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subject:"Schätzung"
subject:"Share price"
~isPartOf:"Journal of financial econometrics"
~subject:"Estimation"
~subject:"Forecasting model"
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Schätzung
Share price
Estimation
Forecasting model
Estimation theory
48
Schätztheorie
48
Time series analysis
14
Zeitreihenanalyse
14
Volatility
13
Volatilität
13
Correlation
9
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Sancetta, Alessio
3
Buccheri, Giuseppe
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Casas, Isabel
1
Cipollini, Fabrizio
1
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1
Gallo, Giampiero M.
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
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1
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1
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1
Karabiyik, Hande
1
Kim, Minjoo
1
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1
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McElroy, Tucker
1
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1
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1
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Journal of financial econometrics
Journal of econometrics
288
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
171
Economics letters
135
International journal of forecasting
120
Journal of forecasting
84
Econometric reviews
68
Economic modelling
67
Discussion paper series / IZA
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
62
Applied economics letters
61
Discussion paper / Tinbergen Institute
58
NBER Working Paper
57
NBER working paper series
54
Working paper / Department of Econometrics and Business Statistics, Monash University
54
Applied economics
53
CEMMAP working papers / Centre for Microdata Methods and Practice
49
Journal of applied econometrics
47
Working paper
47
Journal of banking & finance
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
Discussion paper
41
Journal of empirical finance
40
Econometric theory
38
CESifo working papers
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The econometrics journal
36
Working paper / National Bureau of Economic Research, Inc.
36
Journal of the American Statistical Association : JASA
35
IZA Discussion Paper
34
Discussion papers / CEPR
31
Empirical economics : a quarterly journal of the Institute for Advanced Studies
31
Insurance / Mathematics & economics
30
Econometrics : open access journal
29
Quantitative economics : QE ; journal of the Econometric Society
29
CREATES research paper
27
Computational economics
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European journal of operational research : EJOR
27
Finance research letters
26
The review of economics and statistics
25
Working papers series in theoretical and applied economics
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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
A new test for multiple predictive regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
6
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:
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
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:
9
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:
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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