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subject:"Estimation"
subject:"Public choice"
~person:"Baillie, Richard"
~person:"Hautsch, Nikolaus"
~person:"Peleg, Bezalel"
~source:"econis"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Handelsvolumen der Börse"
~subject:"Schätzung"
~subject:"Spieltheorie"
~subject:"Trading volume"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Estimation
Public choice
CAPM
Capital income
Handelsvolumen der Börse
Schätzung
Spieltheorie
Trading volume
Volatility
Theorie
87
Theory
87
Game theory
20
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11
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11
Estimation theory
10
Schätztheorie
10
Time series analysis
10
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10
Neue politische Ökonomie
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49
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English
49
Author
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Baillie, Richard
Hautsch, Nikolaus
Peleg, Bezalel
Gupta, Rangan
41
Güth, Werner
41
Gil-Alaña, Luis A.
40
Caporale, Guglielmo Maria
36
Kelly, Jerry S.
35
Le Breton, Michel
35
Campbell, Donald E.
34
Fudenberg, Drew
33
Jarrow, Robert A.
33
Madan, Dilip B.
31
Samuelson, Larry
31
Fabozzi, Frank J.
30
Palfrey, Thomas R.
29
Serletis, Apostolos
29
Tijs, Stef
28
Bollerslev, Tim
27
Levine, David K.
26
McAleer, Michael
26
Wohar, Mark E.
26
Binmore, Ken
25
Jackson, Matthew O.
25
Kumbhakar, Subal
25
Timmermann, Allan
25
Sen, Arunava
24
Ghysels, Eric
23
Renault, Eric
23
Alesina, Alberto
22
Frey, Bruno S.
22
Morris, Stephen
22
Nitsan, Shemuʾel
22
Saari, Donald
22
Buchanan, James M.
21
Gersbach, Hans
21
Hansen, Lars Peter
21
Peters, Hans J. M.
21
Roth, Alvin E.
21
Zhou, Guofu
21
Chiarella, Carl
20
Dutta, Bhaskar
20
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HFDF <2, 1998, Zürich>
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Social choice and welfare
6
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4
International journal of game theory : official journal of the Game Theory Society
4
Journal of empirical finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Review of economic design : RED
3
Economics letters
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of financial markets
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International game theory review
1
Journal of econometrics
1
Journal of economic behavior & organization : JEBO
1
Journal of economic theory
1
Journal of forecasting
1
Journal of international money and finance
1
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1
Market microstructure and liquidity
1
Mathematical social sciences
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Research in economics : an international review of economics
1
The journal of finance : the journal of the American Finance Association
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Theory and decision : an international journal for multidisciplinary advances in decision science
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ECONIS (ZBW)
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1
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
Saved in:
2
Order exposure and liquidity coordination : does hidden liquidity harm price efficiency?
Cebiroglu, Gökhan
;
Hautsch, Nikolaus
;
Horst, Ulrich
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-52
Persistent link: https://www.econbiz.de/10012819933
Saved in:
3
Large-scale portfolio allocation under transaction costs and model uncertainty
Hautsch, Nikolaus
;
Voigt, Stefan
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 221-240
Persistent link: https://www.econbiz.de/10012303923
Saved in:
4
Judgments aggregation by a sequential majority procedure
Peleg, Bezalel
;
Zamir, Shemuʾel
- In:
Mathematical social sciences
95
(
2018
),
pp. 37-46
Persistent link: https://www.econbiz.de/10012130812
Saved in:
5
Feasible elimination procedures in social choice : an axiomatic characterization
Peleg, Bezalel
;
Peters, Hans J. M.
- In:
Research in economics : an international review of economics
71
(
2017
)
1
,
pp. 43-50
Persistent link: https://www.econbiz.de/10011746801
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
Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
Saved in:
8
Do high-frequency data improve high-dimensional portfolio allocations?
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Malec, Peter
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 263-290
Persistent link: https://www.econbiz.de/10011327609
Saved in:
9
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:
10
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:
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