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subject:"Share price"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Börsenkurs"
~subject:"Kapitalmobilität"
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Search: subject_exact:"Estimation theory"
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Share price
Börsenkurs
Kapitalmobilität
Estimation theory
58
Schätztheorie
58
Estimation
24
Schätzung
24
Theorie
24
Theory
24
Time series analysis
12
Volatility
12
Volatilität
12
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Jansen, Willem Jos
2
Alañón Pardo, Ángel
1
Allen, David E.
1
Auer, Benjamin R.
1
Degenhardt, Thomas
1
Díaz-Mendoza, Ana-Carmen
1
Fang, Xu
1
Garcia, René
1
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1
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1
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1
Horváth, Roman
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1
Kok Haur Ng
1
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1
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1
Peiris, Shelton
1
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1
Simaan, Yusif E.
1
Vidal-Llana, Xenxo
1
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Journal of international money and finance
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Economics letters
12
Economic modelling
11
Journal of empirical finance
11
Cambridge working papers in economics
9
Journal of banking & finance
9
International journal of economics and financial issues : IJEFI
8
Quantitative finance
8
Working paper
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of financial and quantitative analysis : JFQA
7
Journal of forecasting
7
Journal of risk and financial management : JRFM
7
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
Discussion paper / Tinbergen Institute
6
Econometrics : open access journal
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
NBER Working Paper
6
NBER working paper series
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Applied economics
5
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
CESifo working papers
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Finance India : the quarterly journal of Indian Institute of Finance
5
Finance research letters
5
International review of financial analysis
5
Journal of financial economics
5
Journal of international financial markets, institutions & money
5
Pacific-Basin finance journal
5
Review of quantitative finance and accounting
5
SFB 649 discussion paper
5
Annals of finance
4
Applied financial economics
4
Bank of Finland research discussion papers
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ECONIS (ZBW)
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1
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
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2
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
3
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
4
The "Sell in May" effect : a review and new empirical evidence
Degenhardt, Thomas
;
Auer, Benjamin R.
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 169-205
Persistent link: https://www.econbiz.de/10012036281
Saved in:
5
GARCH models, tail indexes and error distributions : an empirical investigation
Horváth, Roman
;
Šopov, Boril
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
Saved in:
6
Estimating and simulating Weibull models of risk or price durations : an application to ACD models
Allen, David E.
;
Kok Haur Ng
;
Peiris, Shelton
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 214-225
Persistent link: https://www.econbiz.de/10009779281
Saved in:
7
A functional coefficient model view of the FeldsteinHorioka puzzle
Herwartz, Helmut
;
Fang, Xu
- In:
Journal of international money and finance
29
(
2010
)
1
,
pp. 37-54
Persistent link: https://www.econbiz.de/10003938657
Saved in:
8
A rational explanation for home country bias
Hasan, Iftekhar
;
Simaan, Yusif E.
- In:
Journal of international money and finance
19
(
2000
)
3
,
pp. 331-361
Persistent link: https://www.econbiz.de/10001485268
Saved in:
9
International capital mobility : evidence from panel data
Jansen, Willem Jos
- In:
Journal of international money and finance
19
(
2000
)
4
,
pp. 507-511
Persistent link: https://www.econbiz.de/10001496574
Saved in:
10
Structural change and asset pricing in emerging markets
Garcia, René
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 455-473
Persistent link: https://www.econbiz.de/10001246597
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