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Share price
Method of moments
4,340
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1,093
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Lux, Thomas
8
Li, Youwei
5
Grammig, Joachim
4
Liu, Jiadong
4
Liu, Zhenya
4
Lu, Shanglin
4
Behr, Andreas
3
Bibinger, Markus
3
Fan, Minyou
3
Hautsch, Nikolaus
3
Malec, Peter
3
Reiß, Markus
3
Wang, Shixuan
3
Wellner, Marc
3
Ahmed, Walid M. A.
2
Alexeev, Vitali
2
Arnold, Matthias
2
Bhar, Ramaprasad
2
Boubakri, Narjess
2
Bouri, Elie
2
Brighi, Paola
2
Brooks, Robert
2
Della Bina, Antonio Carlo Francesco
2
Doan, Minh-Phuong
2
Franke, Reiner
2
Ghazouani, Samir
2
Ghonghadze, Jaba
2
Grobys, Klaus
2
Gupta, Rangan
2
Hong, KiHoon
2
Huhta-Halkola, Topi
2
Kearney, Fearghal
2
Lewellen, Jonathan
2
Li, Bo
2
Liu, Ming
2
Malliaris, A. (Tassos) G.
2
Nagel, Hartmut
2
Pierdzioch, Christian
2
Polat, Onur
2
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
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1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Journal of banking & finance
5
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4
Journal of econometrics
4
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4
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4
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3
Applied economics letters
3
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3
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3
International review of financial analysis
3
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3
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2
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Cambridge working papers in economics
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1
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1
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1
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1
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1
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ECONIS (ZBW)
149
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149
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1
An application of the method of moments to range-based volatility estimation using daily high, low, opening, and closing (HLOC) prices
Buescu, Cristin
;
Taksar, Michael I.
;
Koné, Fatoumata J.
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009784042
Saved in:
2
Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian
-
2001
Persistent link: https://www.econbiz.de/10001530439
Saved in:
3
Optionsbewertung bei stochastischer Volatilität
Nagel, Hartmut
-
2001
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001530489
Saved in:
4
Long swings with memory and stock market fluctuations
Chow, Ying-foon
;
Liu, Ming
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
3
,
pp. 341-367
Persistent link: https://www.econbiz.de/10001453436
Saved in:
5
Volatility and GMM : Monte Carlo studies and empirical estimations
Nagel, Hartmut
;
Schöbel, Rainer
- In:
Statistical papers
40
(
1999
)
3
,
pp. 297-321
Persistent link: https://www.econbiz.de/10001401125
Saved in:
6
On the existence of moments : with an application to German stock returns
Runde, Ralf
;
Scheffner, Axel
-
1998
Persistent link: https://www.econbiz.de/10000672982
Saved in:
7
Modeling the interdependence of volatility and inter-transaction duration processes
Grammig, Joachim
;
Wellner, Marc
-
1999
Persistent link: https://www.econbiz.de/10001377693
Saved in:
8
GMM and present value tests of the C-CAPM under transactions costs : evidence from the UK stock market
Gregoriou, A.
(
contributor
);
Ioannidis, C.
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001768430
Saved in:
9
Alternative models for stock price dynamics
Chernov, Mikhail
;
Gallant, A. Ronald
;
Ghysels, Eric
; …
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 225-257
Persistent link: https://www.econbiz.de/10001772148
Saved in:
10
The multi-fractal model of asset returns : its estimation via GMM and its use for volatility forecasting
Lux, Thomas
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001781206
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