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bubbles
Nichtparametrisches Verfahren
231
Nonparametric statistics
231
Theorie
229
Theory
229
Estimation theory
211
Schätztheorie
211
Estimation
92
Schätzung
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Time series analysis
89
Zeitreihenanalyse
89
Regression analysis
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Regressionsanalyse
77
Forecasting model
51
Prognoseverfahren
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Volatility
43
Volatilität
43
Stochastic process
41
Stochastischer Prozess
41
Börsenkurs
39
Share price
39
ARCH model
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ARCH-Modell
38
Statistical test
37
Statistischer Test
37
Capital income
36
Kapitaleinkommen
36
Statistical distribution
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Statistische Verteilung
36
Panel
33
Panel study
33
Bootstrap approach
31
Bootstrap-Verfahren
31
Core
31
Method of moments
22
Momentenmethode
22
Portfolio selection
21
Portfolio-Management
21
Market microstructure
19
Marktmikrostruktur
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Correlation
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Hong, Seok Young
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Linton, Oliver
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Zhang, Hui Jun
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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An investigation into multivariate variance ratio statistics and their application to stock market predictability
Hong, Seok Young
;
Linton, Oliver
;
Zhang, Hui Jun
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 173-222
Persistent link: https://www.econbiz.de/10011987413
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