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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Finance India : the quarterly journal of Indian Institute of Finance"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of regional science"
~isPartOf:"Metrika : international journal for theoretical and applied statistics"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Share price
Theory
Estimation theory
1,712
Schätztheorie
1,712
Theorie
455
Nichtparametrisches Verfahren
316
Nonparametric statistics
316
Time series analysis
305
Zeitreihenanalyse
305
Regression analysis
272
Regressionsanalyse
272
Estimation
223
Schätzung
219
Panel
156
Panel study
156
Statistical test
152
Statistischer Test
152
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118
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118
Method of moments
99
Momentenmethode
98
Induktive Statistik
82
Statistical inference
82
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78
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78
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77
Autokorrelation
77
Forecasting model
73
Prognoseverfahren
73
Bootstrap approach
71
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71
Instrumental variables
68
Cointegration
64
Kointegration
63
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61
Stochastischer Prozess
61
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60
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60
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59
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59
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498
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Article in journal
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500
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7
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7
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3
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500
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Chib, Siddhartha
6
Gouriéroux, Christian
6
Lee, Lung-fei
6
Li, Qi
6
Phillips, Peter C. B.
6
Tauchen, George Eugene
6
Todorov, Viktor
6
Kohn, Robert
5
Li, Jia
5
Baltagi, Badi H.
4
Granger, C. W. J.
4
Hsiao, Cheng
4
Kelejian, Harry H.
4
Kim, Donggyu
4
King, Maxwell L.
4
Schmidt, Peter
4
Srivastava, Virendra K.
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Atkinson, Scott Estes
3
Chen, Songnian
3
Diebold, Francis X.
3
Donald, Stephen G.
3
Francq, Christian
3
Franses, Philip Hans
3
Godfrey, L. G.
3
Golan, Amos
3
Gonzalo, Jesús
3
Greenberg, Edward S.
3
Haldrup, Niels
3
Horowitz, Joel
3
Lütkepohl, Helmut
3
Magnus, Jan R.
3
McMillen, Daniel P.
3
Mukhopadhyay, Nitis
3
Newey, Whitney K.
3
Ohtani, Kazuhiro
3
Powell, James
3
Prucha, Ingmar R.
3
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Finance India : the quarterly journal of Indian Institute of Finance
Journal of econometrics
Journal of regional science
Metrika : international journal for theoretical and applied statistics
Economics letters
388
Econometric theory
286
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
242
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
208
Journal of quantitative economics : official journal of the Indian Econometric Society
138
Journal of applied econometrics
136
Econometric reviews
133
The review of economics and statistics
123
Oxford bulletin of economics and statistics
100
Statistical papers
79
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
68
The review of economic studies
61
International economic review
59
Annales d'économie et de statistique
57
Journal of forecasting
52
Applied economics
51
American journal of agricultural economics
50
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
47
Journal of the Royal Statistical Society
41
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
39
Journal of economic dynamics & control
37
International economic journal
35
The Indian economic journal
35
Journal of productivity analysis
32
The econometrics journal
32
The journal of finance : the journal of the American Finance Association
26
Economic modelling
24
Jahrbücher für Nationalökonomie und Statistik
24
Journal of empirical finance
24
The Indian journal of economics
24
International journal of forecasting
23
Journal of international money and finance
23
Economie & prévision : EP
22
The Pakistan development review : PDR
22
Journal of financial and quantitative analysis : JFQA
21
Journal of monetary economics
21
The review of financial studies
21
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ECONIS (ZBW)
500
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500
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1
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
2
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
3
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:
4
Modeling stock market return volatility : GARCH evidence from Nifty Realty Index
Jain, Dhara
;
Mittal, Sachin K.
;
Choudhary, Vipin
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
1
,
pp. 159-169
Persistent link: https://www.econbiz.de/10013349014
Saved in:
5
A time-varying parameter model for local explosions
Blasques, Francisco
;
Koopman, Siem Jan
;
Nientker, Marc
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 65-84
Persistent link: https://www.econbiz.de/10013441623
Saved in:
6
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:
7
Asset selection based on high frequency Sharpe ratio
Wang, Christina Dan
;
Chen, Zhao
;
Lian, Yimin
;
Chen, Min
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 168-188
Persistent link: https://www.econbiz.de/10013441645
Saved in:
8
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
9
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
10
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
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