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subject:"Estimation"
subject:"Public choice"
~person:"Baillie, Richard"
~person:"Hautsch, Nikolaus"
~person:"Rösch, Daniel"
~source:"econis"
~subject:"CAPM"
~subject:"Capital income"
~subject:"Estimation theory"
~subject:"Schätzung"
~subject:"Spieltheorie"
~subject:"Trading volume"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
~type_genre:"Systematic review"
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Estimation
Public choice
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Schätzung
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73
Theory
73
Schätztheorie
13
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11
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11
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10
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10
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Baillie, Richard
Hautsch, Nikolaus
Rösch, Daniel
Phillips, Peter C. B.
47
McAleer, Michael
44
Güth, Werner
43
Gupta, Rangan
41
Caporale, Guglielmo Maria
39
Gil-Alaña, Luis A.
39
Kelly, Jerry S.
35
Le Breton, Michel
35
Campbell, Donald E.
34
Bollerslev, Tim
33
Fudenberg, Drew
33
Jarrow, Robert A.
33
Pesaran, M. Hashem
32
Serletis, Apostolos
32
Andrews, Donald W. K.
31
Ghysels, Eric
31
Madan, Dilip B.
31
Samuelson, Larry
31
Fabozzi, Frank J.
30
Gouriéroux, Christian
30
Li, Qi
30
Kumbhakar, Subal
29
Palfrey, Thomas R.
29
Newey, Whitney K.
28
Tijs, Stef
28
Diebold, Francis X.
27
Peleg, Bezalel
27
Baltagi, Badi H.
26
Binmore, Ken
26
Jackson, Matthew O.
26
Levine, David K.
26
Timmermann, Allan
26
Ullah, Aman
26
Wohar, Mark E.
26
Frey, Bruno S.
25
Satchell, Stephen
25
Krämer, Walter
24
Renault, Eric
24
Sen, Arunava
24
Bahmani-Oskooee, Mohsen
23
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HFDF <1, 1995, Zürich>
1
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5
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4
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4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
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3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
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3
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2
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2
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1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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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
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
A Bayesian Re-Interpretation of "significant" empirical financial research
Kellner, Ralf
;
Rösch, Daniel
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485268
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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