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person:"Stambaugh, Robert F."
subject:"Share price"
~person:"Bauwens, Luc"
~person:"Linton, Oliver"
~subject:"Bayesian inference"
~subject:"Linear algebra"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Share price
Bayesian inference
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Estimation theory
80
Schätztheorie
80
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35
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35
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24
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24
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21
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18
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18
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14
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10
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Stambaugh, Robert F.
Bauwens, Luc
Linton, Oliver
Tsionas, Efthymios G.
13
Maheswaran, S.
9
Tauchen, George Eugene
9
Zhang, Xinyu
9
Li, Jia
8
Zhang, Xibin
8
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7
Koop, Gary
7
Todorov, Viktor
7
Allenby, Greg M.
6
Han, Xiaoyi
6
Faff, Robert W.
5
Gallant, A. Ronald
5
Kumar, Dilip
5
Lee, Lung-fei
5
Lopes, Hedibert Freitas
5
Shephard, Neil G.
5
Simoni, Anna
5
Wang, Yazhen
5
Ardia, David
4
Chaturvedi, Anoop
4
Doppelhofer, Gernot
4
Dunson, David B.
4
Engle, Robert F.
4
Fan, Jianqing
4
Fičura, Milan
4
Francq, Christian
4
Guerrón-Quintana, Pablo A.
4
Mills, Terence C.
4
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4
Sentana, Enrique
4
Tse, Yiu Kuen
4
Zakoïan, Jean-Michel
4
Zou, Guohua
4
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3
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3
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3
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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ECONIS (ZBW)
12
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1
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
Saved in:
2
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
3
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
4
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
5
Estimation of a multiplicative correlation structure in the large dimensional case
Hafnery, Christian
;
Linton, Oliver
;
Tang, Haihan
-
2018
Persistent link: https://www.econbiz.de/10012671159
Saved in:
6
Estimation of a multiplicative correlation structure in the large dimensional case
Hafner, Christian M.
;
Linton, Oliver
;
Tang, Haihan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 431-470
Persistent link: https://www.econbiz.de/10012482816
Saved in:
7
Reflections on the probability space induced by moment conditions with implications for Bayesian inference : author response to comments
Gallant, A. Ronald
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 284-294
Persistent link: https://www.econbiz.de/10011591037
Saved in:
8
Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
Saved in:
9
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
10
Asymmetric ACD models: introducing price information in ACD models
Bauwens, Luc
;
Giot, Pierre
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 709-731
Persistent link: https://www.econbiz.de/10001798161
Saved in:
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