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subject:"Capital income"
subject:"Share price"
~isPartOf:"Computational economics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
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Search: subject_exact:"Estimation theory"
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Capital income
Share price
Estimation theory
329
Schätztheorie
329
Theorie
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Theory
89
Estimation
73
Schätzung
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Time series analysis
67
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Krämer, Walter
3
Runde, Ralf
2
Arora, Vipin
1
Balachandran, Bala V.
1
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1
Bauwens, Luc
1
Braun, Phillip A.
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1
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1
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Computational economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
The journal of finance : the journal of the American Finance Association
Journal of econometrics
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Journal of empirical finance
24
Economics letters
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Finance research letters
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Journal of banking & finance
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Journal of financial and quantitative analysis : JFQA
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Journal of financial economics
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Cambridge working papers in economics
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International journal of economics and financial issues : IJEFI
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International review of financial analysis
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Review of quantitative finance and accounting
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The journal of business : B
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International journal of forecasting
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Journal of economic dynamics & control
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SFB 649 discussion paper
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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CESifo working papers
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CREATES research paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
Robust portfolio optimization based on semi-parametric ARMA-TGARCH-EVT model with mixed copula using WCVaR
Deng, Xue
;
Liang, Ying
- In:
Computational economics
61
(
2023
)
1
,
pp. 267-294
Persistent link: https://www.econbiz.de/10014228426
Saved in:
2
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
3
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
4
A non-parametric test and predictive model for signed path dependence
Dias, Fabio S.
;
Peters, Gareth
- In:
Computational economics
56
(
2020
)
2
,
pp. 461-498
Persistent link: https://www.econbiz.de/10012272043
Saved in:
5
Switching-regime regression for modeling and predicting a stock market return
Szulczyk, Kenneth R.
;
Zhang, Changyong
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
5
,
pp. 2385-2403
Persistent link: https://www.econbiz.de/10012314364
Saved in:
6
Low complexity algorithmic trading by feedforward neural networks
Levendovszky, J.
;
Reguly, I.
;
Olah, A.
;
Ceffer, A.
- In:
Computational economics
54
(
2019
)
1
,
pp. 267-279
Persistent link: https://www.econbiz.de/10012134157
Saved in:
7
A note on the estimation of a gamma-variance process : learning from a failure
Cervellera, Gian P.
;
Tucci, Marco Paolo
- In:
Computational economics
49
(
2017
)
3
,
pp. 363-385
Persistent link: https://www.econbiz.de/10011762113
Saved in:
8
Nonlinearities and tests of asset price bubbles
Arora, Vipin
;
Shi, Shuping
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1421-1433
Persistent link: https://www.econbiz.de/10011481717
Saved in:
9
Nonparametric testing for anomaly effects in empirical asset pricing models
Jin, Sainan
;
Su, Liangjun
;
Zhang, Yonghui
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 9-36
Persistent link: https://www.econbiz.de/10011285985
Saved in:
10
Long memory in volatilities of German stock returns
Sibbertsen, Philipp
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
3
,
pp. 477-488
Persistent link: https://www.econbiz.de/10002222104
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