data
2
Market microstructure
2
Marktmikrostruktur
2
Schätztheorie
2
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Anlageverhalten
1
Asynchronous data
1
Behavioral economics
1
Behavioural finance
1
Beta risk
1
Betafaktor
1
Big data
1
Business cycle
1
CAPM
1
EM algorithm
1
Economic indicator
1
Electronic trading
1
Elektronisches Handelssystem
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Neely, Christopher J.
Tu, Jun
Xiu, Dacheng
Bohl, Martin T.
9
Todorov, Viktor
8
Bollerslev, Tim
5
Zhou, Guofu
4
Andersen, Torben
3
Ge̜bka, Bartosz
3
Henke, Harald
3
Tauchen, George Eugene
3
Yang, Liyan
3
Aït-Sahalia, Yacine
2
Bali, Turan G.
2
Cen, Ling
2
Da, Zhi
2
Hasler, Michael
2
Hollstein, Fabian
2
Li, Jia
2
Li, Yingying
2
Massa, Massimo
2
Meddahi, Nour
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Polak, Pawel
2
Tamoni, Andrea
2
Tang, Yi
2
Wei, K. C. John
2
Wese Simen, Chardin
2
Agarwal, Ashish
1
Agarwal, Sumit
1
Ahmed, Anwer S.
1
Andrei, Daniel
1
Andreou, Elena
1
Asai, Manabu
1
Bae, Joon Woo
1
Bakalli, Gaetan
1
Bakshi, Gurdip S.
1
Bandi, Federico M.
1
more ...
less ...
Published in...
All
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Journal of econometrics
Management science : journal of the Institute for Operations Research and the Management Sciences
27th Australasian Finance and Banking Conference 2014 Paper
1
CEA_372Cass working paper series
1
Financial management : FM
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Working paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Investor sentiment and paradigm shifts in equity return forecasting
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 4301-4325
Persistent link: https://www.econbiz.de/10013369059
Saved in:
2
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
3
Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus
;
Neely, Christopher J.
;
Winkelmann, Lars
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 158-184
Persistent link: https://www.econbiz.de/10012302583
Saved in:
4
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
5
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
6
Forecasting the equity risk premium : the role of technical indicators
Neely, Christopher J.
;
Rapach, David E.
;
Tu, Jun
;
Zhou, …
- In:
Management science : journal of the Institute for …
60
(
2014
)
7
,
pp. 1772-1791
Persistent link: https://www.econbiz.de/10010399441
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->