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subject:"Share price"
subject:"United Kingdom"
~person:"Hildenbrand, Werner"
~person:"Kunitomo, Naoto"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Share price
United Kingdom
Estimation theory
17
Schätztheorie
17
Theorie
5
Theory
5
Börsenkurs
3
Einkommenshypothese
3
Großbritannien
3
Income hypothesis
3
Noise Trading
3
Noise trading
3
Volatility
3
Volatilität
3
1968-1984
2
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Integrated covariance
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Market microstructure
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Micro-market noise
2
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2
Panel study
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Random sampling
2
Sampling
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Separating Information Maximum Likelihood (SIML)
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Stichprobenerhebung
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1969-1983
1
Asymptotic robustness
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Asymptotic robustness of Jump-Test
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Continuous-time processes
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Financial market
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Finanzmarkt
1
Hedging
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Hedging coefficient
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Integrated volatility
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Integrated volatility with micro-market noise
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Hildenbrand, Werner
Kunitomo, Naoto
Maheswaran, S.
9
Li, Jia
8
Tauchen, George Eugene
8
Todorov, Viktor
7
Kim, Donggyu
6
Mills, Terence C.
6
Faff, Robert W.
5
Kumar, Dilip
5
Wang, Yazhen
5
Allen, David E.
4
Bauwens, Luc
4
Bhattacharyya, Dilip K.
4
Blundell, Richard W.
4
Cuthbertson, Keith
4
Engle, Robert F.
4
Francq, Christian
4
Kapetanios, George
4
Patterson, Kerry D.
4
Pesaran, M. Hashem
4
Sentana, Enrique
4
Shephard, Neil G.
4
Tse, Yiu Kuen
4
Zakoïan, Jean-Michel
4
Bollerslev, Tim
3
Brooks, Robert
3
Chambers, Marcus J.
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Corhay, Albert
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Diebold, Francis X.
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Ericsson, Neil R.
3
Feng, Yuanhua
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3
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3
Kim, Myung-jig
3
Krämer, Walter
3
Lee, Kyungsub
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Li, Yingying
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Asia-Pacific financial markets
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International review of economics & finance : IREF
1
Is economics becoming a hard science? : [the book collects the contrib. to a conference "Is economics becoming a hard science?", which was held at the former Ecole Polytechnique in Paris on 29 - 30 Oct., 1992]
1
L'économie devient-elle une science dure?
1
The journal of business : B
1
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ECONIS (ZBW)
6
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1
Effects of jumps and small noise in high-frequency financial econometrics
Kunitomo, Naoto
;
Kurisu, Daisuke
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10011742284
Saved in:
2
On robust properties of the SIML estimation of volatility under micro-market noise and random sampling
Misaki, Hiroumi
;
Kunitomo, Naoto
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 265-281
Persistent link: https://www.econbiz.de/10011573588
Saved in:
3
On the empirical evidence of microeconomic demand theory
Hildenbrand, Werner
- In:
Is economics becoming a hard science? : [the book …
,
(pp. 154-164)
.
1997
Persistent link: https://www.econbiz.de/10001297191
Saved in:
4
Des preuves empiriques de la théorie de la demande en micro-économie
Hildenbrand, Werner
- In:
L'économie devient-elle une science dure?
,
(pp. 162-171)
.
1995
Persistent link: https://www.econbiz.de/10001291722
Saved in:
5
Improving the Parkinson method of estimating security price volatilities
Kunitomo, Naoto
- In:
The journal of business : B
65
(
1992
)
2
,
pp. 295-302
Persistent link: https://www.econbiz.de/10001124145
Saved in:
6
Empirical evidence on the law of demand
Härdle, Wolfgang
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1525-1549
Persistent link: https://www.econbiz.de/10001115947
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