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subject:"Share price"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Deutschland"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Share price
Deutschland
Estimation theory
250
Schätztheorie
250
Time series analysis
93
Zeitreihenanalyse
93
Estimation
70
Schätzung
70
Volatility
53
Volatilität
53
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16
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Aufsatz in Zeitschrift
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Lee, Kyungsub
2
Teräsvirta, Timo
2
Ahlgren, Niklas
1
Amado, Cristina
1
Antell, Jan
1
Balter, Janine
1
Bekaert, Geert
1
Campbell, John Y.
1
Chen, Yi-ting
1
Engle, Robert F.
1
Fornari, Fabio
1
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1
Hassler, Uwe
1
He, Xue-zhong
1
Hou, Weijie
1
Jondeau, Eric
1
Kinnunen, Jyri
1
Li, Chen
1
Li, Youwei
1
Lin, Chang-ching
1
MacDonald, Ronald
1
McMillan, David G.
1
Mele, Antonio
1
Mishra, Anuj
1
Moon, Seongman
1
Power, David M.
1
Ramanathan, Thekke Variyam
1
Ren, Yu
1
Rockinger, Michael
1
Rodrigues, Paulo M. M.
1
Rubia, Antonio
1
Rydberg, Tina Hvild
1
Seo, Byoung Ki
1
Shephard, Neil G.
1
Shi, Daimin
1
Silvennoinen, Annastiina
1
Song, Yuping
1
Tu, Yundong
1
Velasco, Carlos
1
Wu, Weiou
1
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Discussion paper series / IZA
Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Economics letters
14
Economic modelling
11
Journal of banking & finance
9
The journal of finance : the journal of the American Finance Association
9
International journal of economics and financial issues : IJEFI
8
Quantitative finance
8
Econometrics : open access journal
7
Journal of financial and quantitative analysis : JFQA
7
Journal of forecasting
7
Journal of risk and financial management : JRFM
7
The review of financial studies
7
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
6
Journal of applied econometrics
6
Journal of financial economics
6
Journal of international money and finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Finance India : the quarterly journal of Indian Institute of Finance
5
Finance research letters
5
International journal of forecasting
5
International review of financial analysis
5
Jahrbücher für Nationalökonomie und Statistik
5
Journal of international financial markets, institutions & money
5
Kredit und Kapital
5
Pacific-Basin finance journal
5
Review of quantitative finance and accounting
5
Annals of finance
4
Applied financial economics
4
Cogent economics & finance
4
Econometric reviews
4
International journal of financial research
4
International review of economics & finance : IREF
4
Journal of economic dynamics & control
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ECONIS (ZBW)
23
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23
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1
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:
2
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:
3
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
4
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
5
Nonstationary autoregressive conditional duration models
Mishra, Anuj
;
Ramanathan, Thekke Variyam
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011743716
Saved in:
6
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
7
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
8
Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high requency return data
Lee, Kyungsub
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10011431109
Saved in:
9
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
10
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
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