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type_genre:"Collection of articles of several authors"
~isPartOf:"Journal of econometrics"
~isPartOf:"Quantitative finance"
~subject:"Capital income"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Capital income
Estimation theory
1,639
Schätztheorie
1,639
Theorie
366
Theory
366
Nichtparametrisches Verfahren
315
Nonparametric statistics
315
Time series analysis
314
Zeitreihenanalyse
314
Regression analysis
265
Regressionsanalyse
265
Estimation
229
Schätzung
225
Panel
156
Panel study
156
Statistical test
150
Statistischer Test
150
Volatility
132
Volatilität
132
Method of moments
99
Momentenmethode
98
Forecasting model
82
Induktive Statistik
82
Prognoseverfahren
82
Statistical inference
82
Autocorrelation
79
Autokorrelation
79
Maximum likelihood estimation
79
Maximum-Likelihood-Schätzung
79
Bootstrap approach
71
Bootstrap-Verfahren
71
Stochastic process
69
Stochastischer Prozess
69
Instrumental variables
68
Cointegration
65
Kointegration
64
Statistical distribution
64
Statistische Verteilung
64
Causality analysis
59
Kausalanalyse
59
Modellierung
58
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Undetermined
45
Free
1
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Article
51
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Collection of articles of several authors
Article in journal
Aufsatz in Zeitschrift
51
Language
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English
51
Author
All
Demetrescu, Matei
4
Rodrigues, Paulo M. M.
4
Todorov, Viktor
4
Andersen, Torben
3
Li, Yingying
3
Mykland, Per A.
3
Tauchen, George Eugene
3
Taylor, Robert
3
Georgiev, Iliyan
2
Li, Jia
2
Shephard, Neil G.
2
Xiu, Dacheng
2
Zhang, Lan
2
Zheng, Xinghua
2
Ahsan, Nazmul
1
Archakov, Ilya
1
Bakalli, Gaetan
1
Bollerslev, Tim
1
Bouezmarni, Taoufik
1
Breidt, F. Jay
1
Breitung, Jörg
1
Buccheri, G.
1
Cai, T. Tony
1
Canabarro, Askery
1
Cebiroglu, Gökhan
1
Chan, Kung-sik
1
Chen, Min
1
Chen, Richard Y.
1
Chen, Rui
1
Chen, Zhao
1
Chi, Xie
1
Choi, Yongok
1
Crato, Nuno
1
Dai, Chaoxing
1
Davis, Richard A.
1
DeLima, Pedro J. F.
1
Drees, Holger
1
Dufour, Jean-Marie
1
Durham, Garland B.
1
El Ghouch, Anouar
1
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Journal of econometrics
Quantitative finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Journal of empirical finance
19
Finance research letters
14
Economics letters
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of forecasting
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Journal of financial economics
8
The review of financial studies
8
Journal of banking & finance
7
Journal of financial and quantitative analysis : JFQA
7
Journal of financial econometrics
7
The European journal of finance
7
Econometrics : open access journal
6
International journal of forecasting
6
Journal of risk and financial management : JRFM
6
Computational economics
5
Econometric reviews
5
Economic modelling
5
Financial markets and portfolio management
5
International journal of economics and financial issues : IJEFI
5
Journal of mathematical finance
5
Journal of risk
5
Review of quantitative finance and accounting
5
The journal of business : B
5
The journal of finance : the journal of the American Finance Association
5
Cogent economics & finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Insurance / Mathematics & economics
4
International review of financial analysis
4
Journal of economic dynamics & control
4
Research in international business and finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
The review of economic studies
4
The review of economics and statistics
4
Theoretical economics letters
4
Applied economics letters
3
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ECONIS (ZBW)
51
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1
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
2
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
4
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:
5
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
6
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo
;
Koopman, Siem Jan
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471518
Saved in:
7
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:
8
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
9
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
10
A penalized two-pass regression to predict stock returns with time-varying risk premia
Bakalli, Gaetan
;
Guerrier, Stéphane
;
Scaillet, Olivier
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471822
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