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person:"Fornari, Fabio"
subject:"Share price"
~person:"Amilon, Henrik"
~person:"Engle, Robert F."
~subject:"Zinsstruktur"
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Search: subject_exact:"Estimation theory"
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Share price
Zinsstruktur
Estimation theory
68
Schätztheorie
68
Theorie
31
Theory
31
Time series analysis
27
Zeitreihenanalyse
27
ARCH model
20
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20
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Fornari, Fabio
Amilon, Henrik
Engle, Robert F.
Kapetanios, George
12
Linton, Oliver
12
Pesaran, M. Hashem
12
Tauchen, George Eugene
11
Wu, Jing Cynthia
11
Bekaert, Geert
9
Hautsch, Nikolaus
9
Maheswaran, S.
9
Todorov, Viktor
9
Bailey, Natalia
8
Hodrick, Robert J.
8
Li, Jia
8
Allen, David E.
7
Faff, Robert W.
7
Gao, Jiti
7
Koopman, Siem Jan
7
Malec, Peter
7
Rudebusch, Glenn D.
7
Runde, Ralf
7
Sola, Martin
7
Teräsvirta, Timo
7
Bauwens, Luc
6
Kim, Donggyu
6
Krämer, Walter
6
Wright, Jonathan H.
6
Zakoïan, Jean-Michel
6
Bibinger, Markus
5
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5
Kumar, Dilip
5
Luger, Richard
5
Meldrum, Andrew
5
Nelson, Charles R.
5
Sentana, Enrique
5
Shephard, Neil G.
5
Silvennoinen, Annastiina
5
Startz, Richard
5
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5
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5
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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
2
Temi di discussione del Servizio Studi / Banca d'Italia
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Economics letters
1
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1
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1
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1
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ECONIS (ZBW)
15
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1
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
2
GARCH estimation and discrete stock prices : an application to low-priced Australian stocks
Amilon, Henrik
-
2002
Persistent link: https://www.econbiz.de/10001732829
Saved in:
3
GARCH estimation and discrete stock prices
Amilon, Henrik
-
2001
Persistent link: https://www.econbiz.de/10001567693
Saved in:
4
A simple approach to the estimation of continuous time CEV stochastic volatility models of the short-term rate
Fornari, Fabio
;
Mele, Antonio
-
2001
Persistent link: https://www.econbiz.de/10001581711
Saved in:
5
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:
6
GARCH estimation and discrete stock prices: an application to low-priced Australian stocks
Amilon, Henrik
- In:
Economics letters
81
(
2003
)
2
,
pp. 215-222
Persistent link: https://www.econbiz.de/10001826093
Saved in:
7
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:
8
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
9
GARCH estimation and discrete stock prices
Amilon, Henrik
- In:
Essays on financial models
,
(pp. 61-74)
.
2000
Persistent link: https://www.econbiz.de/10001551219
Saved in:
10
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
1
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