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subject:"Share price"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of forecasting"
~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
300
Schätztheorie
300
Time series analysis
123
Zeitreihenanalyse
123
Forecasting model
88
Prognoseverfahren
88
Estimation
66
Schätzung
66
Theorie
57
Theory
57
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43
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39
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14
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Song, Yuping
2
Ahlgren, Niklas
1
An, Yang
1
Antell, Jan
1
Atici, Kazim Baris
1
Balter, Janine
1
Blanco-Fernández, Ángela
1
Chan, Ngai Hang
1
Chen, Yi-ting
1
Enginar, Onur
1
Engle, Robert F.
1
Fei, Tianlun
1
Fischer, Henning
1
Gong, Jinguo
1
Hassler, Uwe
1
Hou, Weijie
1
Kurek, Bartosz
1
Lee, Kyungsub
1
Li, Zhenwei
1
Lin, Chang-ching
1
Liu, Xiaoquan
1
Ma, Zhiren
1
McMillan, David G.
1
Mishra, Anuj
1
Moon, Seongman
1
Nonejad, Nima
1
Ramanathan, Thekke Variyam
1
Rodrigues, Paulo M. M.
1
Rubia, Antonio
1
Rydberg, Tina Hvild
1
Shephard, Neil G.
1
Shi, Daimin
1
Silvennoinen, Annastiina
1
Sun, Xiaoyu
1
Teräsvirta, Timo
1
Velasco, Carlos
1
Wen, Conghua
1
Winker, Peter
1
Wu, Weiou
1
Zhou, Shengyi
1
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Discussion paper series / IZA
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of forecasting
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 empirical finance
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 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
4
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ECONIS (ZBW)
19
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1
Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
2
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
3
Optimal forecast error as an unbiased estimator of abnormal return : a proposition
Enginar, Onur
;
Atici, Kazim Baris
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 158-166
Persistent link: https://www.econbiz.de/10012796281
Saved in:
4
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:
5
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:
6
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:
7
Short‐term stock price prediction based on limit order book dynamics
An, Yang
;
Chan, Ngai Hang
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
Saved in:
8
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
9
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:
10
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:
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