//--> //--> //--> //-->
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
source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH model"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
ARCH model
Bayes-Statistik
Bayesian inference
Estimation
772
Schätzung
767
Estimation theory
228
Schätztheorie
228
Theorie
226
Theory
226
Volatility
198
Volatilität
198
Time series analysis
149
Zeitreihenanalyse
149
Capital income
142
Börsenkurs
140
Share price
140
Nichtparametrisches Verfahren
113
Nonparametric statistics
113
Forecasting model
111
Prognoseverfahren
111
Panel
109
Panel study
109
Regression analysis
99
Regressionsanalyse
99
USA
99
United States
99
ARCH-Modell
76
Aktienmarkt
69
Stock market
69
Cointegration
51
Kointegration
51
Stochastic process
51
Stochastischer Prozess
51
Welt
50
World
50
VAR model
48
VAR-Modell
48
Portfolio selection
46
Portfolio-Management
46
more ...
less ...
Online availability
All
Undetermined
183
Type of publication
All
Article
228
Type of publication (narrower categories)
All
Article in journal
227
Aufsatz in Zeitschrift
227
Language
All
English
228
Author
All
Gupta, Rangan
9
Todorov, Viktor
8
Bollerslev, Tim
5
Zakoïan, Jean-Michel
5
Francq, Christian
4
Tauchen, George Eugene
4
Xiu, Dacheng
4
Andersen, Torben
3
Caporin, Massimiliano
3
Dai, Zhifeng
3
Frühwirth-Schnatter, Sylvia
3
Hau, Liya
3
Ji, Qiang
3
Kim, Donggyu
3
McAleer, Michael
3
Paolella, Marc S.
3
Pierdzioch, Christian
3
Ravazzolo, Francesco
3
Rombouts, Jeroen V. K.
3
Yang, Chunpeng
3
Zhang, Xinyu
3
Zhou, Liyun
3
Zhu, Huiming
3
Andreou, Elena
2
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Billio, Monica
2
Casarin, Roberto
2
Chang, Chia-Lin
2
Cho, Hoon
2
Fan, Jianqing
2
Fulop, Andras
2
Gallant, A. Ronald
2
Hamori, Shigeyuki
2
Hong, Yongmiao
2
Jung, Hojin
2
Kang, Sang Hoon
2
Kaufmann, Sylvia
2
Kim, Dong H.
2
Kim, Jong-Min
2
more ...
less ...
Published in...
All
Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
180
Applied economics
160
Journal of banking & finance
157
International review of financial analysis
156
Economic modelling
154
International review of economics & finance : IREF
147
Journal of empirical finance
143
Journal of financial economics
128
Applied economics letters
113
Applied financial economics
109
NBER working paper series
105
Energy economics
100
Journal of international financial markets, institutions & money
99
Working paper / National Bureau of Economic Research, Inc.
98
Working paper
87
Research in international business and finance
84
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
80
NBER Working Paper
79
Economics letters
73
Journal of international money and finance
73
Pacific-Basin finance journal
73
The European journal of finance
73
Review of quantitative finance and accounting
68
CESifo working papers
66
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
64
Journal of risk and financial management : JRFM
61
Discussion paper / Tinbergen Institute
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
59
International journal of forecasting
58
International journal of finance & economics : IJFE
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
International journal of economics and finance
54
Management science : journal of the Institute for Operations Research and the Management Sciences
52
Journal of economic dynamics & control
49
Journal of forecasting
47
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
46
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Research paper series / Swiss Finance Institute
45
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
228
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Penalized time-varying model averaging
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
;
Zhang, Xinyu
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1355-1377
Persistent link: https://www.econbiz.de/10014471396
Saved in:
2
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
4
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
5
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
6
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
7
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
Saved in:
8
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
9
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
10
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->