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subject:"Estimation"
subject:"Public choice"
~isPartOf:"Finanzmarkt und Portfolio-Management"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Baillie, Richard"
~person:"Hautsch, Nikolaus"
~person:"Leybourne, Stephen James"
~person:"Rösch, Daniel"
~source:"econis"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Einheitswurzeltest"
~subject:"Financial market"
~subject:"Schätzung"
~subject:"Spieltheorie"
~subject:"Trading volume"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
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Estimation
Public choice
CAPM
Capital income
Einheitswurzeltest
Financial market
Schätzung
Spieltheorie
Trading volume
Volatility
Theorie
18
Theory
18
Börsenkurs
5
Share price
5
Volatilität
5
Bubbles
4
Finanzmarkt
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Spekulationsblase
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Credit risk
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Explosive autoregression
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Handelsvolumen der Börse
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Estimation theory
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Regression analysis
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Regressionsanalyse
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Schätztheorie
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Aufsatz in Zeitschrift
Collection of articles of several authors
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17
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English
16
German
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Author
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Baillie, Richard
Hautsch, Nikolaus
Leybourne, Stephen James
Rösch, Daniel
Garcia, René
8
Prokopczuk, Marcel
7
Branger, Nicole
5
Marquering, Wessel A.
5
Almeida, Caio
4
Ardison, Kym
4
Caporin, Massimiliano
4
Gouriéroux, Christian
4
Harvey, David I.
4
Herwartz, Helmut
4
Hollstein, Fabian
4
Jacobsen, Ben
4
Koopman, Siem Jan
4
Min, Byoung-Kyu
4
Taylor, Stephen
4
Uhrig-Homburg, Marliese
4
Vicente, Jose
4
Voev, Valeri
4
Wese Simen, Chardin
4
Abhyankar, Abhay
3
Balvers, Ronald J.
3
Christiansen, Charlotte
3
Faff, Robert W.
3
Ghysels, Eric
3
Harvey, Campbell R.
3
Härdle, Wolfgang
3
Jacobs, Kris
3
Kang, Kyu Ho
3
Kim, Dongcheol
3
Levy, Haim
3
Liu, Xiaochun
3
Post, Thierry
3
Rossi, Eduardo
3
Rubio, Gonzalo
3
Rudolf, Markus
3
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HFDF <1, 1995, Zürich>
1
HFDF <2, 1998, Zürich>
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Finanzmarkt und Portfolio-Management
Journal of banking & finance
Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The econometrics journal
5
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Econometric reviews
3
Econometric theory
3
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Oxford bulletin of economics and statistics
3
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2
Journal of financial markets
2
Journal of international money and finance
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The Manchester School
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Center of Finance dissertation series
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Die Betriebswirtschaft : DBW
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Economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance research letters
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Journal of economic behavior & organization : JEBO
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Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics
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Journal of forecasting
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Journal of time series econometrics
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Market microstructure and liquidity
1
Review of derivatives research
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Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of finance : the journal of the American Finance Association
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The journal of fixed income
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ECONIS (ZBW)
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1
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
2
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
Saved in:
3
Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
40
(
2017
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
Saved in:
4
Downturn LGD modeling using quantile regression
Krüger, Steffen
;
Rösch, Daniel
- In:
Journal of banking & finance
79
(
2017
),
pp. 42-56
Persistent link: https://www.econbiz.de/10011815136
Saved in:
5
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
Saved in:
6
Assessing Euro crises from a time varying international CAPM approach
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
39
(
2016
),
pp. 197-208
Persistent link: https://www.econbiz.de/10011663843
Saved in:
7
Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Journal of empirical finance
34
(
2015
),
pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
Saved in:
8
Recursive right-tailed unit root tests for an explosive asset price bubble
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 166-187
Persistent link: https://www.econbiz.de/10010519657
Saved in:
9
Capturing the zero : a new class of zero-augmented distributions and multiplicative error processes
Hautsch, Nikolaus
;
Malec, Peter
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 89-121
Persistent link: https://www.econbiz.de/10010233604
Saved in:
10
Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields
Hautsch, Nikolaus
;
Ou, Yangguoyi
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 2988-3007
Persistent link: https://www.econbiz.de/10009673006
Saved in:
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