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subject:"Share price"
subject:"United Kingdom"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Share price
United Kingdom
Volatilität
Estimation theory
99
Schätztheorie
99
Time series analysis
29
Zeitreihenanalyse
29
Estimation
27
Schätzung
27
Volatility
27
ARCH model
20
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Noise Trading
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Ahlgren, Niklas
1
Alañón Pardo, Ángel
1
Allen, David E.
1
Andreou, Alena
1
Antell, Jan
1
Arize, Augustine Chuck
1
Auer, Benjamin R.
1
Balter, Janine
1
Bos, Charles S.
1
Caldeira, João F.
1
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1
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1
Degenhardt, Thomas
1
Díaz-Mendoza, Ana-Carmen
1
Engle, Robert F.
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frederiksen, Per
1
Ghysels, Eric
1
Guillén, Montserrat
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Horváth, Roman
1
Härdle, Wolfgang
1
Iitsuka, Yoshitaka
1
Ikeda, Shin S.
1
Janus, Paweł
1
Kok Haur Ng
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
Kumar, Satish
1
Kunitomo, Naoto
1
Li, Leon
1
Li, Yingying
1
Lin, Tsai-Yu
1
Liu, Qiang
1
Liu, Yiqi
1
Liu, Zhi
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
135
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Economics letters
33
Discussion paper / Tinbergen Institute
31
Journal of empirical finance
27
Econometric reviews
23
Economic modelling
22
Journal of banking & finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Quantitative finance
19
Econometric theory
18
CREATES research paper
17
Finance research letters
16
Journal of applied econometrics
16
International journal of forecasting
15
Journal of financial econometrics
15
NBER Working Paper
15
Working paper
15
International journal of economics and financial issues : IJEFI
14
International journal of theoretical and applied finance
14
Journal of forecasting
14
NBER working paper series
14
Oxford bulletin of economics and statistics
14
Working paper / National Bureau of Economic Research, Inc.
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Journal of risk and financial management : JRFM
13
The econometrics journal
13
Discussion paper
12
Applied economics
11
Cambridge working papers in economics
11
SFB 649 discussion paper
11
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
International review of financial analysis
10
Journal of mathematical finance
10
The journal of finance : the journal of the American Finance Association
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
CEMMAP working papers / Centre for Microdata Methods and Practice
9
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ECONIS (ZBW)
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1
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
2
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
3
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
4
Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
Saved in:
5
The "Sell in May" effect : a review and new empirical evidence
Degenhardt, Thomas
;
Auer, Benjamin R.
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 169-205
Persistent link: https://www.econbiz.de/10012036281
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6
Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
Saved in:
7
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
8
Tests for abnormal returns in the presence of event-induced cross-sectional correlation
Ahlgren, Niklas
;
Antell, Jan
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10011987446
Saved in:
9
Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation
Li, Leon
- In:
The North American journal of economics and finance : a …
40
(
2017
),
pp. 116-135
Persistent link: https://www.econbiz.de/10011878799
Saved in:
10
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
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