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subject:"Germany"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Börsenkurs"
~subject:"Monte Carlo simulation"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Germany
Börsenkurs
Monte Carlo simulation
Estimation theory
26
Schätztheorie
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Estimation
12
Schätzung
12
Volatility
11
Volatilität
11
ARCH model
9
ARCH-Modell
9
Time series analysis
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Zeitreihenanalyse
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Capital income
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Regression analysis
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Aufsatz in Zeitschrift
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Alañón Pardo, Ángel
1
Allen, David E.
1
Auer, Benjamin R.
1
Degenhardt, Thomas
1
Díaz-Mendoza, Ana-Carmen
1
Guillén, Montserrat
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Horváth, Roman
1
Iitsuka, Yoshitaka
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Juneja, Januj
1
Kok Haur Ng
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Motegi, Kaiji
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Economics letters
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
27
Econometric reviews
25
Computational economics
22
Economic modelling
21
Applied economics
17
Applied economics letters
14
Econometrics : open access journal
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The econometrics journal
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Journal of empirical finance
12
Econometric theory
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European journal of operational research : EJOR
11
Journal of economic dynamics & control
11
Journal of forecasting
11
Journal of risk and financial management : JRFM
11
Quantitative finance
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Finance research letters
9
International journal of forecasting
9
Journal of banking & finance
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of the American Statistical Association : JASA
9
The journal of finance : the journal of the American Finance Association
9
International journal of economics and financial issues : IJEFI
8
Risks : open access journal
8
The review of financial studies
8
Journal of applied econometrics
7
Journal of financial and quantitative analysis : JFQA
7
Journal of international money and finance
7
Oxford bulletin of economics and statistics
7
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
International journal of theoretical and applied finance
6
Jahrbücher für Nationalökonomie und Statistik
6
Journal of financial econometrics
6
Journal of financial economics
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Journal of productivity analysis
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ECONIS (ZBW)
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1
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
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2
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
3
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
4
The "Sell in May" effect : a review and new empirical evidence
Degenhardt, Thomas
;
Auer, Benjamin R.
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 169-205
Persistent link: https://www.econbiz.de/10012036281
Saved in:
5
GARCH models, tail indexes and error distributions : an empirical investigation
Horváth, Roman
;
Šopov, Boril
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
Saved in:
6
Term structure estimation in the presence of autocorrelation
Juneja, Januj
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 119-129
Persistent link: https://www.econbiz.de/10010461168
Saved in:
7
Estimating and simulating Weibull models of risk or price durations : an application to ACD models
Allen, David E.
;
Kok Haur Ng
;
Peiris, Shelton
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 214-225
Persistent link: https://www.econbiz.de/10009779281
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