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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Applied financial economics"
~isPartOf:"Computational economics"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Estimation theory"
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Share price
Kapitaleinkommen
Estimation theory
134
Schätztheorie
134
Time series analysis
35
Zeitreihenanalyse
35
Estimation
29
Schätzung
28
Monte Carlo simulation
21
Monte-Carlo-Simulation
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Nichtparametrisches Verfahren
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Maximum likelihood estimation
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English
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Armitage, Seth
1
Brzeszczynski, Janusz
1
Brännäs, Kurt
1
Ceffer, A.
1
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1
Deng, Xue
1
Dias, Fabio S.
1
Dufrénot, Gilles
1
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1
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1
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1
Nyholm, Ken
1
Olah, A.
1
Ortobelli Lozza, Sergio
1
Peters, Gareth
1
Péguin-Feissolle, Anne
1
Rebonato, Riccardo
1
Reguly, I.
1
Rogers, Leonard C. G.
1
Santos, Antonio A. F.
1
Satchell, Stephen
1
Simonsen, Ola
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1
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Applied financial economics
Computational economics
Journal of econometrics
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
Journal of empirical finance
22
Economics letters
18
Finance research letters
17
Journal of banking & finance
16
Journal of financial and quantitative analysis : JFQA
14
Economic modelling
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of forecasting
12
The journal of finance : the journal of the American Finance Association
12
Journal of risk and financial management : JRFM
11
Quantitative finance
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
The review of financial studies
11
Journal of financial econometrics
10
Journal of financial economics
10
Econometrics : open access journal
9
Econometric reviews
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of economics and financial issues : IJEFI
8
International review of financial analysis
8
Review of quantitative finance and accounting
8
The journal of business : B
8
International journal of forecasting
7
Journal of economic dynamics & control
7
The European journal of finance
7
The North American journal of economics and finance : a journal of financial economics studies
7
Cogent economics & finance
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
Journal of applied econometrics
6
Journal of mathematical finance
6
Journal of risk
6
The review of economic studies
6
Annals of finance
5
Applied economics
5
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
Finance India : the quarterly journal of Indian Institute of Finance
5
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ECONIS (ZBW)
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1
Robust portfolio optimization based on semi-parametric ARMA-TGARCH-EVT model with mixed copula using WCVaR
Deng, Xue
;
Liang, Ying
- In:
Computational economics
61
(
2023
)
1
,
pp. 267-294
Persistent link: https://www.econbiz.de/10014228426
Saved in:
2
Portfolio selection using multivariate semiparametric estimators and a copula PCA-based approach
Kouaissah, Noureddine
;
Ortobelli Lozza, Sergio
; …
- In:
Computational economics
60
(
2022
)
3
,
pp. 833-859
Persistent link: https://www.econbiz.de/10013380843
Saved in:
3
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
4
A non-parametric test and predictive model for signed path dependence
Dias, Fabio S.
;
Peters, Gareth
- In:
Computational economics
56
(
2020
)
2
,
pp. 461-498
Persistent link: https://www.econbiz.de/10012272043
Saved in:
5
Low complexity algorithmic trading by feedforward neural networks
Levendovszky, J.
;
Reguly, I.
;
Olah, A.
;
Ceffer, A.
- In:
Computational economics
54
(
2019
)
1
,
pp. 267-279
Persistent link: https://www.econbiz.de/10012134157
Saved in:
6
A note on the estimation of a gamma-variance process : learning from a failure
Cervellera, Gian P.
;
Tucci, Marco Paolo
- In:
Computational economics
49
(
2017
)
3
,
pp. 363-385
Persistent link: https://www.econbiz.de/10011762113
Saved in:
7
Heteroscedasticity and interval effects in estimating beta : UK evidence
Armitage, Seth
;
Brzeszczynski, Janusz
- In:
Applied financial economics
21
(
2011
)
19/21
,
pp. 1525-1538
Persistent link: https://www.econbiz.de/10009356071
Saved in:
8
Long-horizon yield curve projections : comparison of semi-parametric and parametric approaches
Nyholm, Ken
;
Rebonato, Riccardo
- In:
Applied financial economics
18
(
2008
)
18/21
,
pp. 1597-1611
Persistent link: https://www.econbiz.de/10003800185
Saved in:
9
Changing-regime volatility : a fractionally integrated SETAR model
Dufrénot, Gilles
;
Guégan, Dominique
; …
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 519-526
Persistent link: https://www.econbiz.de/10003739214
Saved in:
10
Discretized time and conditional duration modelling for stock transaction data
Brännäs, Kurt
;
Simonsen, Ola
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 647-658
Persistent link: https://www.econbiz.de/10003491211
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