//--> //--> //--> //-->
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
~isPartOf:"Discussion paper series"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~subject:"Börsenkurs"
~subject:"CAPM"
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:"Method of moments"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
CAPM
Method of moments
276
Momentenmethode
275
Theorie
103
Theory
103
Estimation theory
102
Schätztheorie
102
Panel
58
Panel study
58
Estimation
48
Schätzung
48
Nichtparametrisches Verfahren
33
Nonparametric statistics
33
Statistical test
32
Statistischer Test
32
Volatility
23
Volatilität
23
GMM
22
Autocorrelation
21
Autokorrelation
21
Regression analysis
19
Regressionsanalyse
19
Räumliche Interaktion
19
Spatial interaction
19
Monte Carlo simulation
16
Capital income
15
Kapitaleinkommen
15
Maximum likelihood estimation
15
Maximum-Likelihood-Schätzung
15
Monte-Carlo-Simulation
15
Time series analysis
15
Welt
15
World
15
Zeitreihenanalyse
15
Share price
14
Bootstrap approach
13
Bootstrap-Verfahren
13
Panel data
13
Generalized method of moments
12
more ...
less ...
Online availability
All
Undetermined
13
Type of publication
All
Article
28
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Language
All
English
28
Author
All
Chernov, Mikhail
2
Gallant, A. Ronald
2
Peñaranda, Francisco
2
Sentana, Enrique
2
Tauchen, George Eugene
2
Ahn, Seung Chan
1
Ahsan, Nazmul
1
Arnold, Matthias
1
Baghdadabad, Mohammadreza Tavakoli
1
Blanco, Ivan
1
Blitz, David
1
Chao, Hsiao-ying
1
Collver, Charles
1
Dai, Yiqing
1
Dong, Liang
1
Dufour, Jean-Marie
1
Eraker, Bjørn
1
Ewald, Christian
1
Gadarowski, Christopher
1
Ghonghadze, Jaba
1
Ghysels, Eric
1
Grammig, Joachim
1
Gregoriou, Andros
1
Haque, Tariq
1
Huij, Joop
1
Hur, Jungshik
1
Ioannidis, Christos
1
Jesus, Miguel de
1
Karathanasopoulos, Andreas
1
Kitamura, Yuichi
1
Kot, Hung Wan
1
Li, Bo
1
Limthanakom, Natcha
1
Liu, Ludan
1
Liu, Zhenya
1
Lu, Shanglin
1
Lux, Thomas
1
Mallik, Girijasankar
1
Martens, Martin
1
Møller, Stig Vinther
1
more ...
less ...
Published in...
All
Discussion paper series
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
Journal of empirical finance
Journal of financial economics
9
Journal of banking & finance
8
Pacific-Basin finance journal
8
Applied economics
7
Finance research letters
7
Applied economics letters
5
Applied financial economics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of economic dynamics & control
5
Swiss Finance Institute Research Paper
5
Australian journal of management
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of international financial markets, institutions & money
4
NBER working paper series
4
Research paper series / Swiss Finance Institute
4
The European journal of finance
4
The journal of finance : the journal of the American Finance Association
4
The review of financial studies
4
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
3
Discussion paper
3
Discussion paper / Centre for Economic Policy Research
3
Economics and finance working paper series
3
Economics working paper
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Financial markets and portfolio management
3
International journal of financial research
3
International review of financial analysis
3
Journal of financial markets
3
Quantitative finance
3
Review of quantitative finance and accounting
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Working paper / National Bureau of Economic Research, Inc.
3
Working papers / Federal Reserve Bank of Atlanta
3
Annals of economics and finance
2
Beiträge zur angewandten Wirtschaftsforschung
2
CEMFI working paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Overlapping momentum portfolios
Blanco, Ivan
;
Jesus, Miguel de
;
Remesal, Alvaro
- In:
Journal of empirical finance
72
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014476787
Saved in:
2
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
3
Coskewness and reversal of momentum returns : the US and international evidence
Dong, Liang
;
Dai, Yiqing
;
Haque, Tariq
;
Kot, Hung Wan
; …
- In:
Journal of empirical finance
69
(
2022
),
pp. 241-264
Persistent link: https://www.econbiz.de/10013478531
Saved in:
4
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
5
Stochastic volatility : a tale of co-jumps, non-normality, GMM and high frequency data
Ewald, Christian
;
Zou, Yihan
- In:
Journal of empirical finance
64
(
2021
),
pp. 37-52
Persistent link: https://www.econbiz.de/10013259396
Saved in:
6
Alpha momentum and alpha reversal in country and industry equity indexes
Zaremba, Adam
;
Umutlu, Mehmet
;
Karathanasopoulos, Andreas
- In:
Journal of empirical finance
53
(
2019
),
pp. 144-161
Persistent link: https://www.econbiz.de/10012171632
Saved in:
7
How do disposition effect and anchoring bias interact to impact momentum in stock returns?
Hur, Jungshik
;
Vivek Singh
- In:
Journal of empirical finance
53
(
2019
),
pp. 238-256
Persistent link: https://www.econbiz.de/10012171673
Saved in:
8
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
Saved in:
9
Global idiosyncratic risk moments
Baghdadabad, Mohammadreza Tavakoli
;
Mallik, Girijasankar
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 731-764
Persistent link: https://www.econbiz.de/10011949902
Saved in:
10
Bringing an elementary agent-based model to the data : estimation via GMM and an application to forecasting of asset price volatility
Ghonghadze, Jaba
;
Lux, Thomas
- In:
Journal of empirical finance
37
(
2016
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011662890
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->