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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Share price"
~accessRights:"restricted"
~isPartOf:"Economic modelling"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Search: subject_exact:"Estimation theory"
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Share price
Estimation theory
93
Schätztheorie
93
Estimation
48
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Time series analysis
24
Zeitreihenanalyse
24
Volatility
18
Volatilität
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Motegi, Kaiji
2
Alañón Pardo, Ángel
1
Auer, Benjamin R.
1
Degenhardt, Thomas
1
Díaz-Mendoza, Ana-Carmen
1
Guillén, Montserrat
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Hill, Jonathan B.
1
Horváth, Roman
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Iitsuka, Yoshitaka
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Kaufmann, Hendrik
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Kruse, Robinson
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Journal of financial and quantitative analysis : JFQA
Economic modelling
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Journal of forecasting
6
Quantitative finance
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Finance research letters
5
Journal of empirical finance
5
Economics letters
3
International journal of forecasting
3
International review of economics & finance : IREF
3
Journal of financial econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of international financial markets, institutions & money
3
Robustness in econometrics
3
Annals of finance
2
Applied economics
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Computational economics
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Discussion paper / Centre for Economic Policy Research
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Financial markets and portfolio management
2
Journal of international trade & commerce
2
Journal of risk
2
Mudra : journal of finance and accounting
2
Review of Pacific Basin financial markets and policies
2
Afro-Asian Journal of Finance and Accounting : AAJFA
1
American journal of finance and accounting
1
Applied mathematical finance
1
Asia-Pacific financial markets
1
Asia-Pacific journal of management research and innovation : APJMRI
1
Asian economic journal : journal of the East Asian Economic Association
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Bulletin of economic research
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Computational and mathematical organization theory
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Critical finance review
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Econometric reviews
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Econometric theory
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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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
Testing the white noise hypothesis of stock returns
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Economic modelling
76
(
2019
),
pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
Saved in:
5
Bias-corrected estimation for speculative bubbles in stock prices
Kruse, Robinson
;
Kaufmann, Hendrik
;
Wegener, Christoph
- In:
Economic modelling
73
(
2018
),
pp. 354-364
Persistent link: https://www.econbiz.de/10012100460
Saved in:
6
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:
7
Volatility risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
8
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:
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