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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:"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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Theorie
73
Theory
73
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13
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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
Güth, Werner
43
Gupta, Rangan
39
Gil-Alaña, Luis A.
37
Caporale, Guglielmo Maria
36
Kelly, Jerry S.
35
Le Breton, Michel
35
Campbell, Donald E.
34
Fudenberg, Drew
33
Jarrow, Robert A.
32
Madan, Dilip B.
31
Samuelson, Larry
31
Fabozzi, Frank J.
30
Bollerslev, Tim
29
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29
Serletis, Apostolos
29
Tijs, Stef
28
Peleg, Bezalel
27
Binmore, Ken
26
Jackson, Matthew O.
26
Levine, David K.
26
McAleer, Michael
26
Wohar, Mark E.
26
Frey, Bruno S.
25
Kumbhakar, Subal
25
Timmermann, Allan
25
Sen, Arunava
24
Buchanan, James M.
23
Ghysels, Eric
23
Renault, Eric
23
Alesina, Alberto
22
Gersbach, Hans
22
Morris, Stephen
22
Nitsan, Shemuʾel
22
Saari, Donald
22
Diebold, Francis X.
21
Hansen, Lars Peter
21
Peters, Hans J. M.
21
Roth, Alvin E.
21
Suzumura, Kōtarō
21
Zhou, Guofu
21
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3
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2
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2
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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
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:
9
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:
10
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:
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