//--> //--> //--> //-->
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"
~isPartOf:"Economic Research Initiatives at Duke (ERID) Working Paper"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Andersen, Torben"
~person:"Bibinger, Markus"
~person:"Bollerslev, Tim"
~person:"Bresson, Georges"
~person:"Chan, Joshua"
~person:"Galvão Júnior, Antônio Fialho"
~person:"Lütkepohl, Helmut"
~person:"Todorov, Viktor"
~person:"Westerlund, Joakim"
~subject:"Bayesian Factor-Augmented Model"
~subject:"Kapitaleinkommen"
~subject:"Kointegration"
~subject:"Market microstructure"
~subject:"Martingal"
~subject:"Noise trading"
~subject:"Stochastic process"
~subject:"Theory"
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
| 26 applied filters
Year of publication
From:
To:
Subject
All
Share price
Stock index
Bayesian Factor-Augmented Model
Kapitaleinkommen
Kointegration
Market microstructure
Martingal
Noise trading
Stochastic process
Theory
Estimation
59
Schätzung
59
Volatility
39
Volatilität
39
Time series analysis
28
Zeitreihenanalyse
28
Capital income
24
Theorie
22
Estimation theory
19
Schätztheorie
19
Stochastischer Prozess
19
Börsenkurs
16
High-frequency data
16
Forecasting model
11
Prognoseverfahren
11
CAPM
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Panel
9
Panel study
9
Option pricing theory
8
Optionspreistheorie
8
Stochastic volatility
8
Risikoprämie
7
Risk premium
7
Jumps
6
Marktmikrostruktur
6
Cointegration
5
Deutschland
5
Germany
5
Martingale
5
Risiko
5
Risk
5
more ...
less ...
Online availability
All
Undetermined
32
Free
4
Type of publication
All
Article
54
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
54
Aufsatz in Zeitschrift
54
Language
All
English
56
Author
All
Andersen, Torben
Bibinger, Markus
Bollerslev, Tim
Bresson, Georges
Chan, Joshua
Galvão Júnior, Antônio Fialho
Lütkepohl, Helmut
Todorov, Viktor
Westerlund, Joakim
Tauchen, George Eugene
14
Pesaran, M. Hashem
9
Phillips, Peter C. B.
9
Marcellino, Massimiliano
8
Koop, Gary
7
Li, Jia
7
Aït-Sahalia, Yacine
6
Ghysels, Eric
6
Serletis, Apostolos
6
Timmermann, Allan
6
Fleissig, Adrian R.
5
Haldrup, Niels
5
Kelly, Bryan T.
5
Kim, Donggyu
5
Steel, Mark F. J.
5
Bansal, Ravi
4
Clark, Todd E.
4
Francq, Christian
4
Gallant, A. Ronald
4
Harvey, Andrew C.
4
Hong, Harrison G.
4
Lucas, André
4
Nielsen, Morten Ørregaard
4
Patton, Andrew J.
4
Ravazzolo, Francesco
4
Scaillet, Olivier
4
Sentana, Enrique
4
Shin, Yongcheol
4
Su, Liangjun
4
Urbain, Jean-Pierre
4
Wang, Yazhen
4
Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
Zhou, Hao
4
more ...
less ...
Published in...
All
Economic Research Initiatives at Duke (ERID) Working Paper
Journal of applied econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of financial economics
Macroeconomic dynamics
Oxford bulletin of economics and statistics
CAMA working paper series
13
CREATES research paper
6
SFB 649 discussion paper
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
ERID working paper
5
Journal of economic dynamics & control
5
Econometric reviews
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
NBER Working Paper
4
NBER working paper series
4
Working paper / National Bureau of Economic Research, Inc.
4
CESifo working papers
3
Discussion papers of interdisciplinary research project 373
3
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance and economics discussion series
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
The journal of finance : the journal of the American Finance Association
3
CREATES Research Paper
2
DIW Berlin Discussion Paper
2
EUI working paper / ECO
2
GRIPS discussion papers
2
International journal of forecasting
2
Quantitative economics : QE ; journal of the Econometric Society
2
Research memorandum / METEOR
2
Working paper / Department of Economics, Lund University
2
Annals of economics and statistics
1
Applied economics quarterly
1
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
CFS working paper series
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
more ...
less ...
Source
All
ECONIS (ZBW)
56
Showing
1
-
10
of
56
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Structural breaks in interactive effects panels and the stock market reaction to COVID-19
Karavias, Yiannis
;
Narayan, Paresh Kumar
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 653-666
Persistent link: https://www.econbiz.de/10014448426
Saved in:
2
An unobserved components model of total factor productivity and the relative price of investment
Chan, Joshua
;
Wemy, Edouard
- In:
Macroeconomic dynamics
27
(
2023
)
5
,
pp. 1397-1423
Persistent link: https://www.econbiz.de/10014306799
Saved in:
3
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:
4
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:
5
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
6
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
7
Large hybrid time-varying parameter VARs
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 890-905
Persistent link: https://www.econbiz.de/10014448455
Saved in:
8
Information gains from using short-dated options for measuring and forecasting volatility
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of applied econometrics
37
(
2022
)
2
,
pp. 368-391
Persistent link: https://www.econbiz.de/10013165240
Saved in:
9
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
10
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->