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subject:"Capital income"
~isPartOf:"Quantitative finance"
~subject:"Estimation theory"
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Capital income
Estimation theory
Estimation
77
Schätzung
76
Volatility
35
Volatilität
35
Theorie
32
Theory
32
Börsenkurs
30
Share price
30
Kapitaleinkommen
24
Forecasting model
20
Prognoseverfahren
20
Time series analysis
17
Zeitreihenanalyse
17
Portfolio selection
15
Portfolio-Management
15
Schätztheorie
13
ARCH model
12
ARCH-Modell
12
Risikomaß
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11
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10
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Aktienmarkt
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Option pricing theory
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Optionspreistheorie
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Statistical distribution
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Statistische Verteilung
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Stochastic process
8
Stochastischer Prozess
8
Securities trading
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English
33
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Gerlach, Richard
2
González-Urteaga, Ana
2
Grobys, Klaus
2
Rubio, Gonzalo
2
Sornette, Didier
2
Achab, Massil
1
Alemany, N.
1
Aragó Manzana, Vicent
1
Bacry, E.
1
Buccheri, G.
1
Canabarro, Askery
1
Chen, May-Ru
1
Chen, Qian
1
Chen, Yu
1
Chi, Xie
1
Chow, K. Victor
1
Chronopoulou, Alexandra
1
Chung, Munki
1
Dungey, Mardi H.
1
Fabozzi, Frank J.
1
Faria, Gonçalo
1
Fieberg, Christian
1
Fiévet, Lucas
1
Galakis, John
1
Giner, Javier
1
Guo, Meihui
1
Holloway, Jet
1
Huang, Shih-Feng
1
Huptas, Roman
1
Ihnatiuk, Vitalii
1
Jiang, Zhi-Qiang
1
John, Kose
1
Kaibuchi, Hibiki
1
Kawasaki, Yoshinori
1
Kim, Jang Ho
1
Kim, Woo Chang
1
Kinnear, Ryan J.
1
Lam, Henry
1
LeRoy, Stephen F.
1
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Quantitative finance
Journal of econometrics
251
Finance research letters
167
Journal of banking & finance
163
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
160
Economics letters
147
Applied economics
145
Applied economics letters
140
NBER working paper series
140
International review of financial analysis
137
Journal of empirical finance
136
Economic modelling
134
Journal of financial economics
132
International review of economics & finance : IREF
129
NBER Working Paper
120
Working paper / National Bureau of Economic Research, Inc.
119
The North American journal of economics and finance : a journal of financial economics studies
99
Applied financial economics
96
Journal of international financial markets, institutions & money
84
The European journal of finance
73
Pacific-Basin finance journal
71
Econometric reviews
70
Research in international business and finance
70
Working paper
70
Discussion paper series / IZA
68
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
68
Review of quantitative finance and accounting
66
CESifo working papers
64
Journal of international money and finance
63
Management science : journal of the Institute for Operations Research and the Management Sciences
59
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
56
Energy economics
55
International journal of forecasting
53
Journal of risk and financial management : JRFM
53
Discussion papers / CEPR
52
Discussion paper / Tinbergen Institute
50
International journal of finance & economics : IJFE
50
CEMMAP working papers / Centre for Microdata Methods and Practice
49
International journal of economics and finance
49
Discussion paper
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
48
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ECONIS (ZBW)
33
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1
Do price trajectory data increase the efficiency of market impact estimation?
Li, Fengpei
;
Ihnatiuk, Vitalii
;
Chen, Yu
;
Lin, Jiahe
; …
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 545-568
Persistent link: https://www.econbiz.de/10014552104
Saved in:
2
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:
3
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:
4
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
5
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:
6
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:
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
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
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