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subject:"Schätzung"
subject:"Share price"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Journal of financial econometrics"
~subject:"Risikomaß"
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Search: subject_exact:"Estimation theory"
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Schätzung
Share price
Risikomaß
Estimation theory
121
Schätztheorie
121
Estimation
34
Time series analysis
34
Zeitreihenanalyse
34
Volatility
29
Volatilität
29
ARCH model
19
ARCH-Modell
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Capital income
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Correlation
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Kapitaleinkommen
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Stochastischer Prozess
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Nichtparametrisches Verfahren
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Börsenkurs
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CAPM
10
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Statistische Verteilung
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9
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9
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49
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49
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49
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English
49
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Audrino, Francesco
2
Francq, Christian
2
Horváth, Lajos
2
Pelletier, Denis
2
Sancetta, Alessio
2
Yu, Keming
2
Zakoïan, Jean-Michel
2
Ahlgren, Niklas
1
Antell, Jan
1
Balter, Janine
1
Bormann, Carsten
1
Bos, Charles S.
1
Bu, Ruijun
1
Buccheri, Giuseppe
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Caldeira, João F.
1
Calvet, Laurent E.
1
Cappiello, Lorenzo
1
Casas, Isabel
1
Chen, Yi-ting
1
Christoffersen, Peter F.
1
Corsi, Fulvio
1
Czellar, Veronika
1
Dupuis, Debbie J.
1
Engle, Robert F.
1
Ferreira, Eva
1
Giet, Ludovic
1
Golinski, Adam
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Gu, Zhutong
1
Gungor, Sermin
1
Gérard, Bruno
1
Hadri, Kaddour
1
Han, Heejoon
1
Hassler, Uwe
1
Hautsch, Nikolaus
1
Hill, Jonathan B.
1
Hoga, Yannick
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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
NBER working paper series
50
CEMMAP working papers / Centre for Microdata Methods and Practice
48
Applied economics
47
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
Working paper / National Bureau of Economic Research, Inc.
34
Discussion paper
33
CESifo working papers
32
IZA Discussion Paper
32
Insurance / Mathematics & economics
32
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 forecasting
25
SFB 649 discussion paper
25
Computational economics
24
Journal of the American Statistical Association : JASA
24
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
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
Saved in:
10
Integrating structural and reduced-form methods in empirical finance
Whited, Toni Marion
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014314764
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