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person:"Stambaugh, Robert F."
subject:"Share price"
~person:"Bauwens, Luc"
~person:"Brooks, Robert"
~person:"Feng, Yuanhua"
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Search: subject_exact:"Estimation theory"
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Share price
Estimation theory
87
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87
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45
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45
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30
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30
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18
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18
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Stambaugh, Robert F.
Bauwens, Luc
Brooks, Robert
Feng, Yuanhua
Kapetanios, George
12
Pesaran, M. Hashem
12
Linton, Oliver
10
Tauchen, George Eugene
10
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9
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9
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8
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8
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8
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7
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7
Malec, Peter
7
Runde, Ralf
7
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7
Gao, Jiti
6
Kim, Donggyu
6
Krämer, Walter
6
Zakoïan, Jean-Michel
6
Bibinger, Markus
5
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5
Kumar, Dilip
5
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5
Sentana, Enrique
5
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5
Silvennoinen, Annastiina
5
Wang, Yazhen
5
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4
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4
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4
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4
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4
Escanciano, Juan Carlos
4
Francq, Christian
4
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4
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4
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1
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ECONIS (ZBW)
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1
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
2
Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
Saved in:
3
Simultaneously modelling conditional heteroskedasticity and scale change
Feng, Yuanhua
-
2002
Persistent link: https://www.econbiz.de/10001686434
Saved in:
4
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
5
Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua
- In:
Econometric theory
20
(
2004
)
3
,
pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
Saved in:
6
Asymmetric ACD models: introducing price information in ACD models
Bauwens, Luc
;
Giot, Pierre
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 709-731
Persistent link: https://www.econbiz.de/10001798161
Saved in:
7
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
Saved in:
8
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
9
The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc
;
Giot, Pierre
- In:
Annales d'économie et de statistique
(
2000
),
pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
Saved in:
10
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001551884
Saved in:
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