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person:"Fornari, Fabio"
subject:"Share price"
~language:"eng"
~person:"Sentana, Enrique"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Share price
Schätzung
Estimation theory
75
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75
Statistical test
23
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23
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23
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23
Time series analysis
15
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15
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11
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11
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10
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10
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Fornari, Fabio
Sentana, Enrique
Pesaran, M. Hashem
42
Gao, Jiti
41
Linton, Oliver
35
Kapetanios, George
30
Cai, Zongwu
23
Diebold, Francis X.
22
Koop, Gary
22
Marcellino, Massimiliano
20
Hsu, Yu-Chin
18
Winkelmann, Rainer
18
Tauchen, George Eugene
17
Chudik, Alexander
16
Härdle, Wolfgang
16
Koopman, Siem Jan
16
Kumbhakar, Subal
16
Lütkepohl, Helmut
16
Baltagi, Badi H.
15
Heckman, James J.
15
Hoderlein, Stefan
15
Hsiao, Cheng
15
Lechner, Michael
15
Su, Liangjun
15
Kim, Donggyu
14
Pei, Zhuan
14
Phillips, Peter C. B.
14
Teräsvirta, Timo
14
Todorov, Viktor
14
Jochmans, Koen
13
Kumar, Dilip
13
Schorfheide, Frank
13
Weber, Andrea
13
Weidner, Martin
13
Zakoïan, Jean-Michel
13
Bekaert, Geert
12
Escanciano, Juan Carlos
12
Maheswaran, S.
12
Swanson, Norman R.
12
Bailey, Natalia
11
Berg, Gerard J. van den
11
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ECONIS (ZBW)
16
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1
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 338-351
Persistent link: https://www.econbiz.de/10013546675
Saved in:
2
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012308723
Saved in:
3
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
Saved in:
4
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011686422
Saved in:
5
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
6
Zero-diagonality as a linear structure
Magnus, Jan R.
;
Sentana, Enrique
- In:
Economics letters
196
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012510901
Saved in:
7
Empirical evaluation of overspecified asset pricing models
Manresa, Elena
;
Peñaranda, Francisco
;
Sentana, Enrique
-
2017
Persistent link: https://www.econbiz.de/10011708502
Saved in:
8
Recovering the probability density function of asset prices using GARCH as diffusion approximations
Fornari, Fabio
-
2001
Persistent link: https://www.econbiz.de/10013439253
Saved in:
9
Recovering the probability density function of asset prices using garch as diffusion approximations
Fornari, Fabio
;
Mele, Antonio
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 83-110
Persistent link: https://www.econbiz.de/10001568294
Saved in:
10
Quadratic ARCH models
Sentana, Enrique
-
1995
Persistent link: https://www.econbiz.de/10000924230
Saved in:
1
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