//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Kapitaleinkommen"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Kapitaleinkommen
Estimation theory
72
Schätztheorie
72
Time series analysis
19
Volatility
16
Volatilität
16
Estimation
15
Schätzung
15
ARCH model
11
ARCH-Modell
11
Capital income
9
Market microstructure
9
Marktmikrostruktur
9
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Risikomaß
9
Risk measure
9
Theorie
9
Theory
9
Correlation
7
Forecasting model
7
Korrelation
7
Prognoseverfahren
7
Regression analysis
7
Regressionsanalyse
7
Stochastic process
7
Stochastischer Prozess
7
Börsenkurs
6
Share price
6
Analysis of variance
5
Noise Trading
5
Noise trading
5
Statistical test
5
Statistischer Test
5
Varianzanalyse
5
CAPM
4
Multivariate Analyse
4
Multivariate analysis
4
Portfolio selection
4
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Language
All
English
23
Author
All
Corsi, Fulvio
2
Engle, Robert F.
2
Ahlgren, Niklas
1
Antell, Jan
1
Audrino, Francesco
1
Balter, Janine
1
Candelon, Bertrand
1
Chen, Jiaqin
1
Chen, Yi-ting
1
Christensen, Kim
1
Colletaz, Gilbert
1
Di, Jianing
1
Frederiksen, Per
1
Galbraith, John W.
1
Gangopadhyay, Ashis
1
Gonzalo, Jesús
1
Gregory, Allan W.
1
Hassler, Uwe
1
Herwartz, Helmut
1
Hill, Jonathan B.
1
Hsieh, Chih-sheng
1
Hurlin, Christophe
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Kokoszka, Piotr
1
Miao, Hong
1
Mira, Antonietta
1
Moon, Seongman
1
Nielsen, Frank S.
1
Peluso, Stefano
1
Podolskij, Mark
1
Reeves, Jonathan J.
1
Reimherr, Matthew
1
Rodrigues, Paulo M. M.
1
Rubia, Antonio
1
Spokojnyj, Vladimir G.
1
Suto, Nobuyuki
1
Taniai, Hiroyuki
1
Taniguchi, Masanobu
1
Taoufik, Bahaeddine
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
334
Econometric theory
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
Economics letters
142
Econometric reviews
88
International journal of forecasting
65
Journal of forecasting
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
54
Applied economics letters
52
Econometrics : open access journal
50
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Journal of time series econometrics
39
The econometrics journal
38
Economic modelling
37
Applied economics
36
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Journal of the American Statistical Association : JASA
35
Computational economics
34
Journal of empirical finance
34
Journal of applied econometrics
32
Finance research letters
24
Oxford bulletin of economics and statistics
24
Journal of risk and financial management : JRFM
22
Journal of banking & finance
18
The review of economics and statistics
18
Journal of economic dynamics & control
17
Journal of financial econometrics
17
Journal of macroeconomics
15
The review of economic studies
15
International journal of economics and financial issues : IJEFI
13
The North American journal of economics and finance : a journal of financial economics studies
13
Quantitative economics : QE ; journal of the Econometric Society
12
Quantitative finance
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
Insurance / Mathematics & economics
11
Journal of quantitative economics
11
Journal of mathematical finance
10
Journal of risk
10
Theoretical economics letters
10
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic functional regression with application to the cross-section of returns
Kokoszka, Piotr
;
Miao, Hong
;
Reimherr, Matthew
; …
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 461-485
Persistent link: https://www.econbiz.de/10011987795
Saved in:
2
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:
3
Efficient portfolio selection in a large market
Chen, Jiaqin
;
Yuan, Ming
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 496-524
Persistent link: https://www.econbiz.de/10011623668
Saved in:
4
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:
5
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
6
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
7
Expected shortfall estimation and Gaussian inference for infinite variance time series
Hill, Jonathan B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10010519664
Saved in:
8
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
9
Quarticity estimation on ohlc data
Balter, Janine
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011339287
Saved in:
10
On the properties of regression test of stock returns predictability using dividend-price ratios
Moon, Seongman
;
Velasco, Carlos
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010233601
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->