//--> //--> //-->
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
language:"nor"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of econometrics"
~language:"bos"
~language:"eng"
~language:"hun"
~language:"pol"
~language:"rus"
~person:"Barigozzi, Matteo"
~person:"Faff, Robert W."
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
| 10 applied filters
Year of publication
From:
To:
Subject
All
Estimation
8
Schätzung
8
Australia
4
Australien
4
CAPM
2
Estimation theory
2
Factor analysis
2
Faktorenanalyse
2
Schätztheorie
2
Theorie
2
Theory
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
1979-1992
1
1999-2000
1
Aktienmarkt
1
Arbitrage Pricing
1
Arbitrage pricing
1
Beta risk
1
Betafaktor
1
Canada
1
Capital income
1
Cointegration
1
Dynamic Factor Models
1
Einheitswurzeltest
1
Financial connectedness
1
Financial market
1
Finanzmarkt
1
Gold
1
Handelsvolumen der Börse
1
Impulse-Response Functions
1
Kanada
1
Kapitaleinkommen
1
Kointegration
1
Locally stationary dynamic factor models
1
Panel
1
Panel study
1
Seminonparametric estimation
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
Norwegian
Bosnian
English
Hungarian
Polish
Russian
Author
All
Barigozzi, Matteo
Faff, Robert W.
Todorov, Viktor
14
Tauchen, George Eugene
9
Bollerslev, Tim
8
Linton, Oliver
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Koop, Gary
6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Brooks, Robert
5
Gao, Jiti
5
Ghysels, Eric
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Madura, Jeff
5
McAleer, Michael
5
Zakoïan, Jean-Michel
5
Baltagi, Badi H.
4
Becchetti, Leonardo
4
Callaway, Brantly
4
Francq, Christian
4
Gouriéroux, Christian
4
Hamori, Shigeyuki
4
Heckman, James J.
4
Hsiao, Cheng
4
Li, Kunpeng
4
Masih, Rumi
4
Park, Joon Y.
4
Pesaran, M. Hashem
4
Sasaki, Yuya
4
Shin, Yongcheol
4
Wang, Wendun
4
Xiu, Dacheng
4
Akhigbe, Aigbe O.
3
Barkoulas, John T.
3
Barnett, William A.
3
Botosaru, Irene
3
more ...
less ...
Published in...
All
Applied financial economics
Journal of econometrics
Australian journal of management
4
ECARES working paper
3
Advances in investment analysis and portfolio management : a research annual
2
Applied economics letters
2
Australian economic papers
2
Journal of international financial markets, institutions & money
2
The journal of futures markets
2
Applied economics
1
Applied financial economics letters
1
Economics working paper series
1
European research studies
1
FEDS Working Paper
1
Finance and economics discussion series
1
International review of economics & finance : IREF
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of business ethics : JOBE
1
Journal of business finance & accounting : JBFA
1
Journal of financial econometrics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
LEM working paper series
1
McGraw-Hill series in advanced finance
1
Pacific accounting review
1
Pacific-Basin finance journal
1
Papers in efficiency, effectiveness and international competitiveness
1
Papers on economics and evolution
1
Structural change and economic dynamics : SC+ED
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of corporate finance : contracting, governance and organization
1
Working paper
1
Working papers in economics and econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Large-dimensional dynamic factor models : estimation of impulse–response functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
Saved in:
2
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
3
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
Barigozzi, Matteo
;
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 364-384
Persistent link: https://www.econbiz.de/10010497747
Saved in:
4
Alternative beta risk estimators in cases of extreme thin trading : Canadian evidence
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
; …
- In:
Applied financial economics
15
(
2005
)
18
,
pp. 1251-1258
Persistent link: https://www.econbiz.de/10003229088
Saved in:
5
A simple test of the FAMA and French model using daily data : Australian evidence
Faff, Robert W.
- In:
Applied financial economics
14
(
2004
)
2
,
pp. 83-92
Persistent link: https://www.econbiz.de/10001909668
Saved in:
6
Censoring and its impact on multivariate testing of the capital asset pricing model
Brooks, Robert
;
Faff, Robert W.
;
Fry, Tim R. L.
; …
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 413-420
Persistent link: https://www.econbiz.de/10001971176
Saved in:
7
Testing a two-factor APT model on Australian industry equity portfolios : the effect of intervaling
Josev, Thomas
;
Brooks, Robert
;
Faff, Robert W.
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 157-163
Persistent link: https://www.econbiz.de/10001563335
Saved in:
8
A multifactor model of gold industry stock returns : evidence from the Australian equity market
Faff, Robert W.
- In:
Applied financial economics
8
(
1998
)
1
,
pp. 21-28
Persistent link: https://www.econbiz.de/10001240716
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->