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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"USA"
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Search: subject_exact:"Estimation theory"
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Share price
USA
Estimation theory
242
Schätztheorie
242
Estimation
57
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57
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57
Time series analysis
54
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Audrino, Francesco
2
Ahlgren, Niklas
1
Antell, Jan
1
Balter, Janine
1
Bampinas, Georgios
1
Banerjee, Andy
1
Bianchi, Marco
1
Caporale, Tony
1
Charbonneau, Alain
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Conway, Karen Smith
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1
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1
Devadoss, Stephen
1
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1
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1
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1
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1
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1
Kan, Kamhon
1
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1
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1
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Nolan, J. F.
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1
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Applied economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
110
Journal of econometrics
77
The review of economics and statistics
44
Economics letters
26
Journal of applied econometrics
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
American journal of agricultural economics
19
The journal of finance : the journal of the American Finance Association
18
Journal of financial and quantitative analysis : JFQA
16
The journal of futures markets
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Journal of banking & finance
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Journal of empirical finance
15
Journal of forecasting
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The review of financial studies
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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9
Econometric reviews
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International economic review
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9
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8
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8
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Oxford bulletin of economics and statistics
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Applied economics letters
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Finance research letters
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1
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
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2
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
3
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:
4
A contribution on the nature and treatment of missing data in large market surveys
Madden, Gary
;
Vicente, María Rosalia
;
Rappoport, Paul N.
; …
- In:
Applied economics
49
(
2017
)
22
,
pp. 2179-2187
Persistent link: https://www.econbiz.de/10011817259
Saved in:
5
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
6
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
7
Quarticity estimation on ohlc data
Balter, Janine
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011339287
Saved in:
8
The derivation of the NPV variance of a risky capital investment project with first-order autoregressive cash flows and autoregressive conditional heteroscedastic variances
Paquin, Jean-Paul
;
Charbonneau, Alain
;
Tessier, David
- In:
Applied economics
47
(
2015
)
10/12
,
pp. 1170-1186
Persistent link: https://www.econbiz.de/10010486263
Saved in:
9
On the properties of regression test of stock returns predictability using dividend-price ratios
Moon, Seongman
;
Velasco, Carlos
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010233601
Saved in:
10
Voter turnout in US presidential elections : does Carville's law explain the time series?
Caporale, Tony
;
Poitras, Marc
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3630-3638
Persistent link: https://www.econbiz.de/10010420005
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