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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~isPartOf:"Economics letters"
~isPartOf:"Journal of forecasting"
~person:"Haldrup, Niels"
~source:"econis"
~subject:"Estimation"
~subject:"Schätztheorie"
~subject:"Share price"
~subject:"Statistical distribution"
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Volatility
Estimation
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Share price
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Estimation theory
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Haldrup, Niels
Krämer, Walter
12
Hahn, Jinyong
10
Tran-van-Hoa
10
Ullah, Aman
10
Baltagi, Badi H.
9
Giles, David E. A.
9
Wooldridge, Jeffrey M.
9
Parmeter, Christopher F.
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Hassler, Uwe
7
Kumbhakar, Subal
7
Li, Qi
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Stengos, Thanasēs
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Han, Chirok
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Ohtani, Kazuhiro
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Shin, Dong-wan
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Westerlund, Joakim
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Zhang, Xinyu
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Lee, Lung-fei
5
Leybourne, Stephen James
5
Liu, Long
5
Pesaran, M. Hashem
5
Phillips, Garry D. A.
5
Silva, João Santos
5
Su, Liangjun
5
Tsionas, Efthymios G.
5
Tu, Yundong
5
Abeysinghe, Tilak
4
Anatolyev, Stanislav
4
Godfrey, L. G.
4
Hall, Alastair R.
4
Henderson, Daniel J.
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Hwang, Eunju
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Kapetanios, George
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Kim, Jong-Min
4
King, Maxwell L.
4
Kiviet, J. F.
4
Kniesner, Thomas J.
4
Kuan, Chung-ming
4
Lahiri, Kajal
4
Lee, Myoung-jae
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Applied economics
Economics letters
Journal of forecasting
Journal of econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Statistical papers
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
Testing for multicointegration
Engsted, Tom
- In:
Economics letters
56
(
1997
)
3
,
pp. 259-266
Persistent link: https://www.econbiz.de/10001229828
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2
A note on the distribution of the least squares estimator of a random walk with drift : some analytical evidence
Haldrup, Niels
- In:
Economics letters
48
(
1995
)
3
,
pp. 221-228
Persistent link: https://www.econbiz.de/10001184874
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