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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Andrews, Donald W. K."
~person:"Fraser, Patricia"
~person:"Harvey, Andrew C."
~person:"Jing, Bingyi"
~subject:"Estimation theory"
~subject:"Share price"
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Andrews, Donald W. K.
Fraser, Patricia
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Jing, Bingyi
Su, Liangjun
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Applied financial economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Cowles Foundation Discussion Paper
29
Cowles Foundation discussion paper
10
Journal of econometrics
7
Discussion papers in financial markets
4
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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ECONIS (ZBW)
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1
What drives stock prices? : fundamentals,
bubbles
and investor behaviour
Chen, Yen-hsiao
;
Fraser, Patricia
- In:
Applied financial economics
20
(
2010
)
16/18
,
pp. 1461-1477
Persistent link: https://www.econbiz.de/10009010920
Saved in:
2
Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
Zivot, Eric
- In:
Journal of business & economic statistics : JBES ; a …
10
(
1992
)
3
,
pp. 251-270
Persistent link: https://www.econbiz.de/10001126539
Saved in:
3
UK stock and government bond markets : predictability and the term structure
Fraser, Patricia
- In:
Applied financial economics
5
(
1995
)
2
,
pp. 61-67
Persistent link: https://www.econbiz.de/10001181323
Saved in:
4
On the estimation of integrated volatility with jumps and microstructure noise
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 457-467
Persistent link: https://www.econbiz.de/10010488463
Saved in:
5
Approximately median-unbiased estimation of autoregressive models
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
2
,
pp. 187-204
Persistent link: https://www.econbiz.de/10001167115
Saved in:
6
On estimation of hurst parameter under noisy observations
Liu, Guangying
;
Jing, Bingyi
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 483-492
Persistent link: https://www.econbiz.de/10012249184
Saved in:
7
Estimation of an asymmetric stochastic volatility model for asset returns
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 429-434
Persistent link: https://www.econbiz.de/10001209347
Saved in:
8
An empirical investigation of convergence among European equity markets
Fraser, Patricia
- In:
Applied financial economics
4
(
1994
)
2
,
pp. 149-157
Persistent link: https://www.econbiz.de/10001160474
Saved in:
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