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subject:"Arbeitslosigkeit"
subject:"Arbeitsuche"
~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of econometrics"
~language:"eng"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Business cycle"
~subject:"Börsenkurs"
~subject:"Deutschland"
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Arbeitslosigkeit
Arbeitsuche
ARCH model
Aktienmarkt
Business cycle
Börsenkurs
Deutschland
Estimation
1,154
Schätzung
1,148
Theorie
324
Theory
324
Estimation theory
254
Schätztheorie
254
Capital income
232
Kapitaleinkommen
232
Volatility
217
Volatilität
217
Share price
192
Time series analysis
158
Zeitreihenanalyse
158
Forecasting model
155
Prognoseverfahren
155
Panel
130
Panel study
130
USA
117
United States
117
Nichtparametrisches Verfahren
113
Nonparametric statistics
113
Cointegration
100
Kointegration
100
Regression analysis
99
Regressionsanalyse
99
Portfolio selection
86
Portfolio-Management
86
Stock market
84
ARCH-Modell
75
Risikoprämie
75
Risk premium
75
CAPM
73
Welt
71
World
71
Stochastic process
65
Stochastischer Prozess
65
Economic growth
57
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Conference paper
2
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Mehrbändiges Werk
1
Multi-volume publication
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English
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Todorov, Viktor
8
Li, Jia
5
Tauchen, George Eugene
5
Zakoïan, Jean-Michel
5
Bollerslev, Tim
4
Francq, Christian
4
Kim, Donggyu
4
Zaremba, Adam
4
Andersen, Torben
3
Cakici, Nusret
3
Diebold, Francis X.
3
Ghysels, Eric
3
Guo, Hui
3
Paolella, Marc S.
3
Rombouts, Jeroen V. K.
3
Tripathy, Trilochan
3
Wang, Yazhen
3
Wese Simen, Chardin
3
Zhou, Hao
3
Andreou, Elena
2
Aruoba, S. Borağan
2
Belke, Ansgar
2
Berkman, Henk
2
Bohl, Martin T.
2
Caporin, Massimiliano
2
Chiang, Raymond
2
Chou, Pin-huang
2
Gupta, Jyoti P.
2
Hamori, Shigeyuki
2
Harris, Richard D. F.
2
Huang, Tao
2
Li, Junye
2
Memmel, Christoph
2
Mumo, Muinde Patrick
2
Møller, Stig Vinther
2
Nguyen, Tristan
2
Okunev, John
2
Polak, Pawel
2
Prokopczuk, Marcel
2
Strohsal, Till
2
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International journal of economics and finance
Journal of banking & finance
Journal of econometrics
Discussion paper series / IZA
884
Applied economics
383
ZEW discussion papers
380
Working paper / National Bureau of Economic Research, Inc.
363
IZA Discussion Paper
360
CESifo working papers
350
NBER working paper series
349
NBER Working Paper
322
Discussion paper
320
Discussion paper / Centre for Economic Policy Research
307
Applied economics letters
289
Economic modelling
251
Discussion papers / Deutsches Institut für Wirtschaftsforschung
234
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
231
Finance research letters
193
International review of economics & finance : IREF
180
Working paper
175
Applied financial economics
174
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
174
International review of financial analysis
171
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
152
Economics letters
150
Energy economics
145
The North American journal of economics and finance : a journal of financial economics studies
144
Discussion paper / Deutsche Bundesbank
139
Ruhr economic papers
139
ZEW - Centre for European Economic Research Discussion Paper
136
Discussion paper / Tinbergen Institute
132
Journal of empirical finance
129
Journal of international financial markets, institutions & money
124
Kiel working paper
120
CESifo Working Paper Series
118
Research in international business and finance
116
Discussion papers / CEPR
105
Jahrbücher für Nationalökonomie und Statistik
104
Journal of international money and finance
104
Labour economics : official journal of the European Association of Labour Economists
104
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
102
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Misery on Main Street, victory on Wall Street : economic discomfort and the cross-section of global stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014462426
Saved in:
7
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
8
Price discovery in equity markets : a state-dependent analysis of spot and futures markets
Kuck, Konstantin
;
Schweikert, Karsten
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462550
Saved in:
9
Pension funding and the cross section of stock returns : the case of Germany
Heusel, Nicola
;
Mager, Ferdinand
- In:
Journal of banking & finance
150
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014428911
Saved in:
10
Heterogeneous inflation and deflation experiences and savings decisions during German industrialization
Lehmann-Hasemeyer, Sibylle H.
;
Neumayer, Andreas
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014491895
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