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subject:"Share price"
subject:"World"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Causality analysis"
~subject:"Stock market"
~subject:"Theory"
~subject:"USA"
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Search: subject_exact:"Estimation"
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Share price
World
Causality analysis
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Theory
USA
Estimation
671
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666
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251
Estimation theory
222
Schätztheorie
222
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200
Time series analysis
121
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Todorov, Viktor
11
Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
Tauchen, George Eugene
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5
Ghysels, Eric
5
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5
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4
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4
Timmermann, Allan
4
Xiu, Dacheng
4
Cornelli, Francesca
3
Diebold, Francis X.
3
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3
Frühwirth-Schnatter, Sylvia
3
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3
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3
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3
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3
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3
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3
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2
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2
Asai, Manabu
2
Baker, Malcolm
2
Bansal, Ravi
2
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2
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2
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2
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Journal of econometrics
The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
1,986
NBER working paper series
889
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810
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785
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772
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309
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280
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273
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269
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263
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248
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International review of financial analysis
231
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229
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166
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164
Journal of economic dynamics & control
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Journal of international financial markets, institutions & money
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Europäische Hochschulschriften / 5
154
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148
Research in international business and finance
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ECONIS (ZBW)
434
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434
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1
Integrating factor models
Avramov, Doron
;
Cheng, Si
;
Metzker, Lior
;
Voigt, Stefan
- In:
The journal of finance : the journal of the American …
78
(
2023
)
3
,
pp. 1593-1646
Persistent link: https://www.econbiz.de/10014312047
Saved in:
2
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
3
Identifying latent group structures in spatial dynamic panels
Su, Liangjun
;
Wang, Wuyi
;
Xu, Xingbai
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1955-1980
Persistent link: https://www.econbiz.de/10014471439
Saved in:
4
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
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6
Machine learning panel data regressions with heavy-tailed dependent data : theory and application
Babii, Andrii
;
Ball, Ryan T.
;
Ghysels, Eric
;
Striaukas, …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471811
Saved in:
7
Business-cycle consumption risk and asset prices
Bandi, Federico M.
;
Tamoni, Andrea
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014471828
Saved in:
8
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
9
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
10
Probabilistic prediction for binary treatment choice : with focus on personalized medicine
Manski, Charles F.
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 647-663
Persistent link: https://www.econbiz.de/10014434356
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