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subject:"Regressionsanalyse"
subject:"Ökonometrie"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~subject:"Korrelation"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Bibliografie"
~type_genre:"Non-commercial literature"
~type_genre:"Systematic review"
~type_genre:"Thesis"
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Search: subject_exact:"Estimation theory"
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Regressionsanalyse
Ökonometrie
ARCH-Modell
Forecasting model
Korrelation
Estimation theory
75
Schätztheorie
75
Time series analysis
24
Zeitreihenanalyse
24
Estimation
22
Schätzung
22
Volatility
20
Volatilität
20
Capital income
19
Kapitaleinkommen
19
Theorie
17
Theory
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13
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Börsenkurs
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Portfolio selection
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Stochastic process
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Stochastischer Prozess
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Autocorrelation
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Autokorrelation
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Statistical distribution
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Statistische Verteilung
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Correlation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Zinsstruktur
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CAPM
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Regression analysis
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USA
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24
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Article in journal
Aufsatz im Buch
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Non-commercial literature
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26
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Baillie, Richard
3
Abergel, Frédéric
1
Agosto, Arianna
1
Amado, Cristina
1
Amihud, Yakov
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Bauwens, Luc
1
Bekaert, Geert
1
Berens, Tobias
1
Cavaliere, Giuseppe
1
Cheng, Wan-hsiu
1
Chiang, I-Hsuan Ethan
1
Cho, Dooyeon
1
Chourdakis, Kyriakos
1
Dacorogna, Michel M.
1
Dark, Jonathan
1
De Backer, Bruno
1
De Nard, Gianluca
1
Dotsis, George
1
Dufays, Arnaud
1
Fornari, Fabio
1
Gillen, Benjamin J.
1
Harvey, Andrew C.
1
He, Xue-zhong
1
Hung, Jui-cheng
1
Hurvich, Clifford M.
1
Huth, Nicolas
1
Jayetileke, Harshanie L.
1
Jondeau, Eric
1
Kapetanios, George
1
Kristensen, Dennis
1
Li, Chen
1
Li, Youwei
1
Liao, Yin
1
Marsh, Terry Alan
1
Mele, Antonio
1
Papailias, Fotis
1
Rahbek, Anders
1
Ren, Yu
1
Sizova, Natalia
1
Teräsvirta, Timo
1
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HFDF <1, 1995, Zürich>
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Journal of empirical finance
Journal of econometrics
409
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
166
Economics letters
151
Econometric theory
145
International journal of forecasting
120
Journal of the American Statistical Association : JASA
117
Econometric reviews
108
CEMMAP working papers / Centre for Microdata Methods and Practice
105
The econometrics journal
83
Journal of forecasting
80
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
73
Discussion paper / Tinbergen Institute
70
Discussion paper series / IZA
50
Discussion papers of interdisciplinary research project 373
45
Econometrics : open access journal
45
Working paper / Department of Econometrics and Business Statistics, Monash University
44
Cowles Foundation discussion paper
43
Applied economics letters
39
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
39
European journal of operational research : EJOR
39
Economic modelling
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
Computational economics
34
SFB 649 discussion paper
34
Insurance / Mathematics & economics
33
Journal of risk and financial management : JRFM
33
CREATES research paper
32
Finance research letters
31
KBI
31
Working paper
30
Applied economics
29
CESifo working papers
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
29
Journal of applied econometrics
27
Cambridge working papers in economics
26
Empirical economics : a quarterly journal of the Institute for Advanced Studies
25
Working papers / TSE : WP
25
Journal of financial econometrics
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
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:
6
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:
7
The benefits of improved covariance estimation
Turtle, Harry J.
;
Wang, Kainan
- In:
Journal of empirical finance
37
(
2016
),
pp. 233-246
Persistent link: https://www.econbiz.de/10011663041
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
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:
10
The dynamics of squared returns under contemporaneous aggregation of GARCH models
Jondeau, Eric
- In:
Journal of empirical finance
32
(
2015
),
pp. 80-93
Persistent link: https://www.econbiz.de/10011556785
Saved in:
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