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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"Working paper"
~person:"Centorrino, Samuele"
~person:"Pesaran, M. Hashem"
~person:"Yu, Jun"
~subject:"Capital income"
~subject:"Handelsvolumen der Börse"
~subject:"Quasi maximum likelihood (QML) estimators"
~subject:"Schätztheorie"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Stochastischer Prozess
Volatility
Capital income
Handelsvolumen der Börse
Quasi maximum likelihood (QML) estimators
Schätztheorie
1954-1992
1
Estimation theory
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Kapitaleinkommen
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USA
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Centorrino, Samuele
Pesaran, M. Hashem
Yu, Jun
Chandra, Ramesh
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The journal of finance : the journal of the American Finance Association
Working paper
Journal of econometrics
16
Economics letters
8
Journal of applied econometrics
5
Econometric reviews
3
Oxford bulletin of economics and statistics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of the American Statistical Association : JASA
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The econometrics journal
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Annals of economics and statistics
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Contributions to econometric methodology in honor of T. W. Anderson
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Econometric theory
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Econometrics : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of economic dynamics & control
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On modelling the long run in applied economics
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Research in human capital and development : RHCD ; a research annual
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The Manchester School of Economic and Social Studies
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Predictability of stock returns : robustness and economic significance
Pesaran, M. Hashem
- In:
The journal of finance : the journal of the American …
50
(
1995
)
4
,
pp. 1201-1228
Persistent link: https://www.econbiz.de/10001191734
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