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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"ARCH-Modell"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Estimation theory"
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Share price
ARCH-Modell
Monte-Carlo-Simulation
Estimation theory
312
Schätztheorie
312
Theorie
239
Theory
239
Statistical theory
45
Statistische Methodenlehre
45
Time series analysis
39
Zeitreihenanalyse
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Nonparametric statistics
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Method of moments
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Decision
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Article in journal
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Tauchen, George Eugene
3
Li, Jia
2
Angelo, Mele
1
Engle, Robert F.
1
Francq, Christian
1
Gallant, A. Ronald
1
Hussey, Robert Miller
1
Jacod, Jean
1
Jensen, Søren Tolver
1
Li, Yingying
1
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1
Nelson, Daniel B.
1
Rahbek, Anders
1
Rossi, Peter E.
1
Todorov, Viktor
1
Zakoïan, Jean-Michel
1
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1
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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
Journal of econometrics
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
Economics letters
47
Econometric theory
44
Econometric reviews
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Computational economics
27
The econometrics journal
25
Economic modelling
24
Applied economics
23
Journal of empirical finance
22
Finance research letters
21
Applied economics letters
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Journal of forecasting
19
Econometrics : open access journal
18
Journal of banking & finance
18
International journal of forecasting
17
Journal of risk and financial management : JRFM
15
International journal of economics and financial issues : IJEFI
14
Journal of economic dynamics & control
14
Journal of risk
14
European journal of operational research : EJOR
13
Journal of financial econometrics
13
Journal of time series econometrics
13
The North American journal of economics and finance : a journal of financial economics studies
12
Quantitative finance
11
Journal of mathematical finance
10
Journal of the American Statistical Association : JASA
9
Insurance / Mathematics & economics
8
International review of financial analysis
8
Risks : open access journal
8
The review of financial studies
8
Journal of financial and quantitative analysis : JFQA
7
The journal of finance : the journal of the American Finance Association
7
The review of economic studies
7
Annals of financial economics
6
Applied financial economics
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ECONIS (ZBW)
11
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1
A structural model of dense network formation
Angelo, Mele
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 825-850
Persistent link: https://www.econbiz.de/10011778815
Saved in:
2
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
3
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
4
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
5
Robust estimation and inference for jumps in noisy high frequency data : a local-to-continuity theory for the pre-averaging method
Li, Jia
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1673-1693
Persistent link: https://www.econbiz.de/10009793469
Saved in:
6
Strict stationarity testing and estimation of explosive and stationary generalized autoregressive conditional heteroscedasticity models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
2
,
pp. 821-861
Persistent link: https://www.econbiz.de/10009534937
Saved in:
7
Asymptotic normality of the QMLE estimator of ARCH in the nonstationary case
Jensen, Søren Tolver
;
Rahbek, Anders
- In:
Econometrica : journal of the Econometric Society, an …
72
(
2004
)
2
,
pp. 641-646
Persistent link: https://www.econbiz.de/10001978054
Saved in:
8
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
9
Nonlinear dynamic structures
Gallant, A. Ronald
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 871-907
Persistent link: https://www.econbiz.de/10001147138
Saved in:
10
Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 371-396
Persistent link: https://www.econbiz.de/10001101891
Saved in:
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