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isPartOf:"The journal of finance : the journal of the American Finance Association"
subject:"Volatilität"
~subject:"1980-1985"
~subject:"Theorie"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Estimation theory"
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Volatilität
1980-1985
Theorie
Zeitreihenanalyse
Estimation theory
31
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31
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24
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15
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14
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7
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Chandra, Ramesh
2
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2
Alizadeh, Sassan
1
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1
Aït-Sahalia, Yacine
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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The journal of finance : the journal of the American Finance Association
Journal of econometrics
680
Economics letters
473
Econometric theory
396
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
307
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
245
Econometric reviews
208
Série des documents de travail / Centre de Recherche en Économie et Statistique
163
Discussion paper / Tinbergen Institute
162
Journal of applied econometrics
143
Journal of quantitative economics : official journal of the Indian Econometric Society
139
The review of economics and statistics
124
Oxford bulletin of economics and statistics
112
Working paper / National Bureau of Economic Research, Inc.
100
Discussion paper / Center for Economic Research, Tilburg University
92
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
86
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
86
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
83
International journal of forecasting
83
CORE discussion paper : DP
81
Journal of forecasting
81
Applied economics
80
Statistical papers
79
Working paper / Department of Econometrics and Business Statistics, Monash University
76
Cowles Foundation discussion paper
73
CREATES research paper
71
The econometrics journal
71
Technical working paper / National Bureau of Economic Research
67
Working paper series
65
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
64
The review of economic studies
63
International economic review
60
SFB 649 discussion paper
59
Metrika : international journal for theoretical and applied statistics
58
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
58
Annales d'économie et de statistique
57
Applied economics letters
56
American journal of agricultural economics
54
Economic modelling
54
Discussion paper series / IZA
52
Econometrics : open access journal
51
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1
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
2
Is the short rate drift actually nonlinear?
Chapman, David A.
;
Pearson, Neil D.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 355-388
Persistent link: https://www.econbiz.de/10001496998
Saved in:
3
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 67-121
Persistent link: https://www.econbiz.de/10001355201
Saved in:
4
Two-pass tests of asset pricing models with useless factors
Kan, Raymond
;
Zhang, Chu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
Saved in:
5
Conditioning variables and the cross section of stock returns
Ferson, Wayne E.
;
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
Saved in:
6
An asymptotic theory for estimating beta-pricing models using cross-sectional regression
Jagannathan, Ravi
- In:
The journal of finance : the journal of the American …
53
(
1998
)
4
,
pp. 1285-1309
Persistent link: https://www.econbiz.de/10001247200
Saved in:
7
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
8
Assessing goodness-of-fit of asset pricing models : the distribution of the maximal R2
Foster, F. Douglas
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 591-607
Persistent link: https://www.econbiz.de/10001222441
Saved in:
9
On the robustness of size and book-to-market in cross-sectional regressions
Knez, Peter J.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1355-1382
Persistent link: https://www.econbiz.de/10001227649
Saved in:
10
Predicting volatility in the foreign exchange market
Jorion, Philippe
- In:
The journal of finance : the journal of the American …
50
(
1995
)
2
,
pp. 507-528
Persistent link: https://www.econbiz.de/10001184819
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