//--> //--> //--> //-->
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:"Journal of financial and quantitative analysis : JFQA"
subject:"Share price"
~isPartOf:"Economic modelling"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH-Modell"
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 theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Share price
ARCH-Modell
Estimation theory
198
Schätztheorie
198
Estimation
73
Schätzung
72
Time series analysis
45
Zeitreihenanalyse
45
Theorie
35
Theory
35
Volatility
29
Volatilität
29
Regression analysis
26
Regressionsanalyse
26
Börsenkurs
23
ARCH model
18
Capital income
17
Kapitaleinkommen
17
USA
17
United States
17
Cointegration
16
Kointegration
16
Bayes-Statistik
15
Bayesian inference
15
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Panel
15
Panel study
15
Stochastic process
15
Stochastischer Prozess
15
Forecasting model
14
Prognoseverfahren
14
Statistical test
14
Statistischer Test
14
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
VAR model
10
VAR-Modell
10
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
32
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Language
All
English
32
Author
All
Kumar, Dilip
4
Maheswaran, S.
3
Motegi, Kaiji
2
Alañón Pardo, Ángel
1
Allen, David E.
1
Auer, Benjamin R.
1
Chen, Cathy W. S.
1
Connolly, Robert A.
1
Degenhardt, Thomas
1
Díaz-Mendoza, Ana-Carmen
1
Feng, Yuanhua
1
Guillén, Montserrat
1
Harris, Lawrence E.
1
Hatemi-J, Abdulnasser
1
Hill, Jonathan B.
1
Horváth, Roman
1
Hu, Shuowen
1
Iitsuka, Yoshitaka
1
Jayasinghe, Prabhath
1
Joerding, Wayne H.
1
Jokivuolle, Esa
1
Kaufmann, Hendrik
1
Klein, April
1
Kok Haur Ng
1
Kruse, Robinson
1
Li, Chang-shuai
1
Li, Leon
1
Li, Mingge
1
Lin, Tsai-Yu
1
Ma, Chao-qun
1
McNeil, Alexander J.
1
Moneva, J. M.
1
Narayan, Paresh Kumar
1
Ortas, E.
1
Papantonis, Ioannis
1
Peiris, Shelton
1
Perote, Javier
1
Porter, David C.
1
Poskitt, Donald Stephen
1
Ronen, Tavy
1
more ...
less ...
Published in...
All
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
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
Econometric theory
36
Economics letters
26
Discussion paper / Tinbergen Institute
24
Journal of empirical finance
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Journal of banking & finance
18
Econometric reviews
17
Finance research letters
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Journal of forecasting
16
CREATES research paper
14
International journal of economics and financial issues : IJEFI
14
International journal of forecasting
14
The econometrics journal
14
Journal of risk
12
Applied economics
11
Econometrics : open access journal
11
Journal of financial econometrics
11
Journal of risk and financial management : JRFM
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
CORE discussion papers : DP
10
Cambridge working papers in economics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of time series econometrics
10
Quantitative finance
10
Journal of mathematical finance
9
Working paper
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Applied economics letters
8
International review of financial analysis
8
NBER Working Paper
8
SFB 649 discussion paper
8
Computational economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of economic dynamics & control
7
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
Saved in:
4
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
5
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation
Li, Leon
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 116-135
Persistent link: https://www.econbiz.de/10011878799
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->