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subject:"United States"
type_genre:"Bibliography included"
~isPartOf:"Journal of empirical finance"
~language:"eng"
~subject:"CAPM"
~subject:"IV-Schätzung"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
~type_genre:"Interview"
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Search: subject_exact:"Estimation theory"
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United States
CAPM
IV-Schätzung
Zeitreihenanalyse
Estimation theory
75
Schätztheorie
75
Time series analysis
24
Estimation
22
Schätzung
22
Volatility
20
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20
Capital income
19
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McKenzie, Michael D.
2
Satchell, Stephen
2
Wongwachara, Warapong
2
Abergel, Frédéric
1
Amado, Cristina
1
Astill, Sam
1
Baillie, Richard
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Ball, Clifford A.
1
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1
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1
Chiang, I-Hsuan Ethan
1
Creel, Michael D.
1
Daníelsson, Jón
1
Dark, Jonathan
1
Dolatabadi, Sepideh
1
Fuhrer, Adrian
1
Ghose, Devajyoti
1
Granger, C. W. J.
1
Hao, Hong-Xia
1
Harvey, Andrew C.
1
Harvey, David I.
1
He, Xue-zhong
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Jondeau, Eric
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1
Kroner, Kenneth F.
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Li, Chen
1
Li, Youwei
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1
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Journal of empirical finance
Journal of econometrics
403
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
242
Econometric theory
179
Economics letters
166
Discussion paper / Tinbergen Institute
106
Econometric reviews
105
Working paper / Department of Econometrics and Business Statistics, Monash University
72
International journal of forecasting
68
CEMMAP working papers / Centre for Microdata Methods and Practice
66
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
66
CREATES research paper
65
Journal of forecasting
60
Working paper / National Bureau of Economic Research, Inc.
58
Applied economics letters
57
The econometrics journal
56
Econometrics : open access journal
54
Journal of applied econometrics
54
The review of economics and statistics
54
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Applied economics
46
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
45
Journal of the American Statistical Association : JASA
41
Cowles Foundation discussion paper
39
Journal of time series econometrics
39
Economic modelling
37
Computational economics
36
Technical working paper / National Bureau of Economic Research
35
Oxford bulletin of economics and statistics
32
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
32
Working paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
30
Quantitative economics : QE ; journal of the Econometric Society
29
SFB 649 discussion paper
29
CESifo working papers
28
Working paper series
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Discussion paper / Center for Economic Research, Tilburg University
25
Discussion paper series / IZA
25
Journal of economic dynamics & control
24
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ECONIS (ZBW)
33
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
3
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
4
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
5
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
6
The benefits of improved covariance estimation
Turtle, Harry J.
;
Wang, Kainan
- In:
Journal of empirical finance
37
(
2016
),
pp. 233-246
Persistent link: https://www.econbiz.de/10011663041
Saved in:
7
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
8
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
Saved in:
9
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
10
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
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