//--> //--> //--> //-->
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:"Journal of econometrics"
~isPartOf:"The review of financial studies"
~subject:"Share price"
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
Sequential matching estimation...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Share price
Theorie
2,485
Theory
2,485
Estimation theory
1,664
Schätztheorie
1,664
Zeitreihenanalyse
609
Time series analysis
608
Nichtparametrisches Verfahren
549
Nonparametric statistics
549
Estimation
436
Schätzung
432
Regression analysis
403
Regressionsanalyse
403
USA
369
United States
369
Volatility
298
Volatilität
298
Statistical test
291
Statistischer Test
291
Panel
252
Panel study
252
Forecasting model
230
Prognoseverfahren
230
Börsenkurs
221
CAPM
209
Stochastic process
192
Stochastischer Prozess
192
Capital income
184
Kapitaleinkommen
184
Method of moments
176
Momentenmethode
175
Portfolio selection
150
Portfolio-Management
150
Statistical distribution
148
Statistische Verteilung
148
Bayes-Statistik
147
Bayesian inference
147
Bootstrap approach
146
Bootstrap-Verfahren
146
Cointegration
141
more ...
less ...
Online availability
All
Undetermined
82
Free
1
Type of publication
All
Article
221
Type of publication (narrower categories)
All
Article in journal
221
Aufsatz in Zeitschrift
221
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
221
Author
All
Todorov, Viktor
8
Tauchen, George Eugene
7
Foucault, Thierry
6
Li, Jia
5
Kim, Donggyu
4
Madhavan, Ananth Narayan
4
Subrahmanyam, Avanidhar
4
Admati, Anat R.
3
Başak, Suleyman
3
Francq, Christian
3
Grammig, Joachim
3
Mykland, Per A.
3
Pfleiderer, Paul
3
Spiegel, Matthew
3
Wang, Yazhen
3
Yang, Xiye
3
Andersen, Torben
2
Banerjee, Snehal
2
Bhattacharya, Utpal
2
Bollerslev, Tim
2
Bond, Philip
2
Bossaerts, Peter L.
2
Christensen, Kim
2
Clinet, Simon
2
Duffie, Darrell
2
Easley, David
2
Engle, Robert F.
2
Fernandes, Marcelo
2
Foster, F. Douglas
2
Frésard, Laurent
2
George, Thomas J.
2
Huang, Roger D.
2
Hwang, Chuan-yang
2
Kirby, Chris
2
Lamont, Owen A.
2
Li, Yingying
2
Liesenfeld, Roman
2
Ljungqvist, Alexander
2
Lo, Andrew W.
2
MacKinlay, Archie Craig
2
more ...
less ...
Published in...
All
Journal of econometrics
The review of financial studies
NBER working paper series
236
Working paper / National Bureau of Economic Research, Inc.
227
Finance research letters
193
NBER Working Paper
183
The journal of finance : the journal of the American Finance Association
144
Journal of banking & finance
136
Journal of financial economics
118
International review of financial analysis
111
Discussion paper / Centre for Economic Policy Research
108
International review of economics & finance : IREF
98
Economic modelling
91
Applied economics
89
Journal of empirical finance
89
The North American journal of economics and finance : a journal of financial economics studies
88
Economics letters
87
Applied economics letters
84
Journal of economic dynamics & control
70
Journal of risk and financial management : JRFM
60
Review of quantitative finance and accounting
60
The European journal of finance
58
CESifo working papers
56
Journal of financial and quantitative analysis : JFQA
56
Research in international business and finance
56
Journal of international financial markets, institutions & money
55
Quantitative finance
55
Journal of financial markets
54
Applied financial economics
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
The American economic review
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
Pacific-Basin finance journal
48
Research paper series / Swiss Finance Institute
48
Journal of forecasting
44
Working paper
44
Management science : journal of the Institute for Operations Research and the Management Sciences
43
SFB 649 discussion paper
42
Discussion paper / Tinbergen Institute
41
Energy economics
41
more ...
less ...
Source
All
ECONIS (ZBW)
221
Showing
1
-
10
of
221
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Saved in:
2
Sieve estimation of option-implied state price density
Luo, Junwen
;
Qu, Zhongjun
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 88-112
Persistent link: https://www.econbiz.de/10013275364
Saved in:
3
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
4
Efficient asymptotic variance reduction when estimating volatility in high frequency data
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 103-142
Persistent link: https://www.econbiz.de/10012110370
Saved in:
5
On high frequency estimation of the frictionless price : the use of observed liquidity variables
Chaker, Selma
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 127-143
Persistent link: https://www.econbiz.de/10011917437
Saved in:
6
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
7
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
8
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
Saved in:
9
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
10
Testing for self-excitation in jumps
Boswijk, Herman Peter
;
Laeven, Roger J. A.
;
Yang, Xiye
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 256-266
Persistent link: https://www.econbiz.de/10011974668
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->