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subject:"Share price"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Bankenaufsicht"
~subject:"CAPM"
~subject:"Deutschland"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Share price
Bankenaufsicht
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Estimation theory
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Schätztheorie
26
Estimation
12
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Alañón Pardo, Ángel
1
Allen, David E.
1
Arize, Augustine Chuck
1
Auer, Benjamin R.
1
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Degenhardt, Thomas
1
Díaz-Mendoza, Ana-Carmen
1
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Kok Haur Ng
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1
Moneva, J. M.
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Motegi, Kaiji
1
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Peiris, Shelton
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Perote, Javier
1
Salvador, Manuel
1
Sato, Seisho
1
Syu, Fong-Yi
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1
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
146
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
73
Economics letters
35
Journal of empirical finance
33
Discussion paper / Tinbergen Institute
30
Journal of banking & finance
24
Econometric reviews
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
NBER Working Paper
23
Quantitative finance
23
The journal of finance : the journal of the American Finance Association
23
Economic modelling
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Finance research letters
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Journal of financial economics
21
NBER working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of financial econometrics
19
Working paper / National Bureau of Economic Research, Inc.
19
CREATES research paper
18
Econometric theory
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Discussion paper
17
Working paper
17
International journal of forecasting
16
Journal of risk and financial management : JRFM
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Europäische Hochschulschriften / 5
15
International journal of theoretical and applied finance
15
SFB 649 discussion paper
15
Journal of financial and quantitative analysis : JFQA
14
International journal of economics and financial issues : IJEFI
13
Journal of forecasting
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The econometrics journal
13
The review of financial studies
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Applied economics
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Discussion paper series / IZA
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Cambridge working papers in economics
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ECONIS (ZBW)
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1
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
2
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
3
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
4
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
5
The "Sell in May" effect : a review and new empirical evidence
Degenhardt, Thomas
;
Auer, Benjamin R.
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 169-205
Persistent link: https://www.econbiz.de/10012036281
Saved in:
6
Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
Saved in:
7
Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation
Li, Leon
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 116-135
Persistent link: https://www.econbiz.de/10011878799
Saved in:
8
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
Saved in:
9
GARCH models, tail indexes and error distributions : an empirical investigation
Horváth, Roman
;
Šopov, Boril
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
Saved in:
10
Evidence of information transmission across currency futures markets using frequency domain tests
Kumar, Satish
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 319-327
Persistent link: https://www.econbiz.de/10011672977
Saved in:
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