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isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
type_genre:"Graue Literatur"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Estimation theory
100
Schätztheorie
100
Theorie
88
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88
Time series analysis
21
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21
USA
13
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13
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11
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9
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Allen, David E.
3
Peiris, Shelton
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Dijk, Dick van
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Kok Haur Ng
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Discussion paper / Tinbergen Institute / Tinbergen Institute
School of Accounting, Finance and Economics & FEMARC working paper series
Technical working paper / National Bureau of Economic Research
Cambridge working papers in economics
8
Discussion paper / Tinbergen Institute
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
CESifo working papers
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
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3
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Fitting Weibull ACD models to high frequency transactions data : a semi-parametric approach based on estimating functions
Kok Haur Ng
;
Allen, David E.
;
Peiris, Shelton
-
2009
Persistent link: https://www.econbiz.de/10003869587
Saved in:
2
A semiparametric approach to a nonlinear ACD model
Wongsaart, Pipat
;
Gao, Jiti
;
Allen, David E.
-
2009
Persistent link: https://www.econbiz.de/10003869607
Saved in:
3
Comparison of alternative ACD models via density and interval forecasts : evidence from the Australian stock market
Allen, David E.
;
Lazarov, Zdravetz N.
;
McAleer, Michael
; …
-
2007
Persistent link: https://www.econbiz.de/10003477122
Saved in:
4
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
Saved in:
5
Computationally attractive stability tests for the efficient method of moments
Sluis, Pieter J. van der
-
1997
Persistent link: https://www.econbiz.de/10000968763
Saved in:
6
Why long horizons? : a study of power against persistent alternatives
Campbell, John Y.
-
1993
Persistent link: https://www.econbiz.de/10000879027
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