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subject:"United Kingdom"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of econometrics"
~subject:"Kapitaleinkommen"
~subject:"Wirkungsanalyse"
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United Kingdom
Kapitaleinkommen
Wirkungsanalyse
Estimation
909
Schätzung
904
Theorie
261
Theory
261
Estimation theory
226
Schätztheorie
226
Volatility
177
Volatilität
177
USA
153
United States
153
Time series analysis
141
Zeitreihenanalyse
141
Capital income
140
Börsenkurs
138
Share price
138
Nichtparametrisches Verfahren
108
Nonparametric statistics
108
Panel
101
Panel study
101
Forecasting model
86
Prognoseverfahren
86
Regression analysis
82
Regressionsanalyse
82
Aktienmarkt
69
Stock market
69
Großbritannien
61
ARCH model
58
ARCH-Modell
58
Stochastic process
50
Stochastischer Prozess
50
Exchange rate
44
Wechselkurs
44
CAPM
40
Deutschland
40
Germany
40
Factor analysis
38
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38
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Undetermined
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Article
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English
209
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Todorov, Viktor
8
Bollerslev, Tim
5
Andersen, Torben
3
Danbolt, Jo
3
Garrett, Ian
3
Tauchen, George Eugene
3
Xiu, Dacheng
3
Apergēs, Nikolaos
2
Aït-Sahalia, Yacine
2
Bevan, Alan A.
2
Brooks, Chris
2
Clare, Andrew D.
2
Harvey, Andrew C.
2
Keasey, Kevin
2
Li, Jia
2
Li, Yingying
2
Lucey, Brian M.
2
McMillan, David G.
2
Meddahi, Nour
2
Mills, Terence C.
2
Nowman, Kalid Ben
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Pesaran, M. Hashem
2
Polak, Pawel
2
Ramchander, Sanjay
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Steeley, James M.
2
Swanson, Norman R.
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Adams, Mike
1
Allen, David E.
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Alles, Lakshman
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Ammann, Manuel
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Andreou, Elena
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Angelidis, Timotheos
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Antoniou, Antonios
1
Ap Gwilym, Owain
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Argaç, Reha
1
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Applied financial economics
Journal of econometrics
Discussion paper series / IZA
512
Working paper / National Bureau of Economic Research, Inc.
443
NBER working paper series
402
NBER Working Paper
350
Discussion paper / Centre for Economic Policy Research
295
Applied economics
270
IZA Discussion Paper
198
CESifo working papers
192
Finance research letters
180
Journal of banking & finance
156
Applied economics letters
154
International review of economics & finance : IREF
154
Economic modelling
148
International review of financial analysis
143
Journal of financial economics
138
Journal of empirical finance
127
Working paper
125
Discussion paper
124
The North American journal of economics and finance : a journal of financial economics studies
108
Economics letters
102
Journal of international money and finance
99
Journal of international financial markets, institutions & money
89
ZEW discussion papers
86
The European journal of finance
85
Research in international business and finance
79
Pacific-Basin finance journal
71
Energy economics
70
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
67
International journal of finance & economics : IJFE
66
Review of quantitative finance and accounting
63
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
60
Discussion papers in economics
60
Discussion papers / CEPR
57
Management science : journal of the Institute for Operations Research and the Management Sciences
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
55
Cogent economics & finance
53
CESifo Working Paper Series
52
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ECONIS (ZBW)
209
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61
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
62
Precious metal markets, stock markets and the macroeconomic environment : FAVAR model approach
Apergēs, Nikolaos
;
Christou, Christina
;
Payne, James E.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 691-703
Persistent link: https://www.econbiz.de/10010402658
Saved in:
63
A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M.
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
Saved in:
64
Smaller portfolio returns and the risk-return trade-off for the whole market
Dorfman, Jeffrey H.
;
Park, Myung D.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 853-869
Persistent link: https://www.econbiz.de/10010405234
Saved in:
65
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
Saved in:
66
Time-varying sparsity in dynamic regression models
Kalli, Maria
;
Griffin, Jim E.
- In:
Journal of econometrics
178
(
2014
)
2
,
pp. 779-793
Persistent link: https://www.econbiz.de/10010257660
Saved in:
67
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
68
Misreported schooling, multiple measures and returns to educational qualifications
Battistin, Erich
;
De Nadai, Michele
;
Sianesi, Barbara
- In:
Journal of econometrics
181
(
2014
)
2
,
pp. 136-150
Persistent link: https://www.econbiz.de/10010473328
Saved in:
69
Idiosyncratic risk and expected returns : a panel data model with random effects
Wang, Mu-Shun
- In:
Applied financial economics
23
(
2013
)
10/12
,
pp. 869-880
Persistent link: https://www.econbiz.de/10009771164
Saved in:
70
Forecasting Eurozone real-estate returns
Pierdzioch, Christian
;
Hartmann, Daniel
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1185-1196
Persistent link: https://www.econbiz.de/10010204784
Saved in:
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