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isPartOf:"Pacific-Basin finance journal"
subject:"Börsenkurs"
~isPartOf:"Quantitative finance"
~subject:"Kapitaleinkommen"
~subject:"Schätzung"
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Börsenkurs
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Estimation theory
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13
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Achab, Massil
1
Bacry, E.
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Bae, Kee-hong
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Brooks, Robert
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Pacific-Basin finance journal
Quantitative finance
Journal of econometrics
252
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
149
Economics letters
120
Discussion paper series / IZA
59
Econometric reviews
59
Applied economics letters
58
NBER Working Paper
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Economic modelling
57
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
NBER working paper series
53
CEMMAP working papers / Centre for Microdata Methods and Practice
48
Applied economics
47
Journal of applied econometrics
43
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41
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Working paper / National Bureau of Economic Research, Inc.
39
Journal of banking & finance
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Journal of empirical finance
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper / Department of Econometrics and Business Statistics, Monash University
37
IZA Discussion Paper
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CESifo working papers
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Discussion paper
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The econometrics journal
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Econometric theory
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Quantitative economics : QE ; journal of the Econometric Society
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Econometrics : open access journal
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Finance research letters
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Discussion papers / CEPR
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
International journal of forecasting
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Journal of forecasting
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The review of economics and statistics
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Journal of the American Statistical Association : JASA
24
International journal of economics and financial issues : IJEFI
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Journal of financial econometrics
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CREATES research paper
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Computational economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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SFB 649 discussion paper
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1
GARCH-UGH : a bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series
Kaibuchi, Hibiki
;
Kawasaki, Yoshinori
;
Stupfler, G.
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1277-1294
Persistent link: https://www.econbiz.de/10013367899
Saved in:
2
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
3
Implied volatility directional forecasting : a machine learning approach
Vrontos, Spyridon D.
;
Galakis, John
;
Vrontos, Ioannis D.
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1687-1706
Persistent link: https://www.econbiz.de/10012653707
Saved in:
4
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
5
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
Saved in:
6
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
7
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
Saved in:
8
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
Saved in:
9
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
Saved in:
10
Is that factor just lucky? : Australian evidence
Hoang, Khoa
;
Cannavan, Damien
;
Gaunt, Clive
;
Huang, Ronghong
- In:
Pacific-Basin finance journal
57
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012170402
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