//--> //--> //--> //-->
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:"Exchange rate"
subject:"Germany"
~isPartOf:"Journal of empirical finance"
~subject:"Börsenkurs"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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 theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Exchange rate
Germany
Börsenkurs
Share price
Estimation theory
75
Schätztheorie
75
Time series analysis
24
Zeitreihenanalyse
24
Estimation
22
Schätzung
22
Volatility
20
Volatilität
20
Capital income
19
Kapitaleinkommen
19
Theorie
17
Theory
17
ARCH model
13
ARCH-Modell
13
Forecasting model
12
Prognoseverfahren
12
Portfolio selection
11
Portfolio-Management
11
Stochastic process
10
Stochastischer Prozess
10
Autocorrelation
9
Autokorrelation
9
Statistical distribution
8
Statistische Verteilung
8
Correlation
7
Korrelation
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Yield curve
7
Zinsstruktur
7
CAPM
6
Regression analysis
5
Regressionsanalyse
5
USA
5
United States
5
Bayes-Statistik
4
Bayesian inference
4
Interest rate
4
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
13
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
14
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
14
Author
All
Amado, Cristina
1
Bekaert, Geert
1
Campbell, John Y.
1
Daníelsson, Jón
1
Fornari, Fabio
1
He, Xue-zhong
1
Jondeau, Eric
1
Kinnunen, Jyri
1
Lee, Kyungsub
1
Li, Chen
1
Li, Youwei
1
MacDonald, Ronald
1
Marsh, Terry Alan
1
Mele, Antonio
1
Power, David M.
1
Ren, Yu
1
Rockinger, Michael
1
Seo, Byoung Ki
1
Taylor, Stephen
1
Teräsvirta, Timo
1
Tu, Yundong
1
Wagner, Niklas F.
1
Xu, Xinzhong
1
Yi, Yanping
1
Yu, Deshui
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of econometrics
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
45
Economics letters
20
Economic modelling
16
International journal of economics and financial issues : IJEFI
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of applied econometrics
12
Journal of banking & finance
11
Journal of forecasting
11
Journal of international money and finance
11
The journal of finance : the journal of the American Finance Association
11
Journal of risk and financial management : JRFM
9
Quantitative finance
9
Applied economics
8
Econometrics : open access journal
7
International economic journal
7
International journal of forecasting
7
International review of financial analysis
7
Journal of financial and quantitative analysis : JFQA
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of international financial markets, institutions & money
7
The review of financial studies
7
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
6
CBN journal of applied statistics
6
Finance India : the quarterly journal of Indian Institute of Finance
6
International journal of finance & economics : IJFE
6
International journal of financial research
6
Journal of financial economics
6
Journal of foreign exchange and international finance : JFEIF
6
Kredit und Kapital
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The North American journal of economics and finance : a journal of financial economics studies
6
The review of economic studies
6
Applied economics letters
5
Applied financial economics
5
Econometric reviews
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Finance research letters
5
International journal of economics and finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
4
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
5
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
6
Modelling changes in the unconditional variance of long stock return series
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of empirical finance
25
(
2014
),
pp. 15-35
Persistent link: https://www.econbiz.de/10010462094
Saved in:
7
Measuring tail thickness under GARCH and an application to extreme exchange rate changes
Wagner, Niklas F.
;
Marsh, Terry Alan
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 165-185
Persistent link: https://www.econbiz.de/10002644047
Saved in:
8
Testing for differences in the tails of stock-market returns
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 559-581
Persistent link: https://www.econbiz.de/10001806965
Saved in:
9
Recovering the probability density function of asset prices using garch as diffusion approximations
Fornari, Fabio
;
Mele, Antonio
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001568294
Saved in:
10
Special issue on the predictability of asset returns
Bekaert, Geert
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001655349
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->