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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"United States"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~subject:"1974-1988"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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United States
1974-1988
Share price
Estimation theory
110
Schätztheorie
110
Theorie
44
Theory
44
USA
22
Time series analysis
21
Zeitreihenanalyse
21
Capital income
13
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Estimation
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Granger, C. W. J.
2
Hyung, Namwon
2
White, Halbert
2
Barnhart, Scott W.
1
Bradley, Michael G.
1
Chan, Louis K. C.
1
Connolly, Robert A.
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Deb, Partha
1
Donaldson, R. Glen
1
Engle, Robert F.
1
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1
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1
Hentschel, Ludger
1
Joerding, Wayne H.
1
Jokivuolle, Esa
1
Kamstra, Mark J.
1
Kim, Tae-hwan
1
Klein, April
1
Kramer, Lisa A.
1
Lakonishok, Josef
1
Lumpkin, Stephen A.
1
McQueen, Grant R.
1
Porter, David C.
1
Ronen, Tavy
1
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1
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1
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1
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1
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1
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1
Sögner, Leopold
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1
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1
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Journal of financial and quantitative analysis : JFQA
Discussion paper / Department of Economics, University of California San Diego
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
110
Journal of econometrics
77
The review of economics and statistics
44
Working paper / National Bureau of Economic Research, Inc.
36
Economics letters
26
Journal of applied econometrics
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
American journal of agricultural economics
19
NBER working paper series
18
The journal of finance : the journal of the American Finance Association
18
Applied economics
16
Journal of empirical finance
16
The journal of futures markets
16
Journal of banking & finance
15
Journal of forecasting
15
The review of financial studies
15
CREATES research paper
14
Discussion paper series / IZA
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
International journal of forecasting
13
Working paper
13
Journal of macroeconomics
12
Technical working paper / National Bureau of Economic Research
12
The review of economic studies
12
Discussion paper / Centre for Economic Policy Research
11
Discussion paper / Tinbergen Institute
11
Economic modelling
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of money, credit and banking : JMCB
10
Applied financial economics
9
Cambridge working papers in economics
9
Discussion paper
9
Econometric reviews
9
International economic review
9
Journal of financial economics
9
NBER Working Paper
9
Oxford bulletin of economics and statistics
9
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ECONIS (ZBW)
23
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1
On more robust estimation of skewness and kurtosis : simulation and application to the S&P500 index
Kim, Tae-hwan
;
White, Halbert
-
2003
Persistent link: https://www.econbiz.de/10002118385
Saved in:
2
Estimating the equity premium
Donaldson, R. Glen
;
Kamstra, Mark J.
;
Kramer, Lisa A.
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 813-846
Persistent link: https://www.econbiz.de/10008758096
Saved in:
3
The economic role of jumps and recovery rates in the market for corporate default risk
Schneider, Paul
;
Sögner, Leopold
;
Veza, Tanja
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1517-1547
Persistent link: https://www.econbiz.de/10008909155
Saved in:
4
Errors in implied volatility estimation
Hentschel, Ludger
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 779-810
Persistent link: https://www.econbiz.de/10001859254
Saved in:
5
Occasional structural breaks and long memory
Granger, C. W. J.
;
Hyung, Namwon
-
1999
Persistent link: https://www.econbiz.de/10001395178
Saved in:
6
Dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000988757
Saved in:
7
Moment-based estimation of latent class models of event counts
Deb, Partha
;
Xia, Ming
;
Trivedi, Pravin K.
-
1998
Persistent link: https://www.econbiz.de/10000988762
Saved in:
8
Econometric analysis of discrete-valued irregulary-spaced financial transactions data using a new autoregressive conditional multinominal model
Russell, Jeffrey R.
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000988764
Saved in:
9
Introduction to m-m processes
Granger, C. W. J.
;
Hyung, Namwon
-
1998
Persistent link: https://www.econbiz.de/10000993944
Saved in:
10
Tests and properties of variance rations in microstructure studies
Ronen, Tavy
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 183-204
Persistent link: https://www.econbiz.de/10001224466
Saved in:
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