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subject:"Börsenkurs"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of empirical finance"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
United States
Estimation theory
214
Schätztheorie
214
Time series analysis
84
Zeitreihenanalyse
84
Estimation
41
Schätzung
41
Theorie
36
Theory
36
Volatility
35
Volatilität
35
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
ARCH model
25
ARCH-Modell
25
Stochastic process
25
Stochastischer Prozess
25
Capital income
23
Kapitaleinkommen
23
Forecasting model
22
Prognoseverfahren
22
Statistical test
16
Statistischer Test
16
USA
16
Autocorrelation
15
Autokorrelation
15
Cointegration
15
Kointegration
15
Regression analysis
15
Regressionsanalyse
15
Share price
15
Portfolio selection
13
Portfolio-Management
13
Statistical distribution
13
Statistische Verteilung
13
Bootstrap approach
12
Bootstrap-Verfahren
12
VAR model
12
VAR-Modell
12
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Free
14
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5
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Article
15
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Article in journal
15
Aufsatz in Zeitschrift
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Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Collection of articles of several authors
1
Sammelwerk
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English
30
Author
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Teräsvirta, Timo
3
Callot, Laurent
2
Kim, Chang-Jin
2
Kock, Anders Bredahl
2
Nelson, Charles R.
2
Silvennoinen, Annastiina
2
Amado, Cristina
1
Bekaert, Geert
1
Bohn Nielsen, Heino
1
Bredahl Kock, Anders
1
Callot, Laurent A. F.
1
Campbell, John Y.
1
Caner, Mehmet
1
Daníelsson, Jón
1
Demetrescu, Matei
1
Fornari, Fabio
1
Granger, C. W. J.
1
Grassi, Stefano
1
Hall, Anthony D.
1
He, Xue-zhong
1
Hyung, Namwon
1
Jondeau, Eric
1
Kinnunen, Jyri
1
Kock, Anders B.
1
Kristensen, Johannes Tang
1
Kruse-Becher, Robinson
1
Kurita, Takamitsu
1
Lee, Kyungsub
1
Li, Chen
1
Li, Youwei
1
MacDonald, Ronald
1
MacKinnon, James G.
1
Medeiros, Marcelo C.
1
Mele, Antonio
1
Mirone, Giorgio
1
Nielsen, Morten Ørregaard
1
Nolte, Ingmar
1
Power, David M.
1
Rahbek, Anders
1
Ren, Yu
1
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CREATES research paper
Journal of empirical finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
110
Journal of econometrics
77
The review of economics and statistics
44
Working paper / National Bureau of Economic Research, Inc.
36
Economics letters
26
Journal of applied econometrics
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
American journal of agricultural economics
19
NBER working paper series
18
The journal of finance : the journal of the American Finance Association
18
Applied economics
16
Journal of financial and quantitative analysis : JFQA
16
The journal of futures markets
16
Journal of banking & finance
15
Journal of forecasting
15
The review of financial studies
15
Working paper
14
Discussion paper series / IZA
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
International journal of forecasting
13
Journal of macroeconomics
12
Technical working paper / National Bureau of Economic Research
12
The review of economic studies
12
Discussion paper / Centre for Economic Policy Research
11
Discussion paper / Tinbergen Institute
11
Economic modelling
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of money, credit and banking : JMCB
10
Applied financial economics
9
Cambridge working papers in economics
9
Discussion paper
9
Econometric reviews
9
International economic review
9
Journal of financial economics
9
NBER Working Paper
9
Oxford bulletin of economics and statistics
9
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ECONIS (ZBW)
30
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1
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
2
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
3
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
4
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
5
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
6
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
7
Sharp threshold based on sup-norm error rates in high-dimensional models
Callot, Laurent
;
Caner, Mehmet
;
Kock, Anders Bredahl
; …
-
2015
Persistent link: https://www.econbiz.de/10011516996
Saved in:
8
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
9
Testing constancy of the error covariance matrix in vector models against parametric alternatives using a spectral decomposition
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010339079
Saved in:
10
Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
-
2014
Persistent link: https://www.econbiz.de/10010433252
Saved in:
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