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subject:"United States"
type_genre:"Article in journal"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of futures markets"
~subject:"Börsenkurs"
~subject:"Time series analysis"
~type_genre:"Bibliography included"
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Search: subject_exact:"Estimation"
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United States
Börsenkurs
Time series analysis
Estimation
430
Schätzung
426
Theorie
161
Theory
161
USA
125
Volatility
91
Volatilität
91
Share price
54
Business cycle
49
Konjunktur
49
Monetary policy
47
Schock
47
Shock
47
Geldpolitik
46
Forecasting model
42
Prognoseverfahren
42
VAR model
42
VAR-Modell
42
Capital income
39
Kapitaleinkommen
39
Option pricing theory
38
Optionspreistheorie
38
Welt
38
World
38
Zeitreihenanalyse
36
Commodity derivative
34
Rohstoffderivat
34
Index futures
33
Index-Futures
33
Bayes-Statistik
31
Bayesian inference
31
Derivat
26
Derivative
26
Hedging
26
Portfolio selection
26
Portfolio-Management
26
Risikoprämie
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2
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Article
193
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Article in journal
Bibliography included
Aufsatz in Zeitschrift
193
Language
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English
193
Author
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Wang, George H. K.
5
Sarno, Lucio
4
Shrestha, Keshab
3
Agarwalla, Sobhesh Kumar
2
Aguiar-Conraria, Luís
2
Bali, Turan G.
2
Berger, Tino
2
Chan, Joshua
2
Dhaene, Geert
2
Ederington, Louis H.
2
Everaert, Gerdie
2
Faff, Robert W.
2
Frino, Alex
2
Hommes, Cars H.
2
Ireland, Peter N.
2
Lien, Da-hsiang Donald
2
Lim, Kian-Guan
2
Martins, Manuel Mota Freitas
2
Miffre, Joëlle
2
Sercu, Piet
2
Soares, Maria Joana
2
Xu, Ke
2
Yau, Jot
2
Aboura, Sofiane
1
Adkins, Lee Chester
1
Ahn, Hie Joo
1
Amir Ahmadi, Pooyan
1
Anderson, Heather Margot
1
Anderson, Richard G.
1
Ané, Thierry
1
Arisoy, Yakup Eser
1
Bansal, Naresh K.
1
Barkoulas, John T.
1
Beaudry, Paul
1
Beltratti, Andrea
1
Benati, Luca
1
Benet, Bruce A.
1
Bierwag, Gerald O.
1
Bollen, Nicolas P. B.
1
Bollerslev, Tim
1
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Journal of economic dynamics & control
The journal of futures markets
Applied economics
419
Applied economics letters
296
Economic modelling
226
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
187
Journal of econometrics
187
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
183
Applied financial economics
178
Finance research letters
172
The review of economics and statistics
172
International review of economics & finance : IREF
167
Journal of banking & finance
160
The journal of finance : the journal of the American Finance Association
157
Economics letters
155
The American economic review
152
The North American journal of economics and finance : a journal of financial economics studies
139
Energy economics
136
International review of financial analysis
134
Journal of applied econometrics
123
Journal of international money and finance
117
Journal of empirical finance
116
Journal of international financial markets, institutions & money
100
Journal of financial economics
99
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
The review of financial studies
96
International journal of forecasting
95
Journal of money, credit and banking : JMCB
93
Review of quantitative finance and accounting
88
Research in international business and finance
84
Journal of financial and quantitative analysis : JFQA
82
International journal of finance & economics : IJFE
81
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
79
Journal of monetary economics
76
Journal of political economy
76
Journal of risk and financial management : JRFM
76
American economic journal : a journal of the American Economic Association
75
Journal of forecasting
75
Journal of macroeconomics
75
The empirical economics letters : a monthly international journal of economics
69
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ECONIS (ZBW)
193
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1
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10
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193
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1
Risks and risk premia in the US Treasury market
Li, Junye
;
Sarno, Lucio
;
Zinna, Gabriele
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
Saved in:
2
Forecasting realized volatility : new evidence from time-varying jumps in VIX
Dutta, Anupam
;
Das, Debojyoti
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2165-2189
Persistent link: https://www.econbiz.de/10013465875
Saved in:
3
Non-linear dimension reduction in factor-augmented vector autoregressions
Klieber, Karin
- In:
Journal of economic dynamics & control
159
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532393
Saved in:
4
Price discovery and long-memory property : simulation and empirical evidence from the bitcoin market
Xu, Ke
;
Chen, Yu-Lun
;
Liu, Bo
;
Chen, Jian
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 605-618
Persistent link: https://www.econbiz.de/10014536658
Saved in:
5
Rational bubbles : too many to be true?
Caravello, Tomas E.
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014478681
Saved in:
6
Duration structure of unemployment hazards and the trend unemployment rate
Ahn, Hie Joo
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014478697
Saved in:
7
The Phillips curve at 65 : time for time and frequency
Aguiar-Conraria, Luís
;
Martins, Manuel Mota Freitas
; …
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014478731
Saved in:
8
Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo
;
Poon, Aubrey
;
Rossini, Luca
;
Zhu, Dan
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
Saved in:
9
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
10
High-frequency trading and market quality : evidence from account-level futures data
Coughlan, John
;
Orlov, Alexei G.
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1126-1160
Persistent link: https://www.econbiz.de/10014339377
Saved in:
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