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person:"Fornari, Fabio"
subject:"Share price"
~person:"Shephard, Neil G."
~subject:"CAPM"
~subject:"Capital income"
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Search: subject_exact:"Estimation theory"
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Share price
CAPM
Capital income
Estimation theory
54
Schätztheorie
54
Theorie
22
Theory
22
Time series analysis
13
Zeitreihenanalyse
13
ARCH model
12
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12
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10
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8
Volatility
7
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English
12
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Fornari, Fabio
Shephard, Neil G.
Kan, Raymond
17
Linton, Oliver
16
Pesaran, M. Hashem
16
Kapetanios, George
15
Robotti, Cesare
15
Singleton, Kenneth J.
14
Tauchen, George Eugene
14
Diebold, Francis X.
13
Kumar, Dilip
13
Maheswaran, S.
13
Sentana, Enrique
11
Dufour, Jean-Marie
10
Faff, Robert W.
10
Li, Jia
10
Todorov, Viktor
10
Engle, Robert F.
9
Hautsch, Nikolaus
9
Teräsvirta, Timo
9
Allen, David E.
8
Bailey, Natalia
8
Bollerslev, Tim
8
Brandt, Michael W.
8
Crump, Richard K.
8
Fabozzi, Frank J.
8
Khalaf, Lynda
8
Kim, Donggyu
8
Lee, Cheng F.
8
Luger, Richard
8
Račev, Svetlozar T.
8
Shanken, Jay
8
Stambaugh, Robert F.
8
Wright, Jonathan H.
8
Beaulieu, Marie-Claude
7
Daníelsson, Jón
7
Grammig, Joachim
7
Koopman, Siem Jan
7
Li, Yingying
7
Malec, Peter
7
Nelson, Charles R.
7
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Centre for Analytical Finance <Århus>
1
Nuffield College
1
Oxford Financial Research Centre
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Journal of econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
12
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1
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
2
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
3
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001834989
Saved in:
4
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:
5
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10003313338
Saved in:
6
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984063
Saved in:
7
Econometrics of testing for jumps in financial economics using bipower variation
Barndorff-Nielsen, Ole E.
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001838599
Saved in:
8
Dynamics of trade-by-trade price movements: decomposition and models
Rydberg, Tina Hvild
;
Shephard, Neil G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 2-25
Persistent link: https://www.econbiz.de/10002220788
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
Dynamics of trade-by-trade price movements : decomposition and models
Rydberg, Tina Hviid
;
Shephard, Neil G.
-
1998
Persistent link: https://www.econbiz.de/10001369502
Saved in:
1
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