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subject:"Germany"
subject:"Share price"
~isPartOf:"Journal of empirical finance"
~subject:"Bayesian inference"
~subject:"Maximum likelihood estimation"
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Search: subject_exact:"Estimation theory"
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Germany
Share price
Bayesian inference
Maximum likelihood estimation
Estimation theory
76
Schätztheorie
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24
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24
Estimation
22
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Amado, Cristina
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Journal of empirical finance
Journal of econometrics
177
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
Economics letters
54
Discussion paper / Tinbergen Institute
39
Working paper / Department of Econometrics and Business Statistics, Monash University
33
Econometric reviews
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Economic modelling
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Journal of the American Statistical Association : JASA
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
NBER Working Paper
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Discussion paper
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International journal of forecasting
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European journal of operational research : EJOR
18
CEMMAP working papers / Centre for Microdata Methods and Practice
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Cambridge working papers in economics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Statistics in transition : an international journal of the Polish Statistical Association
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
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The econometrics journal
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Econometric theory
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Europäische Hochschulschriften / 5
15
Quantitative economics : QE ; journal of the Econometric Society
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SFB 649 discussion paper
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Applied economics
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CREATES research paper
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Discussion paper / Center for Economic Research, Tilburg University
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Journal of risk and financial management : JRFM
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Applied economics letters
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ECONIS (ZBW)
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1
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
2
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
3
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
4
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
5
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
6
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
Saved in:
7
An empirical Bayesian approach to stein-optimal covariance matrix estimation
Gillen, Benjamin J.
- In:
Journal of empirical finance
29
(
2014
),
pp. 402-420
Persistent link: https://www.econbiz.de/10011300451
Saved in:
8
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
9
Modelling changes in the unconditional variance of long stock return series
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of empirical finance
25
(
2014
),
pp. 15-35
Persistent link: https://www.econbiz.de/10010462094
Saved in:
10
An examination of the continuous-time dynamics of international volatility indices amid the recent market turmoil
Li, Minqiang
- In:
Journal of empirical finance
22
(
2013
),
pp. 128-139
Persistent link: https://www.econbiz.de/10009768415
Saved in:
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