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subject:"Share price"
subject:"Stock index"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Oxford bulletin of economics and statistics"
~person:"Andersen, Torben"
~person:"Bibinger, Markus"
~person:"Bollerslev, Tim"
~person:"Bresson, Georges"
~person:"D'Amico, Stefania"
~person:"Frühwirth-Schnatter, Sylvia"
~person:"Galvão Júnior, Antônio Fialho"
~person:"Ghysels, Eric"
~person:"Liesenfeld, Roman"
~person:"Lütkepohl, Helmut"
~person:"Steel, Mark F. J."
~subject:"Bayesian Factor-Augmented Model"
~subject:"Correlation"
~subject:"Kapitaleinkommen"
~subject:"Markov chain"
~subject:"Noise trading"
~subject:"Theory"
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Share price
Stock index
Bayesian Factor-Augmented Model
Correlation
Kapitaleinkommen
Markov chain
Noise trading
Theory
Estimation
53
Schätzung
53
Theorie
27
Volatility
22
Volatilität
22
Time series analysis
18
Zeitreihenanalyse
18
Estimation theory
16
Schätztheorie
16
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9
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Stochastic process
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Stochastischer Prozess
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Aktienmarkt
5
Bayes-Statistik
5
Bayesian inference
5
Markov-Kette
5
Regression analysis
5
Regressionsanalyse
5
Stock market
5
ARCH model
4
ARCH-Modell
4
Factor analysis
4
Faktorenanalyse
4
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1
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1
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English
43
Author
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Andersen, Torben
Bibinger, Markus
Bollerslev, Tim
Bresson, Georges
D'Amico, Stefania
Frühwirth-Schnatter, Sylvia
Galvão Júnior, Antônio Fialho
Ghysels, Eric
Liesenfeld, Roman
Lütkepohl, Helmut
Steel, Mark F. J.
Todorov, Viktor
14
Tauchen, George Eugene
11
Li, Jia
7
Gallant, A. Ronald
5
Kim, Donggyu
5
Koop, Gary
5
Serletis, Apostolos
5
Su, Liangjun
5
Aït-Sahalia, Yacine
4
Chan, Joshua
4
Haldrup, Niels
4
Marcellino, Massimiliano
4
Pesaran, M. Hashem
4
Phillips, Peter C. B.
4
Wang, Yazhen
4
Westerlund, Joakim
4
Xiu, Dacheng
4
Bansal, Ravi
3
Cheung, Yin-Wong
3
Diebold, Francis X.
3
Ericsson, Neil R.
3
Fleissig, Adrian R.
3
Francq, Christian
3
Franses, Philip Hans
3
Harvey, Andrew C.
3
Herwartz, Helmut
3
Hong, Yongmiao
3
Klaassen, Franc
3
Kutlu, Levent
3
Lan, Wei
3
Lee, Chien-chiang
3
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Macroeconomic dynamics
Oxford bulletin of economics and statistics
Journal of financial economics
9
Discussion paper / Centre for Economic Policy Research
8
CREATES research paper
6
Finance and economics discussion series
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Working paper / National Bureau of Economic Research, Inc.
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion paper series / IZA
4
NBER Working Paper
4
NBER working paper series
4
SFB 649 discussion paper
4
Tübinger Diskussionsbeitrag
4
Tübinger Diskussionsbeiträge
4
Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
4
ERID working paper
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economics working paper
3
Journal of applied econometrics
3
Journal of economic dynamics & control
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
Working papers / Federal Reserve Bank of Chicago
3
CESifo working papers
2
CREATES Research Paper
2
DIW Berlin Discussion Paper
2
Discussion papers of interdisciplinary research project 373
2
Economics letters
2
FEDS Working Paper
2
IHS economics series : working paper
2
Journal of financial econometrics
2
Journal of international money and finance
2
Research paper series / Swiss Finance Institute
2
Working paper / Department of Economics, Johannes-Kepler-Universität of Linz
2
Annales d'économie et de statistique
1
Annals of economics and statistics
1
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ECONIS (ZBW)
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21
Bayesian exploratory factor analysis
Conti, Gabriella
;
Frühwirth-Schnatter, Sylvia
; …
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10010506092
Saved in:
22
Quantile autoregressive distributed lag model with an application to house price returns
Galvão Júnior, Antônio Fialho
;
Montes-Rojas, Gabriel
; …
- In:
Oxford bulletin of economics and statistics
75
(
2013
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10009754614
Saved in:
23
The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Liesenfeld, Roman
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
Saved in:
24
The role of the log transformation in forecasting economic variables
Lütkepohl, Helmut
;
Fang, Xu
- In:
Empirical economics : a journal of the Institute for …
42
(
2012
)
3
,
pp. 619-638
Persistent link: https://www.econbiz.de/10009547180
Saved in:
25
The Fed and the stock market : an identification based on intraday futures data
D'Amico, Stefania
;
Farka, Mira
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
1
,
pp. 126-137
Persistent link: https://www.econbiz.de/10009159104
Saved in:
26
Quantile regression for dynamic panel data with fixed effects
Galvão Júnior, Antônio Fialho
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 142-157
Persistent link: https://www.econbiz.de/10009270393
Saved in:
27
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
28
Unit root quantile autoregression testing using covariates
Galvão Júnior, Antônio Fialho
- In:
Journal of econometrics
152
(
2009
)
2
,
pp. 165-178
Persistent link: https://www.econbiz.de/10003892736
Saved in:
29
Alternative efficiency measures for multiple-output production
Fernández, Carmen
;
Koop, Gary
;
Steel, Mark F. J.
- In:
Journal of econometrics
126
(
2005
)
2
,
pp. 411-444
Persistent link: https://www.econbiz.de/10002647874
Saved in:
30
Modelling financial transaction price movements : a dynamic integer count data model
Liesenfeld, Roman
;
Nolte, Ingmar
;
Pohlmeier, Winfried
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 795-825
Persistent link: https://www.econbiz.de/10003233759
Saved in:
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