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institution:"Rodney L. White Center for Financial Research"
subject:"Share price"
~institution:"Birkbeck College / Department of Economics"
~institution:"University of Chicago / Graduate School of Business"
~subject:"United States"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Share price
United States
Volatility
Estimation theory
25
Schätztheorie
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13
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8
Time series analysis
6
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6
Estimation
5
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5
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5
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5
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4
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English
11
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Brandt, Michael W.
3
Alizadeh, Sassan
2
Diebold, Francis X.
2
Kadlec, Gregory B.
2
Sola, Martin
2
Bianchi, Marco
1
Dacco, Roberto
1
Jacquier, Eric
1
Karanasos, Menelaos
1
Orszag, Jonathan Michael
1
Polson, Nicholas G.
1
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1
Pástor, Ľuboš
1
Rossi, Peter E.
1
Ryu, Hang-keun
1
Santa-Clara, Pedro
1
Slottje, Daniel Jonathan
1
Stambaugh, Robert F.
1
Steeley, James M.
1
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1
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Rodney L. White Center for Financial Research
Birkbeck College / Department of Economics
University of Chicago / Graduate School of Business
National Bureau of Economic Research
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Ekonomiska forskningsinstitutet <Stockholm>
4
University of Wisconsin-Madison
3
Deutsche Forschungsgemeinschaft
2
Institut für Industriebetriebsforschung <Hamburg>
2
Institut für Weltwirtschaft
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
University of Otago / Commerce Division
2
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Center for Latin American Development Studies / Boston University
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Cornell University / Department of Agricultural Economics
1
European University Institute / Department of Economics
1
European University Institute / Department of Law
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve System / Board of Governors
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
School of Finance and Business Economics <Perth, Western Australia>
1
Springer Fachmedien Wiesbaden
1
Tennessee Agricultural Experiment Station
1
USA / Agency for Health Care Policy and Research
1
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1
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1
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1
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1
University of Exeter / Department of Economics
1
University of New England / Department of Econometrics
1
Universität Basel / Institut für Statistik und Ökonometrie
1
Universität Dortmund
1
Universität Trier
1
Universität zu Köln
1
Université de Montréal / Département de sciences économiques
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Working papers / Rodney L. White Center for Financial Research
4
Discussion paper in financial economics : FE
3
Discussion papers in economics
2
Working paper series economics and econometrics
2
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ECONIS (ZBW)
11
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1
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
2
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
3
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
4
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
5
Semi-parametric modelling of the term structure
Bianchi, Marco
;
Orszag, Jonathan Michael
;
Steeley, James M.
-
1997
Persistent link: https://www.econbiz.de/10000956524
Saved in:
6
Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos
-
1996
Persistent link: https://www.econbiz.de/10000953935
Saved in:
7
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
8
Models and priors for multivariate stochastic volatility
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
-
1995
-
Rev
Persistent link: https://www.econbiz.de/10000925647
Saved in:
9
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
Saved in:
10
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
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