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subject:"Germany"
subject:"Schätztheorie"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of econometrics"
~subject:"Börsenkurs"
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Germany
Schätztheorie
Börsenkurs
Theorie
6,082
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523
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523
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457
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455
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398
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363
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Foucault, Thierry
7
Phillips, Peter C. B.
7
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6
Gouriéroux, Christian
6
Lee, Lung-fei
6
Li, Qi
6
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5
Albuquerque, Rui
4
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4
Chen, Songnian
4
Dustmann, Christian
4
Farmer, Roger E. A.
4
Granger, C. W. J.
4
Kilian, Lutz
4
King, Maxwell L.
4
Lütkepohl, Helmut
4
Marin, Dalia
4
Schmidt, Peter
4
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3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Başak, Suleyman
3
Canova, Fabio
3
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3
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3
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3
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3
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3
Godfrey, L. G.
3
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3
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3
Grammig, Joachim
3
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3
Haldrup, Niels
3
Horowitz, Joel
3
Hsiao, Cheng
3
Inoue, Atsushi
3
Lettau, Martin
3
Ljungqvist, Alexander
3
Magnus, Jan R.
3
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Europäische Hochschulschriften / 5
797
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478
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465
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423
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332
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284
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262
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239
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221
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192
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162
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161
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158
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149
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147
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140
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139
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Vahlens Handbücher der Wirtschafts- und Sozialwissenschaften
104
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101
Neue betriebswirtschaftliche Forschung : Nbf
99
Journal of empirical finance
98
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95
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ECONIS (ZBW)
578
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578
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
3
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
4
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
5
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
6
Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
Chen, Xin
;
Yang, Dan
;
Yan, Xu
;
Xia, Yin
;
Wang, Dong
; …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 544-564
Persistent link: https://www.econbiz.de/10014340639
Saved in:
7
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
8
Heterogeneity in households' stock market beliefs : levels, dynamics, and epistemic uncertainty
Gaudecker, Hans-Martin von
;
Wogrolly, Axel
- In:
Journal of econometrics
231
(
2022
)
1
,
pp. 232-247
Persistent link: https://www.econbiz.de/10013441983
Saved in:
9
The drift burst hypothesis
Christensen, Kim
;
Oomen, Roel
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 461-497
Persistent link: https://www.econbiz.de/10013442150
Saved in:
10
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
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