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person:"Fornari, Fabio"
subject:"Share price"
~person:"Krämer, Walter"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
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Share price
Statistische Verteilung
Estimation theory
37
Schätztheorie
37
Theorie
24
Theory
24
Börsenkurs
5
Volatility
4
Volatilität
4
ARCH model
3
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3
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3
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3
Time series analysis
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Article
6
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Article in journal
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6
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5
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4
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English
6
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Fornari, Fabio
Krämer, Walter
Maheswaran, S.
10
Li, Jia
8
Tauchen, George Eugene
8
Todorov, Viktor
8
Nadarajah, Saralees
7
Wu, Ximing
7
Chen, Yi-ting
6
Hoga, Yannick
6
Kim, Donggyu
6
Kumar, Dilip
6
Linton, Oliver
6
Paolella, Marc S.
6
Phillips, Peter C. B.
6
Faff, Robert W.
5
Parmeter, Christopher F.
5
Wang, Yazhen
5
Bauwens, Luc
4
Engle, Robert F.
4
Fan, Jianqing
4
Francq, Christian
4
Goegebeur, Yuri
4
Guillou, Armelle
4
Harvey, Andrew C.
4
Luger, Richard
4
Mills, Terence C.
4
Peng, Liang
4
Rodrigues, Paulo M. M.
4
Runde, Ralf
4
Sentana, Enrique
4
Shephard, Neil G.
4
Tse, Yiu Kuen
4
Wen, Kuangyu
4
White, Halbert
4
Zakoïan, Jean-Michel
4
Zhang, Rongmao
4
Allen, David E.
3
Bandi, Federico M.
3
Bladt, Martin
3
Brooks, Robert
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Economics letters
1
Journal of empirical finance
1
Open economies review
1
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ECONIS (ZBW)
6
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1
A simple nonparametric test for structural change in joint tail probabilites
Krämer, Walter
;
Kampen, Maarten W. van
- In:
Economics letters
110
(
2011
)
3
,
pp. 245-247
Persistent link: https://www.econbiz.de/10009241481
Saved in:
2
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:
3
Peaks or tails - what distinguished financial data?
Krämer, Walter
;
Runde, Ralf
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
4
,
pp. 665-671
Persistent link: https://www.econbiz.de/10001542144
Saved in:
4
Short-term predictability of German stock returns
Krämer, Walter
- In:
Empirical economics : a journal of the Institute for …
23
(
1998
)
4
,
pp. 635-639
Persistent link: https://www.econbiz.de/10001254518
Saved in:
5
Stochastic properties of German stock returns
Krämer, Walter
- In:
Empirical economics : a journal of the Institute for …
21
(
1996
)
2
,
pp. 281-306
Persistent link: https://www.econbiz.de/10001199242
Saved in:
6
Estimating variability in the Italian stock market : an ARCH approach
Fornari, Fabio
- In:
Open economies review
4
(
1993
)
4
,
pp. 403-423
Persistent link: https://www.econbiz.de/10001158482
Saved in:
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