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subject:"Share price"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international money and finance"
~subject:"Canada"
~subject:"Capital mobility"
~subject:"Deutschland"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Share price
Canada
Capital mobility
Deutschland
USA
Estimation theory
1,670
Schätztheorie
1,670
Theorie
391
Theory
391
Nichtparametrisches Verfahren
313
Nonparametric statistics
313
Zeitreihenanalyse
312
Time series analysis
311
Regression analysis
269
Regressionsanalyse
269
Estimation
228
Schätzung
224
Panel
157
Panel study
157
Statistical test
151
Statistischer Test
151
Volatility
117
Volatilität
117
Method of moments
99
Momentenmethode
98
Induktive Statistik
82
Statistical inference
82
Maximum likelihood estimation
81
Maximum-Likelihood-Schätzung
81
Autocorrelation
77
Autokorrelation
77
Forecasting model
75
Prognoseverfahren
75
Bootstrap approach
71
Bootstrap-Verfahren
71
Instrumental variables
69
Cointegration
65
Kointegration
64
Statistical distribution
62
Statistische Verteilung
62
Stochastic process
61
Stochastischer Prozess
61
Causality analysis
59
Kausalanalyse
59
IV-Schätzung
58
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91
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1
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1
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English
91
Author
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Todorov, Viktor
6
Li, Jia
5
Tauchen, George Eugene
5
Kim, Donggyu
4
Francq, Christian
3
Wang, Yazhen
3
Andersen, Torben
2
Cheung, Yin-Wong
2
Clinet, Simon
2
Jansen, Willem Jos
2
LaFrance, Jeffrey T.
2
Li, Yingying
2
Mayer, Walter James
2
Mroz, Thomas A.
2
Mykland, Per A.
2
Pope, Rulon D.
2
Potiron, Yoann
2
Rodrigues, Paulo M. M.
2
Shephard, Neil G.
2
Xiu, Dacheng
2
Zakoïan, Jean-Michel
2
Zhang, Congshan
2
Zhang, Lan
2
Abadie, Alberto
1
Agnew, G. K.
1
Ahsan, Nazmul
1
Aknouche, Abdelhakim
1
Atkinson, Scott Estes
1
Baltagi, Badi H.
1
Bams, Dennis
1
Bansal, Ravi
1
Beatty, T. K. M.
1
Beyer, Robert
1
Blasques, Francisco
1
Bollerslev, Tim
1
Bouezmarni, Taoufik
1
Breidt, F. Jay
1
Buchinsky, Moshe
1
Chaker, Selma
1
Chen, Min
1
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Journal of econometrics
Journal of international money and finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
120
The review of economics and statistics
44
Working paper / National Bureau of Economic Research, Inc.
37
Economics letters
33
Journal of applied econometrics
27
Discussion paper series / IZA
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
NBER working paper series
21
American journal of agricultural economics
20
Applied economics
20
Discussion paper
20
The journal of finance : the journal of the American Finance Association
18
Working paper
17
Journal of financial and quantitative analysis : JFQA
16
The journal of futures markets
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Europäische Hochschulschriften / 5
15
International journal of forecasting
15
Journal of banking & finance
15
Journal of empirical finance
15
Journal of forecasting
15
NBER Working Paper
15
The review of financial studies
15
CREATES research paper
14
Oxford bulletin of economics and statistics
14
Discussion paper / Centre for Economic Policy Research
13
Discussion paper / Tinbergen Institute
13
Journal of macroeconomics
13
Applied economics letters
12
Economic modelling
12
International economic review
12
Technical working paper / National Bureau of Economic Research
12
The review of economic studies
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Applied financial economics
10
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Econometric reviews
10
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ECONIS (ZBW)
91
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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
Primary market demand for German government bonds
Shida, Jakob
- In:
Journal of international money and finance
137
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014478147
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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