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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:"Rudolf, Markus"
~person:"Rösch, Daniel"
~person:"Schlag, Christian"
~source:"econis"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Schätzung"
~subject:"Spieltheorie"
~subject:"Trading volume"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
Public choice
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Schätzung
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20
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7
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Baillie, Richard
Hautsch, Nikolaus
Rudolf, Markus
Rösch, Daniel
Schlag, Christian
Garcia, René
8
Prokopczuk, Marcel
7
Branger, Nicole
5
Marquering, Wessel A.
5
Almeida, Caio
4
Ardison, Kym
4
Caporin, Massimiliano
4
Gouriéroux, Christian
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Herwartz, Helmut
4
Hollstein, Fabian
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Jacobsen, Ben
4
Koopman, Siem Jan
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Min, Byoung-Kyu
4
Taylor, Stephen
4
Vicente, Jose
4
Voev, Valeri
4
Wese Simen, Chardin
4
Abhyankar, Abhay
3
Balvers, Ronald J.
3
Christiansen, Charlotte
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Faff, Robert W.
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Harvey, David I.
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Härdle, Wolfgang
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Jacobs, Kris
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Kim, Dongcheol
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Levy, Haim
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Leybourne, Stephen James
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Liu, Xiaochun
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Post, Thierry
3
Rossi, Eduardo
3
Rubio, Gonzalo
3
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3
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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
Journal of economic dynamics & control
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Journal of financial and quantitative analysis : JFQA
3
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2
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Problems and perspectives in management : PPM ; international research journal
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Review of finance : journal of the European Finance Association
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Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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ECONIS (ZBW)
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1
A jumping index of jumping stocks? : an MCMC analysis of continuous-time models for individual stocks
Pollastri, Alessandro
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of empirical finance
70
(
2023
),
pp. 322-341
Persistent link: https://www.econbiz.de/10014423714
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
Saved in:
9
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
Saved in:
10
Optimal portfolios when volatility can jump
Branger, Nicole
;
Schlag, Christian
;
Schneider, Eva
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 1087-1097
Persistent link: https://www.econbiz.de/10003733829
Saved in:
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