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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Journal of financial econometrics"
~subject:"Cointegration"
~subject:"Kointegration"
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Search: subject_exact:"Estimation theory"
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Share price
Cointegration
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Estimation theory
48
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Estimation
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Time series analysis
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Casas, Isabel
1
Ferreira, Eva
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Gungor, Sermin
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Hecq, Alain W. J.
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1
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Journal of financial econometrics
Journal of econometrics
109
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Economics letters
28
Econometric reviews
27
Econometric theory
26
Economic modelling
24
Econometrics : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Applied economics letters
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International journal of economics and financial issues : IJEFI
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Journal of banking & finance
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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
10
Journal of forecasting
10
International journal of forecasting
9
Quantitative finance
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
International journal of economics and finance
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Journal of applied econometrics
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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
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Journal of time series econometrics
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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Computational economics
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Finance research letters
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International Journal of Energy Economics and Policy : IJEEP
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Review of quantitative finance and accounting
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The North American journal of economics and finance : a journal of financial economics studies
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
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Finance India : the quarterly journal of Indian Institute of Finance
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International review of economics & finance : IREF
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1
Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.
;
Margaritella, Luca
;
Smeekes, Stephan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
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
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:
5
Bootstrap confidence intervals and hypothesis testing for market information shares
Schweikert, Karsten
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 934-959
Persistent link: https://www.econbiz.de/10012799055
Saved in:
6
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:
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