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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Journal of economic dynamics & control"
~subject:"1975-1984"
~subject:"1981-1984"
~subject:"Stock index"
~type_genre:"Article in journal"
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Börsenkurs
1975-1984
1981-1984
Stock index
Estimation theory
98
Schätztheorie
98
Theorie
40
Theory
40
Estimation
18
Time series analysis
16
Zeitreihenanalyse
16
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14
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11
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Rational expectations
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USA
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Option pricing theory
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Optionspreistheorie
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Schock
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Shock
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Capital income
5
Kapitaleinkommen
5
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Callen, Jeffrey L.
1
Coggin, T. Daniel
1
Emery, Douglas R.
1
Huang, Jinbo
1
Hunter, John Edward
1
Jones, Charles Parker
1
Li, Yong
1
Lof, Matthijs
1
Reiter, Sara
1
Rosenow, Bernd
1
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Advances in quantitative analysis of finance and accounting : a research annual
Journal of economic dynamics & control
Journal of econometrics
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Journal of empirical finance
12
Economic modelling
10
Economics letters
10
International journal of economics and financial issues : IJEFI
9
Journal of banking & finance
9
Quantitative finance
9
Journal of forecasting
8
Applied economics
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of financial and quantitative analysis : JFQA
7
Journal of risk and financial management : JRFM
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
Econometrics : open access journal
6
Finance research letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
Finance India : the quarterly journal of Indian Institute of Finance
5
International review of financial analysis
5
Journal of applied econometrics
5
Journal of financial economics
5
Journal of international financial markets, institutions & money
5
Pacific-Basin finance journal
5
Review of quantitative finance and accounting
5
Annals of finance
4
Applied financial economics
4
Cogent economics & finance
4
Econometric reviews
4
International journal of financial research
4
International journal of theoretical and applied finance
4
International review of economics & finance : IREF
4
Journal of economics & business
4
Journal of financial econometrics
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1
Index tracking model, downside risk and non-parametric kernel estimation
Huang, Jinbo
;
Li, Yong
;
Yao, Haixiang
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 103-128
Persistent link: https://www.econbiz.de/10011974395
Saved in:
2
Heterogeneity in stock prices : a STAR model with multivariate transition function
Lof, Matthijs
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1845-1854
Persistent link: https://www.econbiz.de/10009701922
Saved in:
3
Determining the optimal dimensionality of multivariate volatility models with tools from random matrix theory
Rosenow, Bernd
- In:
Journal of economic dynamics & control
32
(
2008
)
1
,
pp. 279-302
Persistent link: https://www.econbiz.de/10003622775
Saved in:
4
A reexamination of the seasonal anomalies : a comparison of least squares and robust estimates
Wilson, Jack W.
- In:
Advances in quantitative analysis of finance and …
3
(
1995
),
pp. 131-152
Persistent link: https://www.econbiz.de/10001211150
Saved in:
5
Threshold heteroskedastic models
Zakoïan, Jean-Michel
- In:
Journal of economic dynamics & control
18
(
1994
)
5
,
pp. 931-955
Persistent link: https://www.econbiz.de/10001168038
Saved in:
6
The correlation structure of the world stock market
Hunter, John Edward
- In:
Advances in quantitative analysis of finance and …
2
(
1993
),
pp. 1-37
Persistent link: https://www.econbiz.de/10001148527
Saved in:
7
Weak-form efficiency in the Hong Kong stock market
Callen, Jeffrey L.
(
contributor
)
- In:
Advances in quantitative analysis of finance and …
1
(
1991
),
pp. 149-159
Persistent link: https://www.econbiz.de/10001112388
Saved in:
8
Estimation issues in bond-rating models
Reiter, Sara
- In:
Advances in quantitative analysis of finance and …
1
(
1991
),
pp. 147-163
Persistent link: https://www.econbiz.de/10001112396
Saved in:
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