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subject:"Schätzung"
subject:"Share price"
~isPartOf:"Applied economics"
~isPartOf:"Journal of financial econometrics"
~subject:"Risikomaß"
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Schätzung
Share price
Risikomaß
Estimation theory
221
Schätztheorie
221
Estimation
62
Theorie
49
Theory
49
Time series analysis
49
Zeitreihenanalyse
49
Volatility
19
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Ferreira, Eva
2
Kim, Jong-Min
2
Murray, Christian J.
2
Orbe-Mandaluniz, Susan
2
Papell, David H.
2
Sancetta, Alessio
2
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1
Ahmad, Yamin
1
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1
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1
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1
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1
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1
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1
Boonsaeng, Tullaya
1
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1
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1
Cai, Yuzhi
1
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1
Casas, Isabel
1
Castellón, César E.
1
Ceffer, Attila
1
Charbonneau, Alain
1
Chen, Li-Hsueh
1
Chen, Sixia
1
Chen, W. D.
1
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1
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1
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1
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1
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1
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1
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1
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1
Fraser, Iain M.
1
García Pérez, Carmelo
1
Golinski, Adam
1
Good, Darrel L.
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Applied economics
Journal of financial econometrics
Journal of econometrics
239
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
145
Economics letters
115
Econometric reviews
61
Economic modelling
61
Discussion paper series / IZA
59
Applied economics letters
56
NBER Working Paper
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
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50
CEMMAP working papers / Centre for Microdata Methods and Practice
48
Discussion paper / Tinbergen Institute
45
Journal of applied econometrics
43
Journal of banking & finance
39
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39
Working paper / Department of Econometrics and Business Statistics, Monash University
38
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
37
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34
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33
CESifo working papers
32
IZA Discussion Paper
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Journal of empirical finance
32
The econometrics journal
30
Econometric theory
29
Quantitative economics : QE ; journal of the Econometric Society
29
Econometrics : open access journal
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
International journal of forecasting
27
Discussion papers / CEPR
26
Journal of risk
26
Finance research letters
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Journal of forecasting
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SFB 649 discussion paper
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Computational economics
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Journal of the American Statistical Association : JASA
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International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
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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
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
Saved in:
3
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:
4
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
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
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:
7
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
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:
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
Applying sample selection methods for panel data to analyse determinants of foreign direct divestment
Nguyen, Anh T. N.
- In:
Applied economics
55
(
2023
)
49
,
pp. 5737-5749
Persistent link: https://www.econbiz.de/10014335777
Saved in:
10
Estimating unobserved soft adjustment in credit rating models : before and after the Dodd-Frank act
Gu, Zhutong
;
Jiang, Yixiao
;
Yang, Shuyang
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1791-1819
Persistent link: https://www.econbiz.de/10014444750
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