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Semiparametric diffusion estim...
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United States
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627,890
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612,988
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330,277
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131,167
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24,743
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23,967
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23,932
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Großbritannien
21,612
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Aktienmarkt
21,185
Estimation theory
21,149
Stock market
20,860
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20,062
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19,537
United Kingdom
18,997
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18,258
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Glaeser, Edward L.
291
Neumark, David
291
Poterba, James M.
247
Heckman, James J.
236
Gupta, Rangan
228
Cutler, David M.
224
Freeman, Richard B.
221
Auerbach, Alan J.
218
Autor, David H.
211
Gruber, Jonathan
206
Wolff, Edward N.
204
Bordo, Michael D.
203
Krueger, Alan B.
198
Goldin, Claudia
195
Katz, Lawrence F.
195
Stulz, René M.
193
Cebula, Richard J.
192
Hanson, Gordon H.
188
Haltiwanger, John C.
187
Mitchell, Olivia S.
186
Kotlikoff, Laurence J.
182
Caporale, Guglielmo Maria
181
Feldstein, Martin S.
176
Burkhauser, Richard V.
171
Currie, Janet M.
166
Card, David E.
163
Fairlie, Robert W.
163
Viscusi, W. Kip
163
Gil-Alaña, Luis A.
162
Wise, David A.
162
Slemrod, Joel
159
Acemoglu, Daron
156
Hamermesh, Daniel S.
156
Bloom, Nicholas
154
Borjas, George J.
153
Audretsch, David B.
149
Gordon, Robert J.
146
Jorgenson, Dale Weldeau
146
Calomiris, Charles W.
140
Bahmani-Oskooee, Mohsen
139
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Brookings Institution
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Federal Reserve Bank of St. Louis
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World Trade Organization
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American Enterprise Institute for Public Policy Research
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Edward Elgar Publishing
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W. E. Upjohn Institute for Employment Research <Kalamazoo, Mich.>
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Russell Sage Foundation
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86
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77
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74
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67
USA / Congress / Senate / Committee on Energy and Natural Resources
66
USA / Congress / Senate / Special Committee on Aging
64
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Discussion paper / Centre for Economic Policy Research
1,859
Discussion paper series / IZA
1,821
The review of economics and statistics
1,432
The review of financial studies
1,375
NBER Working Paper
1,317
The journal of finance : the journal of the American Finance Association
1,312
American journal of agricultural economics
1,289
Applied economics
1,184
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1,179
Economic review
928
Journal of banking & finance
876
Monthly labor review : MLR
873
Economics letters
869
Finance and economics discussion series
866
Southern economic journal
866
Economic inquiry : journal of the Western Economic Association International
847
National tax journal
845
Journal of financial economics
840
Journal of financial and quantitative analysis : JFQA
808
Journal of human resources : JHR
775
The journal of futures markets
774
CESifo working papers
746
Journal of money, credit and banking : JMCB
724
The journal of economic perspectives : EP ; a journal of the American Economic Association
699
Journal of political economy
680
The journal of law & economics
646
The quarterly journal of economics
643
Challenge
605
American economic journal : a journal of the American Economic Association
603
Health affairs : at the intersection of health, health care, and policy
599
ILR review : the journal of work and policy
594
Journal of labor economics
546
Journal of monetary economics
533
Review / Federal Reserve Bank of St. Louis
531
European journal of operational research : EJOR
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Journal of economic issues : jei
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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USB Cologne (EcoSocSci)
2,838
RePEc
1,731
EconStor
347
BASE
163
ArchiDok
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1
Semiparametric diffusion
estimation
and application to a stock market model
Härdle, Wolfgang
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001619299
Saved in:
2
Nonparametric entropy-based tests of independence between stochastic processes
Fernandes, Marcelo
;
Néri, Breno de Andrade Pinheiro
- In:
Econometric reviews
29
(
2010
)
3
,
pp. 276-306
Persistent link: https://www.econbiz.de/10003965134
Saved in:
3
Bayesian analysis of stochastic
volatility
models with flexible tails
Steel, Mark F. J.
- In:
Econometric reviews
17
(
1998
)
2
,
pp. 109-143
Persistent link: https://www.econbiz.de/10001240681
Saved in:
4
A maximum likelihood approach for non-Gaussian stochastic
volatility
models
Fridman, Moshe
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 284-291
Persistent link: https://www.econbiz.de/10001246512
Saved in:
5
Flexible stochastic
volatility
structures for high frequency financial data
Feldmann, David
;
Härdle, Wolfgang
;
Hafner, Christian M.
; …
-
1998
Persistent link: https://www.econbiz.de/10000992362
Saved in:
6
A stochastic
volatility
model with Markov switching
So, Mike Ka-pui
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 244-253
Persistent link: https://www.econbiz.de/10001243996
Saved in:
7
Nonparametric statistical tests for the random walk in stock prices
Cerrito, Patricia
;
Olson, Dennis
;
Ostaszewski, Krzysztof M.
- In:
Advances in quantitative analysis of finance and …
6
(
1998
),
pp. 27-36
Persistent link: https://www.econbiz.de/10001406201
Saved in:
8
Bayesian inference on mixture-of-experts for
estimation
of stochastic
volatility
Villagran, Alejandro
;
Huerta, Gabriel
-
2006
Persistent link: https://www.econbiz.de/10003350108
Saved in:
9
Estimation
of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
10
Estimation
of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
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