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subject:"Estimation"
subject:"Public choice"
~person:"Baillie, Richard"
~person:"Hautsch, Nikolaus"
~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
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50
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50
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11
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11
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10
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10
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10
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Baillie, Richard
Hautsch, Nikolaus
Güth, Werner
41
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
Palfrey, Thomas R.
29
Serletis, Apostolos
29
Tijs, Stef
28
Bollerslev, Tim
27
Levine, David K.
26
McAleer, Michael
26
Peleg, Bezalel
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>
1
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Journal of empirical finance
4
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3
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2
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2
Journal of economic dynamics & control
2
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2
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ECONIS (ZBW)
Showing
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10
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23
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date (oldest first)
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
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
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:
7
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:
8
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:
9
Predicting bid-ask spreads using long-memory autoregressive conditional poisson models
Groß-Klußmann, Axel
;
Hautsch, Nikolaus
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 724-742
Persistent link: https://www.econbiz.de/10010344462
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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