//--> //--> //--> //-->
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"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"ARCH-Modell"
~subject:"Estimation"
~type:"article"
~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
Germany
ARCH-Modell
Estimation
Estimation theory
72
Schätztheorie
72
Time series analysis
19
Zeitreihenanalyse
19
Volatility
16
Volatilität
16
Schätzung
15
ARCH model
11
Capital income
9
Kapitaleinkommen
9
Market microstructure
9
Marktmikrostruktur
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Risikomaß
9
Risk measure
9
Theorie
9
Theory
9
Correlation
7
Forecasting model
7
Korrelation
7
Prognoseverfahren
7
Regression analysis
7
Regressionsanalyse
7
Stochastic process
7
Stochastischer Prozess
7
Börsenkurs
6
Share price
6
Analysis of variance
5
Noise Trading
5
Noise trading
5
Statistical test
5
Statistischer Test
5
Varianzanalyse
5
CAPM
4
Multivariate Analyse
4
Multivariate analysis
4
Portfolio selection
4
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
20
Language
All
English
20
Author
All
Audrino, Francesco
2
Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Ahlgren, Niklas
1
Antell, Jan
1
Balter, Janine
1
Bos, Charles S.
1
Bu, Ruijun
1
Caldeira, João F.
1
Cappiello, Lorenzo
1
Chen, Yi-ting
1
Christoffersen, Peter F.
1
Conrad, Christian A.
1
Corsi, Fulvio
1
Di, Jianing
1
Engle, Robert F.
1
Gangopadhyay, Ashis
1
Giet, Ludovic
1
Gérard, Bruno
1
Haag, Berthold R.
1
Hadri, Kaddour
1
Hassler, Uwe
1
Janus, Paweł
1
Kadareja, Arjan
1
Koopman, Siem Jan
1
Lubrano, Michel
1
Manganelli, Simone
1
Moon, Seongman
1
Moura, Guilherme Valle
1
Nagakura, Daisuke
1
Nogales, Francisco J.
1
Pelletier, Denis
1
Rodrigues, Paulo M. M.
1
Rubia, Antonio
1
Santos, André A. P.
1
Suto, Nobuyuki
1
Taniai, Hiroyuki
1
Taniguchi, Masanobu
1
Trojani, Fabio
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
254
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
148
Economics letters
125
Econometric reviews
67
Econometric theory
61
Economic modelling
60
Applied economics letters
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
Applied economics
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Journal of applied econometrics
43
The econometrics journal
40
Journal of banking & finance
33
Journal of empirical finance
32
International journal of forecasting
31
Quantitative economics : QE ; journal of the Econometric Society
29
Econometrics : open access journal
28
Journal of forecasting
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Journal of the American Statistical Association : JASA
27
International journal of economics and financial issues : IJEFI
25
Computational economics
24
Finance research letters
23
Journal of financial econometrics
23
The review of economics and statistics
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
Energy economics
20
Insurance / Mathematics & economics
20
Journal of economic dynamics & control
20
Journal of risk and financial management : JRFM
19
European journal of operational research : EJOR
18
Journal of risk
17
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of international money and finance
14
Quantitative finance
14
The European journal of finance
14
The empirical economics letters : a monthly international journal of economics
14
The journal of real estate finance and economics
13
American journal of agricultural economics
12
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
3
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
4
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
5
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
6
On the optimal estimating function method for conditional correlation models
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 83-125
Persistent link: https://www.econbiz.de/10010519661
Saved in:
7
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
8
Quarticity estimation on ohlc data
Balter, Janine
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011339287
Saved in:
9
Measuring comovements by regression quantiles
Cappiello, Lorenzo
;
Gérard, Bruno
;
Kadareja, Arjan
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
4
,
pp. 645-678
Persistent link: https://www.econbiz.de/10010512287
Saved in:
10
On the properties of regression test of stock returns predictability using dividend-price ratios
Moon, Seongman
;
Velasco, Carlos
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010233601
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->