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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Journal of financial econometrics"
~subject:"Correlation"
~subject:"Sampling"
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Search: subject_exact:"Estimation theory"
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Share price
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Estimation theory
48
Schätztheorie
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Estimation
19
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Time series analysis
14
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14
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Kleibergen, Frank
4
Kong, Lingwei
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Journal of financial econometrics
Journal of econometrics
134
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Economics letters
58
Journal of the American Statistical Association : JASA
37
Statistics in transition : an international journal of the Polish Statistical Association
33
Econometric reviews
23
Econometrics : open access journal
22
Journal of empirical finance
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
19
Journal of banking & finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Econometric theory
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The econometrics journal
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Cambridge working papers in economics
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International journal of economics and financial issues : IJEFI
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Journal of financial and quantitative analysis : JFQA
8
Journal of risk and financial management : JRFM
8
The North American journal of economics and finance : a journal of financial economics studies
8
CBN journal of applied statistics
7
European journal of operational research : EJOR
7
International review of financial analysis
7
Metrika : international journal for theoretical and applied statistics
7
The journal of finance : the journal of the American Finance Association
7
The review of economic studies
7
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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ECONIS (ZBW)
17
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1
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
Saved in:
2
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
3
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
4
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
5
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:
6
Modeling realized covariance matrices : a class of hadamard exponential models
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1376-1401
Persistent link: https://www.econbiz.de/10014391463
Saved in:
7
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
8
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
Saved in:
9
Integrating structural and reduced-form methods in empirical finance
Whited, Toni Marion
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014314764
Saved in:
10
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:
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