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subject:"Estimation"
subject:"Public choice"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~person:"Baillie, Richard"
~person:"Hansen, Lars Peter"
~person:"Hautsch, Nikolaus"
~person:"Madan, Dilip B."
~person:"Rösch, Daniel"
~source:"econis"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Schätzung"
~subject:"Spieltheorie"
~subject:"Trading volume"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
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Estimation
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Baillie, Richard
Hansen, Lars Peter
Hautsch, Nikolaus
Madan, Dilip B.
Rösch, Daniel
Apergēs, Nikolaos
2
Fitzenberger, Bernd
2
González-Astudillo, Manuel
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
Annals of finance
8
The review of financial studies
7
Journal of banking & finance
4
Journal of econometrics
4
Journal of empirical finance
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Finance and stochastics
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International journal of theoretical and applied finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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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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Journal of applied econometrics
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Journal of economic dynamics & control
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Journal of economic theory
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Journal of financial econometrics
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Journal of financial markets
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Journal of political economy
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The journal of finance : the journal of the American Finance Association
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Annual review of financial economics
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Asia Pacific financial markets
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Asia-Pacific financial markets
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Die Betriebswirtschaft : DBW
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Econometric methods and financial time series
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European finance review : the official journal of the European Finance Association
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Finance research letters
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Finanzmarkt und Portfolio-Management
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Gabler Edition Wissenschaft
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International journal of financial engineering
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Journal of international money and finance
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Market microstructure and liquidity
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NBER macroeconomics annual
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Approximating long-memory processes with low-order autoregressions : implications for modeling realized volatility
Baillie, Richard
;
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2911-2937
Persistent link: https://www.econbiz.de/10014329017
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