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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:"Bayesian inference"
~subject:"Share price"
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Kapitaleinkommen
ARCH model
Bayesian inference
Share price
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
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
Bayes-Statistik
48
VAR model
48
VAR-Modell
48
Portfolio selection
46
Portfolio-Management
46
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Undetermined
225
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Article
277
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Article in journal
276
Aufsatz in Zeitschrift
276
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English
277
Author
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Gupta, Rangan
10
Todorov, Viktor
10
Bollerslev, Tim
6
Tauchen, George Eugene
6
Li, Jia
5
Zakoïan, Jean-Michel
5
Dai, Zhifeng
4
Francq, Christian
4
Hau, Liya
4
Kim, Donggyu
4
Xiu, Dacheng
4
Zhu, Huiming
4
Andersen, Torben
3
Caporin, Massimiliano
3
Chen, Mei-Ping
3
Frühwirth-Schnatter, Sylvia
3
Ji, Qiang
3
Kang, Sang Hoon
3
McAleer, Michael
3
Mensi, Walid
3
Paolella, Marc S.
3
Pierdzioch, Christian
3
Ravazzolo, Francesco
3
Rombouts, Jeroen V. K.
3
Wang, Yazhen
3
Xuan Vinh Vo
3
Yang, Chunpeng
3
Zhang, Xinyu
3
Zhou, Liyun
3
Andreou, Elena
2
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Balcilar, Mehmet
2
Billio, Monica
2
Casarin, Roberto
2
Chang, Chia-Lin
2
Chen, Wen-Yi
2
Cho, Hoon
2
Dijk, Dick van
2
Fan, Jianqing
2
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
237
Applied economics
194
International review of financial analysis
191
Economic modelling
188
International review of economics & finance : IREF
188
Journal of banking & finance
185
NBER working paper series
182
Working paper / National Bureau of Economic Research, Inc.
177
Applied economics letters
176
Applied financial economics
162
Journal of empirical finance
159
NBER Working Paper
147
Journal of financial economics
143
Journal of international financial markets, institutions & money
131
Energy economics
129
Research in international business and finance
109
Working paper
103
CESifo working papers
99
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
Journal of international money and finance
94
Pacific-Basin finance journal
93
The European journal of finance
92
Journal of risk and financial management : JRFM
85
Review of quantitative finance and accounting
82
Economics letters
80
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
80
International journal of finance & economics : IJFE
80
Discussion paper / Centre for Economic Policy Research
79
Discussion paper / Tinbergen Institute
78
International journal of economics and finance
73
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
72
The journal of futures markets
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
International journal of economics and financial issues : IJEFI
62
International journal of forecasting
62
Management science : journal of the Institute for Operations Research and the Management Sciences
60
Research paper series / Swiss Finance Institute
60
The journal of finance : the journal of the American Finance Association
60
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ECONIS (ZBW)
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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
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
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