//--> //--> //--> //-->
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:"Stochastischer Prozess"
~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
Stochastischer Prozess
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
Share price
11
Stochastic process
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
10
Type of publication
All
Article
21
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
22
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
22
Author
All
Kristensen, Dennis
2
Agosto, Arianna
1
Amado, Cristina
1
Asai, Manabu
1
Bekaert, Geert
1
Campbell, John Y.
1
Cavaliere, Giuseppe
1
Chan, Chia-ying
1
Creel, Michael D.
1
Dalla, Violetta
1
Daníelsson, Jón
1
Fornari, Fabio
1
He, Xue-zhong
1
Jondeau, Eric
1
Kang, Kyu Ho
1
King, Maxwell L.
1
Kinnunen, Jyri
1
Lee, Cheol Woo
1
Lee, Kyungsub
1
Li, Chen
1
Li, Youwei
1
MacDonald, Ronald
1
Marsh, Terry Alan
1
Mele, Antonio
1
Peretti, Christian de
1
Power, David M.
1
Qiao, Zhuo
1
Rahbek, Anders
1
Ren, Yu
1
Rockinger, Michael
1
Seo, Byoung Ki
1
Taylor, Stephen
1
Teräsvirta, Timo
1
Tu, Yundong
1
Wagner, Niklas F.
1
Wong, Wing Keung
1
Xu, Xinzhong
1
Yi, Yanping
1
Yu, Deshui
1
Zhang, Xibin
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of econometrics
99
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
Economics letters
34
Economic modelling
28
Econometric reviews
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Econometric theory
17
International journal of economics and financial issues : IJEFI
16
Journal of applied econometrics
16
Journal of banking & finance
15
Quantitative finance
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
European journal of operational research : EJOR
14
Journal of financial econometrics : official journal of the Society for Financial Econometrics
14
Journal of forecasting
14
Econometrics : open access journal
13
Journal of risk and financial management : JRFM
13
Mathematics of operations research
12
The journal of finance : the journal of the American Finance Association
12
International journal of forecasting
11
Journal of international money and finance
11
Computational economics
10
Applied economics
9
Finance research letters
9
Insurance / Mathematics & economics
9
International journal of theoretical and applied finance
9
Journal of financial econometrics
9
Journal of mathematical finance
9
Journal of productivity analysis
9
Operations research
9
Applied economics letters
8
International review of financial analysis
8
Risks : open access journal
8
The North American journal of economics and finance : a journal of financial economics studies
8
The econometrics journal
8
The review of financial studies
8
Asia-Pacific financial markets
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
International economic journal
7
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
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
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
3
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:
4
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
5
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:
6
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:
7
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
8
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:
9
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
Saved in:
10
Power transformations of absolute returns and long memory estimation
Dalla, Violetta
- In:
Journal of empirical finance
33
(
2015
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011556833
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->