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subject:"Impact assessment"
~accessRights:"restricted"
~isPartOf:"Annals of financial economics"
~isPartOf:"Behavioral Finance and Asset Prices : The Influence of Investor's Emotions"
~isPartOf:"Discussion paper / Deutsche Bundesbank"
~isPartOf:"Finmap working paper"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~isPartOf:"Journal of financial markets"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The American economic review"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH-Modell"
~subject:"Agrarpreis"
~subject:"CAPM"
~subject:"Exchange rate"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Risk"
~subject:"Schock"
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Impact assessment
ARCH-Modell
Agrarpreis
CAPM
Exchange rate
Prognoseverfahren
Risiko
Risk
Schock
Estimation
1,045
Schätzung
1,039
Capital income
267
Kapitaleinkommen
267
Theorie
259
Theory
259
Volatility
241
Volatilität
241
Börsenkurs
192
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192
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184
Estimation theory
172
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172
Welt
135
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135
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Zeitreihenanalyse
130
Risikoprämie
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Risk premium
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109
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Panel study
106
Wechselkurs
93
Portfolio selection
90
Portfolio-Management
90
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90
Regressionsanalyse
90
Nichtparametrisches Verfahren
88
Nonparametric statistics
88
USA
83
United States
83
ARCH model
78
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518
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12
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12
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1
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518
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Gupta, Rangan
13
Pierdzioch, Christian
8
Todorov, Viktor
8
Bollerslev, Tim
7
Kelly, Bryan T.
5
Kim, Donggyu
5
Andersen, Torben
4
Bandi, Federico M.
4
Dai, Zhifeng
4
Patton, Andrew J.
4
Balcilar, Mehmet
3
Bali, Turan G.
3
Chang, Bisharat Hussain
3
Fan, Jianqing
3
Francq, Christian
3
Furceri, Davide
3
Hamori, Shigeyuki
3
Hau, Liya
3
Hollstein, Fabian
3
Kang, Sang Hoon
3
Lee, Suzanne S.
3
Medeiros, Marcelo C.
3
Mensi, Walid
3
Moskowitz, Tobias J.
3
Nonejad, Nima
3
Paolella, Marc S.
3
Polak, Pawel
3
Quaedvlieg, Rogier
3
Salisu, Afees A.
3
Tamoni, Andrea
3
Wang, Yazhen
3
Wese Simen, Chardin
3
Wohar, Mark E.
3
Xuan Vinh Vo
3
Zakoïan, Jean-Michel
3
Zhou, Guofu
3
Zhu, Huiming
3
Ali, Faek Menla
2
Aït-Sahalia, Yacine
2
Baruník, Jozef
2
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Annals of financial economics
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
Discussion paper / Deutsche Bundesbank
Finmap working paper
Journal of econometrics
Journal of financial economics
Journal of financial markets
Journal of international money and finance
The American economic review
The North American journal of economics and finance : a journal of financial economics studies
Discussion paper / Centre for Economic Policy Research
333
Finance research letters
200
Working paper / National Bureau of Economic Research, Inc.
194
Applied economics
191
Economic modelling
176
Energy economics
159
International review of economics & finance : IREF
158
Discussion papers / CEPR
143
International review of financial analysis
135
Economics letters
116
International journal of forecasting
106
Journal of banking & finance
101
Journal of empirical finance
100
Applied economics letters
97
Journal of international financial markets, institutions & money
78
Research in international business and finance
74
Journal of economic dynamics & control
73
Pacific-Basin finance journal
68
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
62
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
56
Journal of macroeconomics
56
Management science : journal of the Institute for Operations Research and the Management Sciences
50
International journal of finance & economics : IJFE
49
Emerging markets, finance and trade : EMFT
48
European economic review : EER
45
Macroeconomic dynamics
45
The European journal of finance
42
Journal of forecasting
40
Journal of international economics
39
Journal of monetary economics
39
SpringerLink / Bücher
37
Review of quantitative finance and accounting
36
Open economies review
35
Quantitative finance
35
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ECONIS (ZBW)
518
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518
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1
The use of asset growth in empirical asset pricing models
Cooper, Michael J.
;
Gulen, Huseyin
;
Ion, Mihai
- In:
Journal of financial economics
151
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014452109
Saved in:
2
Is the Bank of Canada concerned about inflation or the state of the economy?
Pang, Ke
;
Shiamptanis, Christos
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451379
Saved in:
3
Regional fiscal spillovers : the role of trade linkages
Bettarelli, Luca
;
Furceri, Davide
;
Pizzuto, Pietro
; …
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014451424
Saved in:
4
Time-varying unobserved heterogeneity in earnings shocks
Botosaru, Irene
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1378-1393
Persistent link: https://www.econbiz.de/10014471381
Saved in:
5
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
7
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
8
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
9
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
10
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
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