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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Share price"
~subject:"Momentenmethode"
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Journal of financial and quantitative analysis : JFQA
Journal of econometrics
143
Economics letters
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
CEMMAP working papers / Centre for Microdata Methods and Practice
39
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Cowles Foundation Discussion Paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
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The econometrics journal
14
Cambridge working papers in economics
13
Working paper / Department of Econometrics and Business Statistics, Monash University
13
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11
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11
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10
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10
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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8
CREATES research paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of economics and financial issues : IJEFI
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Journal of forecasting
8
Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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1
Using samples of unequal length in generalized method of moments estimation
Lynch, Anthony W.
;
Wachter, Jessica
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
1
,
pp. 277-307
Persistent link: https://www.econbiz.de/10009772357
Saved in:
2
Tests and properties of variance rations in microstructure studies
Ronen, Tavy
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 183-204
Persistent link: https://www.econbiz.de/10001224466
Saved in:
3
Measuring true stock index value in the presence of infrequent trading
Jokivuolle, Esa
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
3
,
pp. 455-464
Persistent link: https://www.econbiz.de/10001217159
Saved in:
4
Testing the Heath-Jarrow-Morton - Ho-Lee model of interest rate contingent claims pricing
Flesaker, Bjorn
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
4
,
pp. 483-495
Persistent link: https://www.econbiz.de/10001160498
Saved in:
5
The probability of a trade at the ask : an examination of interday and intraday behavior
Porter, David C.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
2
,
pp. 209-227
Persistent link: https://www.econbiz.de/10001125361
Saved in:
6
Estimation of stock price variances and serial covariances from discrete observations
Harris, Lawrence E.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
3
,
pp. 291-306
Persistent link: https://www.econbiz.de/10001096425
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7
An examination of the robustness of the weekend effect
Connolly, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
2
,
pp. 133-169
Persistent link: https://www.econbiz.de/10001067243
Saved in:
8
Excess stock price volatility as a misspecified Euler equation
Joerding, Wayne H.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
3
,
pp. 253-267
Persistent link: https://www.econbiz.de/10001056076
Saved in:
9
The influence of market conditions on event-study residuals
Klein, April
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
3
,
pp. 345-351
Persistent link: https://www.econbiz.de/10001037474
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