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subject:"Probability theory"
subject:"United States"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"ARCH-Modell"
~subject:"Method of moments"
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Search: subject_exact:"Estimation theory"
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Probability theory
United States
ARCH-Modell
Method of moments
Estimation theory
33
Schätztheorie
33
Theorie
19
Theory
19
USA
16
Capital income
8
Kapitaleinkommen
8
Börsenkurs
7
Share price
7
CAPM
6
Estimation
5
Portfolio selection
5
Portfolio-Management
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Schätzung
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Yield curve
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Zinsstruktur
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Panel
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1871-1987
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English
17
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Bradley, Michael G.
1
Chan, Louis K. C.
1
Connolly, Robert A.
1
Donaldson, R. Glen
1
Flesaker, Bjorn
1
Harris, Lawrence E.
1
Hentschel, Ludger
1
Joerding, Wayne H.
1
Jokivuolle, Esa
1
Kamstra, Mark J.
1
Klein, April
1
Kramer, Lisa A.
1
Lakonishok, Josef
1
Lumpkin, Stephen A.
1
Lynch, Anthony W.
1
McQueen, Grant R.
1
Porter, David C.
1
Ronen, Tavy
1
Rosenfeld, James
1
Salinger, Michael A.
1
Schneider, Paul
1
Sögner, Leopold
1
Taylor, William M.
1
Veza, Tanja
1
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1
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Journal of financial and quantitative analysis : JFQA
Journal of econometrics
202
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
Economics letters
86
Econometric theory
72
Econometric reviews
63
CEMMAP working papers / Centre for Microdata Methods and Practice
52
Discussion paper / Tinbergen Institute
52
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
51
The review of economics and statistics
47
Working paper / National Bureau of Economic Research, Inc.
38
The econometrics journal
34
International journal of forecasting
32
Cowles Foundation Discussion Paper
30
Journal of applied econometrics
29
Cowles Foundation discussion paper
28
Applied economics
27
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
CREATES research paper
25
Applied economics letters
23
American journal of agricultural economics
22
Journal of forecasting
22
CESifo working papers
21
Journal of empirical finance
21
Discussion paper / Center for Economic Research, Tilburg University
20
Econometrics : open access journal
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Technical working paper / National Bureau of Economic Research
19
Statistics in transition : an international journal of the Polish Statistical Association
18
Finance research letters
17
Journal of banking & finance
17
NBER Working Paper
17
NBER working paper series
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Discussion paper series / IZA
16
The journal of futures markets
16
European journal of operational research : EJOR
15
The review of economic studies
15
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14
Economic modelling
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1
Using samples of unequal length in generalized method of moments estimation
Lynch, Anthony W.
;
Wachter, Jessica
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
1
,
pp. 277-307
Persistent link: https://www.econbiz.de/10009772357
Saved in:
2
Estimating the equity premium
Donaldson, R. Glen
;
Kamstra, Mark J.
;
Kramer, Lisa A.
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 813-846
Persistent link: https://www.econbiz.de/10008758096
Saved in:
3
The economic role of jumps and recovery rates in the market for corporate default risk
Schneider, Paul
;
Sögner, Leopold
;
Veza, Tanja
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1517-1547
Persistent link: https://www.econbiz.de/10008909155
Saved in:
4
Errors in implied volatility estimation
Hentschel, Ludger
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 779-810
Persistent link: https://www.econbiz.de/10001859254
Saved in:
5
Tests and properties of variance rations in microstructure studies
Ronen, Tavy
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 183-204
Persistent link: https://www.econbiz.de/10001224466
Saved in:
6
Measuring true stock index value in the presence of infrequent trading
Jokivuolle, Esa
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
3
,
pp. 455-464
Persistent link: https://www.econbiz.de/10001217159
Saved in:
7
Testing the Heath-Jarrow-Morton - Ho-Lee model of interest rate contingent claims pricing
Flesaker, Bjorn
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
4
,
pp. 483-495
Persistent link: https://www.econbiz.de/10001160498
Saved in:
8
The estimation of quality-adjusted auction returns with varying transaction intervals
Taylor, William M.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
1
,
pp. 131-142
Persistent link: https://www.econbiz.de/10001122222
Saved in:
9
Standard errors in event studies
Salinger, Michael A.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
1
,
pp. 39-53
Persistent link: https://www.econbiz.de/10001122227
Saved in:
10
Long-horizon mean-reverting stock prices revisited
McQueen, Grant R.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001122230
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