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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Economic modelling"
~subject:"ARCH model"
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Estimation theory"
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Share price
ARCH model
Kapitaleinkommen
Estimation theory
136
Schätztheorie
136
Estimation
53
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52
Time series analysis
34
Zeitreihenanalyse
34
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21
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Kumar, Dilip
4
Maheswaran, S.
3
Boughrara, Adel
1
Dridi, Ichrak
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Feng, Yuanhua
1
Hatemi-J, Abdulnasser
1
Haugom, Erik
1
Hill, Jonathan B.
1
Hu, Shuowen
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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
Veka, Steinar
1
Wang, Shouyang
1
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1
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1
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Economic modelling
Journal of econometrics
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Econometric theory
37
Economics letters
32
Journal of empirical finance
29
Finance research letters
25
Journal of banking & finance
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Journal of forecasting
20
Econometric reviews
18
International journal of forecasting
16
The econometrics journal
16
Journal of risk
15
Journal of risk and financial management : JRFM
15
International journal of economics and financial issues : IJEFI
14
Journal of financial and quantitative analysis : JFQA
14
Journal of financial econometrics
14
Econometrics : open access journal
13
Applied economics
12
The North American journal of economics and finance : a journal of financial economics studies
12
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11
Journal of mathematical finance
11
Journal of time series econometrics
11
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11
The European journal of finance
11
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11
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10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
International review of financial analysis
10
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10
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9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
The journal of business : B
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International journal of economics and finance
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1
Flexible inflation targeting and stock market volatility : evidence from emerging market economies
Dridi, Ichrak
;
Boughrara, Adel
- In:
Economic modelling
126
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462464
Saved in:
2
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
3
Testing the white noise hypothesis of stock returns
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Economic modelling
76
(
2019
),
pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
Saved in:
4
Bias-corrected estimation for speculative bubbles in stock prices
Kruse, Robinson
;
Kaufmann, Hendrik
;
Wegener, Christoph
- In:
Economic modelling
73
(
2018
),
pp. 354-364
Persistent link: https://www.econbiz.de/10012100460
Saved in:
5
Volatility risk premium implications of GARCH option pricing models
Papantonis, Ioannis
- In:
Economic modelling
58
(
2016
),
pp. 104-115
Persistent link: https://www.econbiz.de/10011647056
Saved in:
6
Sudden changes in extreme value volatility estimator : modeling and forecasting with economic significance analysis
Kumar, Dilip
- In:
Economic modelling
49
(
2015
),
pp. 354-371
Persistent link: https://www.econbiz.de/10011439594
Saved in:
7
Covariance estimation using high-frequency data: Sensitivities of estimation methods
Haugom, Erik
;
Lien, Gudbrand
;
Veka, Steinar
;
Westgaard, Sjur
- In:
Economic modelling
43
(
2014
),
pp. 416-425
Persistent link: https://www.econbiz.de/10010503037
Saved in:
8
A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
9
Asymmetric generalized impulse responses with an application in finance
Hatemi-J, Abdulnasser
- In:
Economic modelling
36
(
2014
),
pp. 18-22
Persistent link: https://www.econbiz.de/10010412088
Saved in:
10
New estimates of time-varying currency betas : a trivariate BEKK approach
Jayasinghe, Prabhath
;
Tsui, Albert K.
;
Zhang, Zhaoyong
- In:
Economic modelling
42
(
2014
),
pp. 128-139
Persistent link: https://www.econbiz.de/10010478223
Saved in:
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