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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Australian journal of management"
~isPartOf:"Journal of financial econometrics"
~subject:"Risikomaß"
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Search: subject_exact:"Estimation theory"
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Share price
Risikomaß
Estimation theory
56
Schätztheorie
56
Estimation
19
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19
Time series analysis
14
Zeitreihenanalyse
14
Volatility
13
Volatilität
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English
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Brailsford, Timothy J.
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Casas, Isabel
1
Easton, Stephen Andrew
1
Faff, Robert W.
1
Ferreira, Eva
1
Grønneberg, Steffen
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
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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
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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
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1
Shin, Yongcheol
1
Stander, Julian
1
Sucarrat, Genaro
1
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1
Yu, Keming
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1
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Australian journal of management
Journal of financial econometrics
Journal of econometrics
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Insurance / Mathematics & economics
25
Journal of risk
22
Journal of banking & finance
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Finance research letters
13
Journal of empirical finance
13
Economics letters
12
Quantitative finance
12
Economic modelling
11
Journal of forecasting
11
Journal of risk and financial management : JRFM
11
Econometrics : open access journal
9
International journal of economics and financial issues : IJEFI
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of risk model validation
9
Computational economics
8
International journal of forecasting
8
International journal of theoretical and applied finance
8
Risks : open access journal
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
European journal of operational research : EJOR
7
Journal of financial and quantitative analysis : JFQA
7
Journal of mathematical finance
7
Review of quantitative finance and accounting
7
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
Applied economics
6
Finance India : the quarterly journal of Indian Institute of Finance
6
International review of financial analysis
6
Applied financial economics
5
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
Econometric reviews
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
International journal of monetary economics and finance
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ECONIS (ZBW)
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1
Estimation and inference of quantile impulse response functions by local projections : with applications to VaR dynamics
Han, Heejoon
;
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014526299
Saved in:
2
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
3
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
4
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
5
Single-index expectile models for estimating conditional value at risk and expected shortfall
Jiang, Rong
;
Hu, Xueping
;
Yu, Keming
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 345-366
Persistent link: https://www.econbiz.de/10013187986
Saved in:
6
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
7
Local-linear estimation of time-varying-parameter garch models and associated risk measures
Inoue, Atsushi
;
Lu, Jin
;
Pelletier, Denis
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 202-234
Persistent link: https://www.econbiz.de/10012504329
Saved in:
8
Time-varying coefficient estimation in SURE models : application to portfolio management
Casas, Isabel
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 707-745
Persistent link: https://www.econbiz.de/10012654990
Saved in:
9
The threshold GARCH model : estimation and density forecasting for financial returns
Cai, Yuzhi
;
Stander, Julian
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 395-424
Persistent link: https://www.econbiz.de/10012232969
Saved in:
10
Extreme conditional tail moment estimation under serial dependence
Hoga, Yannick
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 587-615
Persistent link: https://www.econbiz.de/10012152234
Saved in:
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