//--> //--> //--> //-->
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 forecasting"
~isPartOf:"CREATES research paper"
~subject:"Börsenkurs"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Estimation theory
262
Schätztheorie
262
Time series analysis
113
Zeitreihenanalyse
113
Forecasting model
82
Prognoseverfahren
82
Theorie
63
Theory
63
Estimation
36
Schätzung
36
Regression analysis
28
Regressionsanalyse
28
Volatility
25
Volatilität
25
ARCH model
23
ARCH-Modell
23
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Stochastic process
19
Stochastischer Prozess
19
USA
18
United States
18
Cointegration
17
Kointegration
17
Statistical test
16
Statistischer Test
16
Bootstrap approach
14
Bootstrap-Verfahren
14
Maximum likelihood estimation
13
Maximum-Likelihood-Schätzung
13
Capital income
12
Kapitaleinkommen
12
VAR model
12
VAR-Modell
12
Induktive Statistik
11
Share price
11
Statistical inference
11
Statistical distribution
10
Statistische Verteilung
10
more ...
less ...
Online availability
All
Undetermined
6
Free
4
Type of publication
All
Article
7
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
11
Author
All
Silvennoinen, Annastiina
2
Teräsvirta, Timo
2
An, Yang
1
Atici, Kazim Baris
1
Blanco-Fernández, Ángela
1
Callot, Laurent
1
Chan, Ngai Hang
1
Enginar, Onur
1
Fei, Tianlun
1
Fischer, Henning
1
Grassi, Stefano
1
Hall, Anthony D.
1
Kock, Anders B.
1
Kurek, Bartosz
1
Li, Zhenwei
1
Liu, Xiaoquan
1
Ma, Zhiren
1
Medeiros, Marcelo C.
1
Nonejad, Nima
1
Song, Yuping
1
Sun, Xiaoyu
1
Violante, Francesco
1
Wen, Conghua
1
Winker, Peter
1
more ...
less ...
Published in...
All
Journal of forecasting
CREATES research paper
Journal of econometrics
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Journal of empirical finance
11
Economic modelling
10
Economics letters
10
Cambridge working papers in economics
9
Journal of banking & finance
9
International journal of economics and financial issues : IJEFI
8
Quantitative finance
8
Working paper
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of financial and quantitative analysis : JFQA
7
Journal of risk and financial management : JRFM
7
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
Discussion paper / Tinbergen Institute
6
Econometrics : open access journal
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
NBER Working Paper
6
NBER working paper series
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The North American journal of economics and finance : a journal of financial economics studies
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
CESifo working papers
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Finance India : the quarterly journal of Indian Institute of Finance
5
Finance research letters
5
International review of financial analysis
5
Journal of financial economics
5
Journal of international financial markets, institutions & money
5
Pacific-Basin finance journal
5
Review of quantitative finance and accounting
5
SFB 649 discussion paper
5
Annals of finance
4
Applied economics
4
Applied financial economics
4
Bank of Finland research discussion papers
4
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
3
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
4
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
5
Optimal forecast error as an unbiased estimator of abnormal return : a proposition
Enginar, Onur
;
Atici, Kazim Baris
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 158-166
Persistent link: https://www.econbiz.de/10012796281
Saved in:
6
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
7
Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
-
2014
Persistent link: https://www.econbiz.de/10010433252
Saved in:
8
Short‐term stock price prediction based on limit order book dynamics
An, Yang
;
Chan, Ngai Hang
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
Saved in:
9
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
10
Predicting stock return volatility : can we benefit from regression models for return intervals?
Fischer, Henning
;
Blanco-Fernández, Ángela
;
Winker, Peter
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 113-146
Persistent link: https://www.econbiz.de/10011580244
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->