//--> //--> //--> //-->
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:"Germany"
subject:"Share price"
~isPartOf:"Journal of empirical finance"
~subject:"Bayesian inference"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Germany
Share price
Bayesian inference
Estimation theory
77
Schätztheorie
77
Time series analysis
25
Zeitreihenanalyse
25
Estimation
23
Schätzung
23
Capital income
20
Kapitaleinkommen
20
Volatility
20
Volatilität
20
Theorie
18
Theory
18
ARCH model
13
ARCH-Modell
13
Forecasting model
13
Prognoseverfahren
13
Börsenkurs
11
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
USA
6
United States
6
Regression analysis
5
Regressionsanalyse
5
Bayes-Statistik
4
Interest rate
4
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
14
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
15
Author
All
Amado, Cristina
1
Bauwens, Luc
1
Bekaert, Geert
1
Campbell, John Y.
1
Creel, Michael D.
1
De Backer, Bruno
1
Dufays, Arnaud
1
Fornari, Fabio
1
Fuhrer, Adrian
1
Gillen, Benjamin J.
1
He, Xue-zhong
1
Hock, Thorsten
1
Jondeau, Eric
1
Kinnunen, Jyri
1
Kristensen, Dennis
1
Lee, Kyungsub
1
Li, Chen
1
Li, Youwei
1
MacDonald, Ronald
1
Mele, Antonio
1
Power, David M.
1
Ren, Yu
1
Rockinger, Michael
1
Seo, Byoung Ki
1
Teräsvirta, Timo
1
Tu, Yundong
1
Yi, Yanping
1
Yu, Deshui
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of econometrics
102
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Economics letters
29
Working paper / Department of Econometrics and Business Statistics, Monash University
27
Economic modelling
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Discussion paper series / IZA
20
NBER Working Paper
19
Working paper
19
Discussion paper
18
Econometrics : open access journal
17
International journal of forecasting
17
Journal of applied econometrics
17
NBER working paper series
17
Discussion paper / Tinbergen Institute
16
Journal of the American Statistical Association : JASA
16
Europäische Hochschulschriften / 5
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Cambridge working papers in economics
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Econometric reviews
14
Journal of economic dynamics & control
14
SFB 649 discussion paper
14
CESifo working papers
13
Discussion papers / CEPR
13
Journal of forecasting
13
Finance research letters
11
Journal of banking & finance
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
Working paper series
11
Computational economics
10
Discussion papers of interdisciplinary research project 373
10
European journal of operational research : EJOR
10
Quantitative economics : QE ; journal of the Econometric Society
10
Quantitative finance
10
Applied economics
9
CEMMAP working papers / Centre for Microdata Methods and Practice
9
Discussion paper / Center for Economic Research, Tilburg University
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
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
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:
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
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:
5
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:
6
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:
7
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:
8
An empirical Bayesian approach to stein-optimal covariance matrix estimation
Gillen, Benjamin J.
- In:
Journal of empirical finance
29
(
2014
),
pp. 402-420
Persistent link: https://www.econbiz.de/10011300451
Saved in:
9
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->