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subject:"Germany"
subject:"Share price"
~isPartOf:"Journal of empirical finance"
~subject:"Bayesian inference"
~subject:"Maximum likelihood estimation"
~subject:"Portfolio selection"
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Search: subject_exact:"Estimation theory"
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Germany
Share price
Bayesian inference
Maximum likelihood estimation
Portfolio selection
Estimation theory
77
Schätztheorie
77
Time series analysis
25
Zeitreihenanalyse
25
Estimation
23
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Journal of empirical finance
Journal of econometrics
193
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Economics letters
57
Discussion paper / Tinbergen Institute
41
Econometric reviews
36
Economic modelling
33
Working paper / Department of Econometrics and Business Statistics, Monash University
33
European journal of operational research : EJOR
32
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Journal of the American Statistical Association : JASA
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Finance research letters
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Insurance / Mathematics & economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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CESifo working papers
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Journal of economic dynamics & control
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Journal of applied econometrics
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NBER working paper series
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Quantitative finance
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Cambridge working papers in economics
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Journal of forecasting
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Journal of risk and financial management : JRFM
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The econometrics journal
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Quantitative economics : QE ; journal of the Econometric Society
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Statistics in transition : an international journal of the Polish Statistical Association
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Applied economics
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Applied economics letters
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Discussion paper / Center for Economic Research, Tilburg University
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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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
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
3
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
4
A robust Glasso approach to portfolio selection in high dimensions
Ding, Wenliang
;
Shu, Lianjie
;
Gu, Xinhua
- In:
Journal of empirical finance
70
(
2023
),
pp. 22-37
Persistent link: https://www.econbiz.de/10014423577
Saved in:
5
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
6
On the stability of portfolio selection models
Cesarone, Francesco
;
Mango, Fabiomassimo
;
Mottura, Carlo D.
- In:
Journal of empirical finance
59
(
2020
),
pp. 210-234
Persistent link: https://www.econbiz.de/10012437975
Saved in:
7
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
8
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:
9
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:
10
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:
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