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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Kointegration"
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Search: subject_exact:"Estimation theory"
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Share price
Kointegration
Estimation theory
1,630
Schätztheorie
1,630
Theorie
390
Theory
390
Nichtparametrisches Verfahren
313
Nonparametric statistics
313
Time series analysis
306
Zeitreihenanalyse
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265
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Estimation
223
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98
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62
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Phillips, Peter C. B.
6
Todorov, Viktor
6
Li, Jia
5
Tauchen, George Eugene
5
Kim, Donggyu
4
Francq, Christian
3
Gao, Jiti
3
Hualde, Javier
3
Tu, Yundong
3
Wang, Qiying
3
Wang, Yazhen
3
Chambers, Marcus J.
2
Clinet, Simon
2
Georgiev, Iliyan
2
Hualde, J.
2
Johansen, Søren
2
Khalaf, Lynda
2
Lee, Ji Hyung
2
Li, Degui
2
Li, Yingying
2
Mykland, Per A.
2
Paruolo, Paolo
2
Potiron, Yoann
2
Robinson, Peter M.
2
Rodrigues, Paulo M. M.
2
Shephard, Neil G.
2
Taylor, Robert
2
Urga, Giovanni
2
Wagner, Martin
2
Xiao, Zhijie
2
Xiu, Dacheng
2
Zakoïan, Jean-Michel
2
Zhang, Congshan
2
Zhang, Lan
2
Ahsan, Nazmul
1
Akker, Ramon van den
1
Aknouche, Abdelhakim
1
Andersen, Torben
1
Anderson, T. W.
1
Ball, Clifford A.
1
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Journal of econometrics
The journal of finance : the journal of the American Finance Association
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Economics letters
28
Econometric reviews
26
Econometric theory
26
Econometrics : open access journal
24
Economic modelling
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Applied economics letters
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
International journal of economics and financial issues : IJEFI
17
Applied economics
14
Journal of empirical finance
12
The econometrics journal
12
Journal of banking & finance
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of forecasting
10
Quantitative finance
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Finance research letters
8
International Journal of Energy Economics and Policy : IJEEP
8
International journal of economics and finance
8
International journal of forecasting
8
Journal of applied econometrics
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of international financial markets, institutions & money
8
Journal of risk and financial management : JRFM
8
Oxford bulletin of economics and statistics
8
Central European journal of economic modelling and econometrics
7
Journal of financial and quantitative analysis : JFQA
7
Journal of time series econometrics
7
The review of financial studies
7
Computational economics
6
Journal of financial econometrics
6
Review of quantitative finance and accounting
6
The North American journal of economics and finance : a journal of financial economics studies
6
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
International review of economics & finance : IREF
5
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ECONIS (ZBW)
115
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1
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
Saved in:
2
When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.
;
Wang, Ying
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
Saved in:
3
Tail index estimation in the presence of covariates : stock returns' tail risk dynamics
Nicolau, João
;
Rodrigues, Paulo M. M.
;
Stoykov, Marian Z.
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2266-2284
Persistent link: https://www.econbiz.de/10014471455
Saved in:
4
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
5
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
6
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
Saved in:
7
A time-varying parameter model for local explosions
Blasques, Francisco
;
Koopman, Siem Jan
;
Nientker, Marc
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 65-84
Persistent link: https://www.econbiz.de/10013441623
Saved in:
8
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
9
Asset selection based on high frequency Sharpe ratio
Wang, Christina Dan
;
Chen, Zhao
;
Lian, Yimin
;
Chen, Min
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 168-188
Persistent link: https://www.econbiz.de/10013441645
Saved in:
10
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
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