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~isPartOf:"Journal of econometrics"
~subject:"Portfolio selection"
~subject:"Share price"
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Portfolio selection
Share price
Estimation theory
1,640
Schätztheorie
1,640
Theorie
1,608
Theory
1,608
Zeitreihenanalyse
601
Time series analysis
600
Nichtparametrisches Verfahren
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129
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Tauchen, George Eugene
8
Todorov, Viktor
8
Francq, Christian
5
Li, Jia
5
Fan, Jianqing
4
Kim, Donggyu
4
Li, Yingying
4
Sentana, Enrique
4
Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Grammig, Joachim
3
Linton, Oliver
3
Wang, Yazhen
3
Yang, Xiye
3
Andersen, Torben
2
Arvanitis, Stelios
2
Christensen, Kim
2
Clinet, Simon
2
Dufour, Jean-Marie
2
Fernandes, Marcelo
2
Gallant, A. Ronald
2
Hafner, Christian M.
2
Liao, Yuan
2
Liesenfeld, Roman
2
Mykland, Per A.
2
Patton, Andrew J.
2
Pelger, Markus
2
Potiron, Yoann
2
Rodrigues, Paulo M. M.
2
Shephard, Neil G.
2
Taylor, Robert
2
Zhang, Congshan
2
Zhang, Lan
2
Zhang, Zhengjun
2
Zheng, Xinghua
2
Ahsan, Nazmul
1
Aknouche, Abdelhakim
1
Amengual, Dante
1
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Journal of econometrics
NBER working paper series
459
Working paper / National Bureau of Economic Research, Inc.
407
Finance research letters
386
Journal of banking & finance
382
NBER Working Paper
356
European journal of operational research : EJOR
304
Insurance / Mathematics & economics
290
Journal of economic dynamics & control
238
The journal of finance : the journal of the American Finance Association
229
The review of financial studies
229
Journal of financial economics
209
Discussion paper / Centre for Economic Policy Research
192
Quantitative finance
191
Journal of empirical finance
188
International journal of theoretical and applied finance
187
Mathematical finance : an international journal of mathematics, statistics and financial theory
180
International review of financial analysis
177
Economic modelling
171
Finance and stochastics
169
Economics letters
168
International review of economics & finance : IREF
166
Research paper series / Swiss Finance Institute
164
Applied economics
147
The North American journal of economics and finance : a journal of financial economics studies
147
The European journal of finance
141
Management science : journal of the Institute for Operations Research and the Management Sciences
138
Risks : open access journal
131
Applied economics letters
127
Journal of risk and financial management : JRFM
126
Computational economics
114
The journal of portfolio management : a publication of Institutional Investor
111
Swiss Finance Institute Research Paper
109
Journal of financial and quantitative analysis : JFQA
107
CESifo working papers
103
Discussion paper / Tinbergen Institute
102
Working paper
102
SpringerLink / Bücher
100
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
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ECONIS (ZBW)
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1
Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Saved in:
2
A comparison of meanvariance efficiency tests
Amengual, Dante
;
Sentana, Enrique
- In:
Journal of econometrics
154
(
2010
)
1
,
pp. 16-34
Persistent link: https://www.econbiz.de/10003931734
Saved in:
3
Sieve estimation of option-implied state price density
Luo, Junwen
;
Qu, Zhongjun
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 88-112
Persistent link: https://www.econbiz.de/10013275364
Saved in:
4
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
5
Efficient asymptotic variance reduction when estimating volatility in high frequency data
Clinet, Simon
;
Potiron, Yoann
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 103-142
Persistent link: https://www.econbiz.de/10012110370
Saved in:
6
A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data
Lam, Clifford
;
Feng, Phoenix
- In:
Journal of econometrics
206
(
2018
)
1
,
pp. 226-257
Persistent link: https://www.econbiz.de/10012110378
Saved in:
7
On high frequency estimation of the frictionless price : the use of observed liquidity variables
Chaker, Selma
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 127-143
Persistent link: https://www.econbiz.de/10011917437
Saved in:
8
Adaptive estimation of continuous-time regression models using high-frequency data
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 36-47
Persistent link: https://www.econbiz.de/10011897689
Saved in:
9
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
10
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
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