//--> //--> //--> //-->
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:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Share price"
~subject:"Time series analysis"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
USA
ARCH-Modell
Autokorrelation
Share price
Time series analysis
Estimation theory
76
Schätztheorie
76
Zeitreihenanalyse
24
Estimation
22
Schätzung
22
Volatility
20
Volatilität
20
Capital income
19
Kapitaleinkommen
19
Theorie
18
Theory
18
ARCH model
13
Forecasting model
12
Portfolio selection
11
Portfolio-Management
11
Börsenkurs
10
Stochastic process
10
Stochastischer Prozess
10
Autocorrelation
9
Statistical distribution
8
Statistische Verteilung
8
Correlation
7
Korrelation
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Yield curve
7
Zinsstruktur
7
CAPM
6
United States
6
Regression analysis
5
Regressionsanalyse
5
Bayes-Statistik
4
Bayesian inference
4
Interest rate
4
more ...
less ...
Online availability
All
Undetermined
15
Free
1
Type of publication
All
Article
43
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
44
Aufsatz in Zeitschrift
44
Collection of articles of several authors
2
Konferenzschrift
2
Sammelwerk
2
Conference proceedings
1
Language
All
English
46
Author
All
Baillie, Richard
3
Dacorogna, Michel M.
2
Jondeau, Eric
2
Kim, Chang-Jin
2
Kristensen, Dennis
2
McKenzie, Michael D.
2
Nelson, Charles R.
2
Rahbek, Anders
2
Satchell, Stephen
2
Wongwachara, Warapong
2
Abergel, Frédéric
1
Agosto, Arianna
1
Amado, Cristina
1
Amihud, Yakov
1
Asai, Manabu
1
Astill, Sam
1
Ball, Clifford A.
1
Bauwens, Luc
1
Bekaert, Geert
1
Berens, Tobias
1
Bohn Nielsen, Heino
1
Broze, Laurence
1
Campbell, John Y.
1
Cavaliere, Giuseppe
1
Chambers, Marcus J.
1
Cheng, Wan-hsiu
1
Chiang, I-Hsuan Ethan
1
Chourdakis, Kyriakos
1
Creel, Michael D.
1
Daníelsson, Jón
1
Dark, Jonathan
1
De Backer, Bruno
1
De Nard, Gianluca
1
Dolatabadi, Sepideh
1
Dotsis, George
1
Dufays, Arnaud
1
Fornari, Fabio
1
Ghose, Devajyoti
1
Granger, C. W. J.
1
Hao, Hong-Xia
1
more ...
less ...
Institution
All
HFDF <1, 1995, Zürich>
2
HFDF <2, 1998, Zürich>
1
Published in...
All
Journal of empirical finance
Journal of econometrics
478
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
259
Econometric theory
221
Economics letters
199
International journal of forecasting
133
Discussion paper / Tinbergen Institute
125
Econometric reviews
119
Journal of forecasting
104
CREATES research paper
77
Working paper / Department of Econometrics and Business Statistics, Monash University
74
Applied economics letters
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
The econometrics journal
62
Journal of applied econometrics
58
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
The review of economics and statistics
57
Cowles Foundation discussion paper
56
Econometrics : open access journal
56
Working paper / National Bureau of Economic Research, Inc.
56
Applied economics
53
Journal of the American Statistical Association : JASA
53
Economic modelling
51
NBER Working Paper
51
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
51
Journal of time series econometrics
46
NBER working paper series
46
Computational economics
42
Oxford bulletin of economics and statistics
39
Série des documents de travail / Centre de Recherche en Économie et Statistique
39
Working paper
39
Journal of banking & finance
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
Discussion paper
34
EUI working paper / ECO
34
Technical working paper / National Bureau of Economic Research
33
Discussion paper / Center for Economic Research, Tilburg University
32
SFB 649 discussion paper
32
Discussion paper / Department of Economics, University of California San Diego
31
more ...
less ...
Source
All
ECONIS (ZBW)
46
Showing
1
-
10
of
46
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
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
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:
4
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
5
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:
6
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:
7
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:
8
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
9
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
Saved in:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->