//--> //--> //--> //-->
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
type_genre:"Collection of articles of several authors"
~isPartOf:"Journal of empirical finance"
~subject:"Stochastic process"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Time series analysis
Estimation theory
75
Schätztheorie
75
Zeitreihenanalyse
24
Estimation
22
Schätzung
22
Volatility
20
Volatilität
20
Capital income
19
Kapitaleinkommen
19
Theorie
17
Theory
17
ARCH model
13
ARCH-Modell
13
Forecasting model
12
Prognoseverfahren
12
Börsenkurs
11
Portfolio selection
11
Portfolio-Management
11
Share price
11
Stochastischer Prozess
10
Autocorrelation
9
Autokorrelation
9
Statistical distribution
8
Statistische Verteilung
8
Correlation
7
Korrelation
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Yield curve
7
Zinsstruktur
7
CAPM
6
Regression analysis
5
Regressionsanalyse
5
USA
5
United States
5
Bayes-Statistik
4
Bayesian inference
4
Interest rate
4
more ...
less ...
Online availability
All
Undetermined
15
Free
1
Type of publication
All
Article
33
Type of publication (narrower categories)
All
Collection of articles of several authors
Article in journal
Aufsatz in Zeitschrift
33
Language
All
English
33
Author
All
Kristensen, Dennis
2
McKenzie, Michael D.
2
Rahbek, Anders
2
Satchell, Stephen
2
Wongwachara, Warapong
2
Abergel, Frédéric
1
Agosto, Arianna
1
Amado, Cristina
1
Asai, Manabu
1
Astill, Sam
1
Baillie, Richard
1
Ball, Clifford A.
1
Berens, Tobias
1
Bohn Nielsen, Heino
1
Broze, Laurence
1
Campbell, John Y.
1
Cavaliere, Giuseppe
1
Chambers, Marcus J.
1
Chan, Chia-ying
1
Creel, Michael D.
1
Dalla, Violetta
1
Daníelsson, Jón
1
Dark, Jonathan
1
Dolatabadi, Sepideh
1
Ghose, Devajyoti
1
Hao, Hong-Xia
1
Harvey, Andrew C.
1
Harvey, David I.
1
He, Xue-zhong
1
Huth, Nicolas
1
Jondeau, Eric
1
Kang, Kyu Ho
1
Kapetanios, George
1
Kim, Chang-Jin
1
King, Maxwell L.
1
Kinnunen, Jyri
1
Kroner, Kenneth F.
1
Lee, Cheol Woo
1
Lee, Kyungsub
1
Leybourne, Stephen James
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of econometrics
339
Econometric theory
166
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
148
Economics letters
143
Econometric reviews
97
International journal of forecasting
65
Journal of forecasting
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Applied economics letters
51
Econometrics : open access journal
49
Economic modelling
42
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
41
Journal of time series econometrics
40
The econometrics journal
40
Journal of the American Statistical Association : JASA
39
Computational economics
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Applied economics
35
Journal of applied econometrics
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Oxford bulletin of economics and statistics
23
Journal of risk and financial management : JRFM
18
Quantitative economics : QE ; journal of the Econometric Society
18
European journal of operational research : EJOR
17
Journal of financial econometrics
17
Insurance / Mathematics & economics
16
Finance research letters
15
Journal of macroeconomics
15
The review of economics and statistics
15
Journal of economic dynamics & control
14
Quantitative finance
14
Journal of banking & finance
13
The review of economic studies
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
11
International journal of production research
11
Mathematics of operations research
11
The North American journal of economics and finance : a journal of financial economics studies
11
Energy economics
10
International journal of economics and financial issues : IJEFI
10
more ...
less ...
Source
All
ECONIS (ZBW)
33
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
3
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
4
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
5
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
6
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
7
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
8
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
Saved in:
9
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
10
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->