//--> //--> //--> //-->
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
person:"Hess, Dieter"
subject:"Börsenkurs"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Barassi, Marco R."
~person:"Chiang, Thomas C."
~person:"Chinn, Menzie David"
~person:"Delle Monache, Davide"
~person:"Koopman, Siem Jan"
~person:"Ludvigson, Sydney C."
~person:"McMillan, David G."
~person:"Wohar, Mark E."
~subject:"Change-point detection"
~subject:"Marktmikrostruktur"
~subject:"USA"
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
| 16 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Change-point detection
Marktmikrostruktur
USA
Estimation
14
Schätzung
14
Share price
9
United States
8
Volatility
7
Volatilität
7
Forecasting model
6
Prognoseverfahren
6
Theorie
5
Theory
5
Time series analysis
5
Zeitreihenanalyse
5
Capital income
4
Capital market returns
4
Geldpolitik
4
Kapitaleinkommen
4
Kapitalmarktrendite
4
Functional income distribution
3
Funktionelle Einkommensverteilung
3
Monetary policy
3
Portfolio selection
3
Portfolio-Management
3
Risiko
3
Risk
3
1952-2013
2
Private consumption
2
Privater Konsum
2
Risikoprämie
2
Risk premium
2
Social inequality
2
Soziale Ungleichheit
2
State space model
2
State space models
2
Strategie
2
Strategy
2
Vermögenseffekt
2
Vermögensverteilung
2
Wealth distribution
2
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Book / Working Paper
9
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
12
Author
All
Hess, Dieter
Barassi, Marco R.
Chiang, Thomas C.
Chinn, Menzie David
Delle Monache, Davide
Koopman, Siem Jan
Ludvigson, Sydney C.
McMillan, David G.
Wohar, Mark E.
Massa, Massimo
13
Marcellino, Massimiliano
11
Ghysels, Eric
9
Forni, Mario
8
Kilian, Lutz
8
Gambetti, Luca
7
Lettau, Martin
7
Timmermann, Allan
7
Adrian, Tobias
5
Bianchi, Francesco
5
Petrella, Ivan
5
Portier, Franck
5
Rodríguez-Pose, Andrés
5
Rossi, Barbara
5
Sarno, Lucio
5
Violante, Giovanni L.
5
Acharya, Viral V.
4
Beaudry, Paul
4
Eickmeier, Sandra
4
Favero, Carlo A.
4
Galí, Jordi
4
Giannetti, Mariassunta
4
Inoue, Atsushi
4
Ljungqvist, Alexander
4
Minford, Patrick
4
Ormazabal, Gaizka
4
Reichlin, Lucrezia
4
Rubio-Ramírez, Juan Francisco
4
Sala, Luca
4
Wieland, Volker
4
Zhang, Hong
4
Adam, Klaus
3
Alesina, Alberto
3
Andreou, Elena
3
Baumeister, Christiane
3
Bloom, Nicholas
3
Bonfiglioli, Alessandra
3
Campbell, John Y.
3
Duro, Miguel
3
more ...
less ...
Published in...
All
Discussion paper / Centre for Economic Policy Research
Discussion papers / CEPR
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Tinbergen Institute
18
Working paper / National Bureau of Economic Research, Inc.
13
International review of economics & finance : IREF
9
NBER Working Paper
8
NBER working paper series
6
Finance research letters
5
Applied economics
4
Applied financial economics
3
CoFE discussion papers
3
International review of financial analysis
3
Open economies review
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
The review of economics and statistics
3
CREATES research paper
2
Discussion paper
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
ECB Working Paper
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of finance & economics : IJFE
2
Journal of applied econometrics
2
Journal of economic research
2
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
Journal of macroeconomics
2
Journal of risk and financial management : JRFM
2
Macroeconomic dynamics
2
Oxford bulletin of economics and statistics
2
Research in international business and finance
2
Research paper / Federal Reserve Bank of New York
2
Risks : open access journal
2
Southern economic journal
2
Studies in economics and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The Manchester School
2
The journal of asset management
2
Working paper series / European Central Bank
2
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Monetary-based asset pricing : a mixed-frequency structural approach
Bianchi, Francesco
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2022
Persistent link: https://www.econbiz.de/10013271513
Saved in:
2
Price dividend ratio and long-run stock returns : a score-driven state space model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1054-1065
Persistent link: https://www.econbiz.de/10012653225
Saved in:
3
Change‐point detection in the conditional correlation structure of multivariate volatility models
Barassi, Marco R.
;
Horváth, Lajos
;
Zhao, Yuqian
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 340-349
Persistent link: https://www.econbiz.de/10012262479
Saved in:
4
Price dividend ratio and long-run stock returns : a score driven state space model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
-
2019
Persistent link: https://www.econbiz.de/10012205777
Saved in:
5
How the wealth was won : factor shares as market fundamentals
Lettau, Martin
;
Ludvigson, Sydney C.
;
Greenwald, Daniel L.
-
2019
Persistent link: https://www.econbiz.de/10012210013
Saved in:
6
Capital share risk in U.S. asset pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2018
Persistent link: https://www.econbiz.de/10011861000
Saved in:
7
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2018
Persistent link: https://www.econbiz.de/10011862029
Saved in:
8
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2017
Persistent link: https://www.econbiz.de/10011739466
Saved in:
9
The origins of stock market fluctuations
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2015
Persistent link: https://www.econbiz.de/10010482972
Saved in:
10
Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2015
Persistent link: https://www.econbiz.de/10010482973
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->