//--> //--> //--> //-->
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:"Share price"
subject:"Stock index"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~isPartOf:"NBER working paper series"
~isPartOf:"Review of quantitative finance and accounting"
~language:"eng"
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"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Share price
Stock index
Estimation
406
Schätzung
401
Estimation theory
158
Schätztheorie
158
Theorie
98
Theory
98
Time series analysis
88
Zeitreihenanalyse
88
Volatility
87
Volatilität
87
Capital income
80
Kapitaleinkommen
80
Nichtparametrisches Verfahren
78
Nonparametric statistics
78
Panel
78
Panel study
78
Börsenkurs
73
Regression analysis
68
Regressionsanalyse
68
Forecasting model
63
Prognoseverfahren
63
ARCH model
35
ARCH-Modell
35
Stochastic process
35
Stochastischer Prozess
35
Factor analysis
33
Faktorenanalyse
33
Panel data
32
USA
28
United States
28
CAPM
25
Statistical test
25
Statistischer Test
25
Aktienmarkt
23
Causality analysis
23
Kausalanalyse
23
Markov chain
23
Markov-Kette
23
Stock market
23
more ...
less ...
Online availability
All
Undetermined
Free
112
Type of publication
All
Article
74
Type of publication (narrower categories)
All
Article in journal
74
Aufsatz in Zeitschrift
74
Language
All
English
Author
All
Todorov, Viktor
7
Li, Jia
5
Tauchen, George Eugene
5
Kim, Donggyu
4
Andersen, Torben
3
Wang, Yazhen
3
Bollerslev, Tim
2
Jawadi, Fredj
2
Mazouz, Khelifa
2
Vivek Singh
2
Zhang, Congshan
2
Abo Al Haija, Adnan
1
Ahmed, Mohamed S.
1
Alomari, Mohammad
1
Alshehri, Abdulrahman F.
1
Andreou, Elena
1
Andriosopoulos, Dimitris
1
Baldovin, Fulvio
1
Beaulieu, Marie-Claude
1
Ben Aissia, Dorsaf
1
Benamraoui, Abdelfahid
1
Bhattacharya, Debarati
1
Bibinger, Markus
1
Bondarenko, Oleg
1
Bouden, Habiba Mrissa
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Cevik, Emrah Ismail
1
Chaker, Selma
1
Cheffou, Abdoulkarim Idi
1
Chen, Rui
1
Chen, Vincent Y. S.
1
Chen, Xin
1
Chiang, Thomas C.
1
Chiu, Peng-Chia
1
Choi, Yongok
1
Christensen, Kim
1
Chuang, Ming-Che
1
Clinet, Simon
1
Cui, Xiangyu
1
more ...
less ...
Published in...
All
Journal of econometrics
NBER working paper series
Review of quantitative finance and accounting
Finance research letters
137
International review of economics & finance : IREF
83
International review of financial analysis
81
The North American journal of economics and finance : a journal of financial economics studies
81
Economic modelling
66
Applied economics
65
Research in international business and finance
61
Journal of empirical finance
57
Energy economics
55
Journal of banking & finance
53
Discussion paper / Centre for Economic Policy Research
51
Pacific-Basin finance journal
49
Applied economics letters
46
Journal of international financial markets, institutions & money
45
Working paper / National Bureau of Economic Research, Inc.
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
35
Journal of financial economics
31
Management science : journal of the Institute for Operations Research and the Management Sciences
30
The European journal of finance
30
International journal of economics and finance
27
International journal of finance & economics : IJFE
27
Journal of financial markets
26
Quantitative finance
26
Emerging markets, finance and trade : EMFT
24
Economics letters
21
Discussion papers / CEPR
19
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
18
Global finance journal
17
International journal of emerging markets
17
Journal of international money and finance
17
Journal of financial econometrics
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
The journal of futures markets
16
Economic research
15
Investment management and financial innovations
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
International journal of forecasting
14
Journal of economic dynamics & control
14
more ...
less ...
Source
All
ECONIS (ZBW)
74
Showing
1
-
10
of
74
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
4
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
5
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
6
Dynamic interactions of actual stock returns with forecasted stock returns and investors' risk aversion : empirical evidence interplaying the impact of Covid-19 pandemic
Abo Al Haija, Adnan
;
Lahyani, Rahma
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 1129-1149
Persistent link: https://www.econbiz.de/10014342166
Saved in:
7
Predictable asset price dynamics, risk-return tradeoff, and investor behavior
Kilic, Osman
;
Marks, Joseph M.
;
Nam, Kiseok
- In:
Review of quantitative finance and accounting
59
(
2022
)
2
,
pp. 749-791
Persistent link: https://www.econbiz.de/10013459315
Saved in:
8
Volatility spillover among sector equity returns under structural breaks
Malik, Farooq
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1063-1080
Persistent link: https://www.econbiz.de/10013191782
Saved in:
9
The relation between earnings and price momentum : does it vary across regimes?
Zheng, Yao
;
Wei, Peihwang
;
Osmer, Eric
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1145-1213
Persistent link: https://www.econbiz.de/10013191852
Saved in:
10
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->