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subject:"Sampling"
subject:"Stichprobenerhebung"
~isPartOf:"Journal of financial econometrics"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Portfolio-Management"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Sampling
Stichprobenerhebung
Börsenkurs
Portfolio-Management
Volatility
Estimation theory
48
Schätztheorie
48
Estimation
19
Schätzung
19
Time series analysis
14
Zeitreihenanalyse
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Volatilität
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English
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Kleibergen, Frank
4
Kong, Lingwei
4
Zhan, Zhaoguo
4
Khalaf, Lynda
2
Peñaranda, Francisco
2
Sancetta, Alessio
2
Zaffaroni, Paolo
2
Agrawal, Raj
1
Boudt, Kris
1
Buccheri, Giuseppe
1
Casas, Isabel
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1
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1
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1
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1
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Hung, Mao-Wei
1
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1
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Journal of financial econometrics
Journal of econometrics
183
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Economics letters
57
Discussion paper / Tinbergen Institute
46
Journal of empirical finance
40
Journal of banking & finance
36
Econometric reviews
35
Statistics in transition : an international journal of the Polish Statistical Association
32
Finance research letters
31
European journal of operational research : EJOR
27
Quantitative finance
26
Economic modelling
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Journal of the American Statistical Association : JASA
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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NBER Working Paper
23
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
22
International journal of theoretical and applied finance
21
CREATES research paper
20
Econometric theory
19
Journal of risk
19
Série des documents de travail / Centre de Recherche en Économie et Statistique
19
Econometrics : open access journal
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International journal of forecasting
18
Journal of risk and financial management : JRFM
18
The econometrics journal
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Working paper
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CEMMAP working papers / Centre for Microdata Methods and Practice
16
Discussion paper / Center for Economic Research, Tilburg University
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
NBER working paper series
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Applied economics
15
Cambridge working papers in economics
15
Computational economics
15
International journal of economics and financial issues : IJEFI
15
Journal of forecasting
15
The North American journal of economics and finance : a journal of financial economics studies
15
Working paper / National Bureau of Economic Research, Inc.
15
Discussion paper series / IZA
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1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
3
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
4
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
5
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
6
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
7
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
8
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
9
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
10
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
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