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subject:"Börsenkurs"
~isPartOf:"Economic modelling"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
United States
Estimation theory
139
Schätztheorie
139
Estimation
56
Schätzung
55
Time series analysis
34
Zeitreihenanalyse
34
Regression analysis
21
Regressionsanalyse
21
Volatility
17
Volatilität
17
Cointegration
15
Kointegration
15
Theorie
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Theory
15
Nichtparametrisches Verfahren
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Nonparametric statistics
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Statistical test
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Statistischer Test
14
Bayes-Statistik
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Bayesian inference
13
Panel
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Panel study
13
Stochastic process
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Stochastischer Prozess
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Monte Carlo simulation
11
Monte-Carlo-Simulation
11
Share price
10
ARCH model
9
ARCH-Modell
9
VAR model
9
VAR-Modell
9
Bayesian estimation
8
Forecasting model
8
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Panel data
8
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8
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8
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English
11
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Kumar, Dilip
3
Maheswaran, S.
3
Caporale, Guglielmo Maria
1
Feng, Yuanhua
1
Hassapis, Christis
1
Hatemi-J, Abdulnasser
1
Hill, Jonathan B.
1
Kaufmann, Hendrik
1
Kruse, Robinson
1
Li, Chang-shuai
1
McNeil, Alexander J.
1
Motegi, Kaiji
1
Narayan, Paresh Kumar
1
Papantonis, Ioannis
1
Pittis, Nikitas
1
Thuraisamy, Kannan Sivananthan
1
Wegener, Christoph
1
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Economic modelling
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
111
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 empirical finance
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
CREATES research paper
14
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
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
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
Testing the white noise hypothesis of stock returns
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Economic modelling
76
(
2019
),
pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
Saved in:
2
Bias-corrected estimation for speculative bubbles in stock prices
Kruse, Robinson
;
Kaufmann, Hendrik
;
Wegener, Christoph
- In:
Economic modelling
73
(
2018
),
pp. 354-364
Persistent link: https://www.econbiz.de/10012100460
Saved in:
3
Volatility risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
4
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
5
Asymmetric generalized impulse responses with an application in finance
Hatemi-J, Abdulnasser
- In:
Economic modelling
36
(
2014
),
pp. 18-22
Persistent link: https://www.econbiz.de/10010412088
Saved in:
6
Detecting sudden changes in volatility estimated from high, low and closing prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
31
(
2013
),
pp. 484-491
Persistent link: https://www.econbiz.de/10009730777
Saved in:
7
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
8
Common trends and common cycles in stock markets
Narayan, Paresh Kumar
;
Thuraisamy, Kannan Sivananthan
- In:
Economic modelling
35
(
2013
),
pp. 472-476
Persistent link: https://www.econbiz.de/10010336775
Saved in:
9
Common persistence in conditional variance : a reconsideration
Li, Chang-shuai
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1809-1819
Persistent link: https://www.econbiz.de/10009667096
Saved in:
10
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
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