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subject:"Schätzung"
subject:"Share price"
~isPartOf:"Journal of financial econometrics"
~subject:"Forecasting model"
~subject:"Regressionsanalyse"
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Schätzung
Share price
Forecasting model
Regressionsanalyse
Estimation theory
48
Schätztheorie
48
Estimation
19
Time series analysis
14
Zeitreihenanalyse
14
Volatility
13
Volatilität
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Correlation
9
Korrelation
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Sancetta, Alessio
3
Buccheri, Giuseppe
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Casas, Isabel
1
Cipollini, Fabrizio
1
Ferreira, Eva
1
Gallo, Giampiero M.
1
Golinski, Adam
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Gu, Zhutong
1
Gungor, Sermin
1
Guo, Junjie
1
Han, Heejoon
1
Hautsch, Nikolaus
1
Hong, Seok Young
1
Hung, Mao-Wei
1
Inoue, Atsushi
1
Jach, Agnieszka
1
Jiang, Yixiao
1
Jung, Whayoung
1
Karabiyik, Hande
1
Kim, Minjoo
1
Ko, Yi-Chen
1
Lee, Ji Hyung
1
Liu, Cheng
1
Liu, Qiang
1
Liu, Zhi
1
Livieri, Giulia
1
Lu, Jin
1
Lucas, André
1
Luger, Richard
1
Mancino, Maria Elvira
1
Marmi, Stefano
1
McElroy, Tucker
1
Nadler, Philip
1
Narayan, Paresh Kumar
1
Narayan, Seema
1
Nolte, Ingmar
1
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Journal of financial econometrics
Journal of econometrics
485
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
225
Economics letters
205
Econometric reviews
126
CEMMAP working papers / Centre for Microdata Methods and Practice
124
Econometric theory
122
International journal of forecasting
122
Journal of the American Statistical Association : JASA
118
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
95
NBER Working Paper
89
Journal of forecasting
87
Discussion paper series / IZA
85
Discussion paper / Tinbergen Institute
84
Economic modelling
80
NBER working paper series
79
The econometrics journal
79
Applied economics letters
75
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
74
Working paper / Department of Econometrics and Business Statistics, Monash University
68
Applied economics
58
Working paper
57
Discussion paper
56
Journal of applied econometrics
56
Discussion papers of interdisciplinary research project 373
55
Cowles Foundation discussion paper
51
European journal of operational research : EJOR
51
Econometrics : open access journal
50
CESifo working papers
49
Quantitative economics : QE ; journal of the Econometric Society
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
49
Working paper / National Bureau of Economic Research, Inc.
47
IZA Discussion Paper
45
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
44
Insurance / Mathematics & economics
44
Journal of banking & finance
43
Computational economics
41
Empirical economics : a quarterly journal of the Institute for Advanced Studies
40
Journal of empirical finance
40
SFB 649 discussion paper
38
Discussion paper / Center for Economic Research, Tilburg University
37
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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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