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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Applied economics"
~isPartOf:"Econometric reviews"
~subject:"Börsenkurs"
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Schätztheorie
Börsenkurs
Theorie
2,086
Theory
2,086
Estimation
389
Schätzung
389
Time series analysis
233
Zeitreihenanalyse
233
USA
199
United States
198
Estimation theory
180
Forecasting model
114
Prognoseverfahren
114
Volatility
108
Volatilität
108
Großbritannien
90
United Kingdom
90
Cointegration
87
Kointegration
87
Statistical test
84
Statistischer Test
84
Capital income
76
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76
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74
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74
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73
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71
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64
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64
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1
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McAleer, Michael
5
Bera, Anil K.
3
Harvey, David I.
3
King, Maxwell L.
3
Leybourne, Stephen James
3
Maasoumi, Esfandiar
3
Xu, Dinghai
3
Baltagi, Badi H.
2
Bonham, Carl Stanley
2
Breitung, Jörg
2
Chu, Chia-shang James
2
Fiebig, Denzil G.
2
Hendry, David F.
2
Jensen, Mark J.
2
Karathanassis, George A.
2
Knight, John L.
2
Li, Jinfang
2
Lütkepohl, Helmut
2
Ohtani, Kazuhiro
2
Schmidt, Peter
2
Shukur, Ghazi
2
Smith, Jeremy
2
Spanos, Aris
2
Srivastava, Anil K.
2
Srivastava, Virendra K.
2
Steel, Mark F. J.
2
Taylor, Robert
2
Ullah, Aman
2
Wirjanto, Tony S.
2
Wooldridge, Jeffrey M.
2
Xiao, Zhijie
2
Yang, Chunpeng
2
Adkins, Lee Chester
1
Ahn, Seung Chan
1
Ai, Chunrong
1
Alam, Md Rafayet
1
Alghalith, Moawia
1
Allen, David E.
1
Ando, Tomohiro
1
Andreou, Panayiotis C.
1
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Applied economics
Econometric reviews
Economics letters
452
Journal of econometrics
404
Working paper / National Bureau of Economic Research, Inc.
287
Econometric theory
285
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
258
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
223
NBER working paper series
211
NBER Working Paper
160
The journal of finance : the journal of the American Finance Association
160
Série des documents de travail / Centre de Recherche en Économie et Statistique
159
Journal of applied econometrics
147
The review of financial studies
144
Journal of quantitative economics : official journal of the Indian Econometric Society
140
The review of economics and statistics
132
Discussion paper / Centre for Economic Policy Research
122
Journal of financial economics
122
Journal of banking & finance
119
Discussion paper / Tinbergen Institute
105
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
104
Oxford bulletin of economics and statistics
103
Journal of economic dynamics & control
102
Finance research letters
94
Journal of empirical finance
94
Discussion paper / Center for Economic Research, Tilburg University
93
CORE discussion paper : DP
92
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
86
International review of financial analysis
82
Journal of forecasting
81
Statistical papers
80
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
79
The review of economic studies
77
Economic modelling
75
Europäische Hochschulschriften / 5
74
SFB 649 discussion paper
72
International economic review
69
International review of economics & finance : IREF
68
Annales d'économie et de statistique
63
CESifo working papers
63
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ECONIS (ZBW)
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1
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
2
Extremal quantiles and stock price crashes
Andreou, Panayiotis C.
;
Anyfantaki, Sofia
;
Maasoumi, …
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 703-724
Persistent link: https://www.econbiz.de/10014420354
Saved in:
3
Momentum and reversal : information from prior returns
Kolari, James W.
;
Shin, Sang-Ook
- In:
Applied economics
56
(
2024
)
3
,
pp. 318-336
Persistent link: https://www.econbiz.de/10014439916
Saved in:
4
The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng
- In:
Applied economics
55
(
2023
)
48
,
pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
Saved in:
5
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
6
Ex-dividend day price and volume : the case of cum-ex trading
Wagner, Moritz
;
Wei, Xiaopeng
- In:
Applied economics
55
(
2023
)
51
,
pp. 6062-6075
Persistent link: https://www.econbiz.de/10014335894
Saved in:
7
Salience in beta anomaly
Li, Xiaofang
;
Li, Daye
;
Yi, Kefu
;
Men, Ming
- In:
Applied economics
55
(
2023
)
55
,
pp. 6479-6503
Persistent link: https://www.econbiz.de/10014382184
Saved in:
8
Effects of market liquidity on price dynamics in a heterogeneous belief model
Zhou, Yongguang
;
Wang, Yiming
;
Gao, Zhennan
- In:
Applied economics
55
(
2023
)
17
,
pp. 1972-1989
Persistent link: https://www.econbiz.de/10013555091
Saved in:
9
The tail dependence structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang
- In:
Applied economics
55
(
2023
)
11
,
pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
Saved in:
10
Political heterogeneity, subjective optimism, and stock market outcomes
Bonaparte, Yosef
;
Christie-David, Rohan
;
Koslowsky, David
- In:
Applied economics
54
(
2022
)
13
,
pp. 1487-1506
Persistent link: https://www.econbiz.de/10012875387
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