//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Capital income"
~isPartOf:"Quantitative finance"
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Estimation
79
Schätzung
78
Volatility
35
Volatilität
35
Theorie
33
Theory
33
Börsenkurs
31
Share price
31
Kapitaleinkommen
26
Forecasting model
21
Prognoseverfahren
21
Time series analysis
17
Zeitreihenanalyse
17
Portfolio selection
16
Portfolio-Management
16
Estimation theory
13
Schätztheorie
13
ARCH model
12
ARCH-Modell
12
Market microstructure
11
Marktmikrostruktur
11
Risikomaß
11
Risk measure
11
Aktienmarkt
10
CAPM
10
Stock market
10
Risiko
9
Risk
9
Markov chain
8
Markov-Kette
8
Option pricing theory
8
Optionspreistheorie
8
Securities trading
8
Statistical distribution
8
Statistische Verteilung
8
Stochastic process
8
Stochastischer Prozess
8
Wertpapierhandel
8
Correlation
7
more ...
less ...
Online availability
All
Undetermined
22
Free
4
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
Gerlach, Richard
2
González-Urteaga, Ana
2
Grobys, Klaus
2
Rubio, Gonzalo
2
Alemany, N.
1
Aragó Manzana, Vicent
1
Buccheri, G.
1
Canabarro, Askery
1
Chen, Qian
1
Chi, Xie
1
Chow, K. Victor
1
Cucuringu, Mihai
1
Distaso, Walter
1
Dungey, Mardi H.
1
Faria, Gonçalo
1
Fieberg, Christian
1
Fiévet, Lucas
1
Giner, Javier
1
Holloway, Jet
1
Huptas, Roman
1
Jiang, Zhi-Qiang
1
John, Kose
1
Kaibuchi, Hibiki
1
Kawasaki, Yoshinori
1
LeRoy, Stephen F.
1
Li, Jingrui
1
Li, Wai Keung
1
Lichtner, Mark
1
Liedtke, Gerrit
1
Lu, Yutong
1
Mboussa Anga, G.
1
Mele, Antonio
1
Metko, Daniel
1
Naimoli, Antonio
1
Nieto Domenech, Belen
1
Nieto, Belén
1
Nonejad, Nima
1
Podobnik, Boris
1
Reinert, Gesine
1
Ren, Yu
1
more ...
less ...
Published in...
All
Quantitative finance
Finance research letters
157
Journal of banking & finance
139
International review of financial analysis
134
Journal of financial economics
127
International review of economics & finance : IREF
123
Journal of empirical finance
121
Applied economics
101
NBER working paper series
95
The North American journal of economics and finance : a journal of financial economics studies
89
Working paper / National Bureau of Economic Research, Inc.
88
Applied financial economics
87
Applied economics letters
86
Economic modelling
82
Journal of international financial markets, institutions & money
79
NBER Working Paper
71
Pacific-Basin finance journal
70
The European journal of finance
70
Research in international business and finance
68
Review of quantitative finance and accounting
59
Management science : journal of the Institute for Operations Research and the Management Sciences
54
Journal of econometrics
53
Journal of international money and finance
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
47
Energy economics
45
International journal of finance & economics : IJFE
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
44
Economics letters
42
Working paper
41
International journal of economics and finance
40
Journal of risk and financial management : JRFM
40
Journal of financial markets
39
Research paper series / Swiss Finance Institute
39
Cogent economics & finance
37
CESifo working papers
36
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
33
International journal of forecasting
33
Finance and economics discussion series
32
The journal of finance : the journal of the American Finance Association
32
Investment management and financial innovations
31
Journal of financial and quantitative analysis : JFQA
31
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cross-section without factors : a string model for expected returns
Distaso, Walter
;
Mele, Antonio
;
Vilkov, Grigory
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 693-718
Persistent link: https://www.econbiz.de/10015050788
Saved in:
2
Trade co-occurrence, trade flow decomposition and conditional order imbalance in equity markets
Lu, Yutong
;
Reinert, Gesine
;
Cucuringu, Mihai
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 779-809
Persistent link: https://www.econbiz.de/10015050797
Saved in:
3
Improving the asymmetric stochastic volatility model with ex-post volatility : the identification of the asymmetry
Zhang, Zehua
;
Zhao, Ran
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013490951
Saved in:
4
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
5
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
Saved in:
6
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
7
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
8
Characterizing financial crises using high-frequency data
Dungey, Mardi H.
;
Holloway, Jet
;
Yalaman, Abdullah
; …
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 743-760
Persistent link: https://www.econbiz.de/10013367856
Saved in:
9
Size and power in tests of return predictability
LeRoy, Stephen F.
;
Singhania, Rish
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1153-1167
Persistent link: https://www.econbiz.de/10013367890
Saved in:
10
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->