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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Quantitative finance"
~subject:"Scientific modelling"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Share price
Scientific modelling
Estimation theory
39
Schätztheorie
39
Volatility
16
Volatilität
16
Estimation
13
Schätzung
13
Forecasting model
10
Prognoseverfahren
10
Time series analysis
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Zeitreihenanalyse
10
Portfolio selection
9
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Option pricing theory
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Optionspreistheorie
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5
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CAPM
3
Estimation error
3
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Achab, Massil
1
Bacry, E.
1
Behrendt, Simon
1
Cang, Yuquan
1
Chen, May-Ru
1
Chen, Yu
1
Guo, Meihui
1
Hizmeri, Rodrigo
1
Huang, Shih-Feng
1
Ihnatiuk, Vitalii
1
Izzeldin, Marwan
1
Kinnear, Ryan J.
1
Lam, Henry
1
Li, Fengpei
1
Lin, Jiahe
1
Liu, Guangying
1
Muzy, J. F.
1
Nevmyvaka, Yuriy
1
Nolte, Ingmar
1
Pappas, Vasileios
1
Paulsen, Dirk
1
Qiao, Kenan
1
Qiu, Yue
1
Rambaldi, M.
1
Ren, Yu
1
Ruf, Johannes
1
Schneider, Anderson
1
Sornette, Didier
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Stoikov, Sasha
1
Sun, Yuying
1
Söhl, Jakob
1
Wang, Shouyang
1
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1
Wehrli, Alexander
1
Wheatley, Spencer
1
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1
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Quantitative finance
Journal of econometrics
100
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
Economics letters
31
Econometric reviews
25
CEMMAP working papers / Centre for Microdata Methods and Practice
23
Econometrics : open access journal
17
The econometrics journal
17
Discussion paper / Tinbergen Institute
16
Econometric theory
16
Economic modelling
16
Journal of empirical finance
15
Quantitative economics : QE ; journal of the Econometric Society
12
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of banking & finance
10
Journal of forecasting
10
Cowles Foundation discussion paper
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Working paper / Department of Econometrics and Business Statistics, Monash University
9
CESifo working papers
8
CREATES research paper
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
International journal of economics and financial issues : IJEFI
8
International journal of forecasting
8
Journal of applied econometrics
8
Journal of risk and financial management : JRFM
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Working paper / National Bureau of Economic Research, Inc.
8
Discussion paper / Center for Economic Research, Tilburg University
7
Discussion paper series / IZA
7
Journal of economic dynamics & control
7
Journal of financial and quantitative analysis : JFQA
7
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
The journal of finance : the journal of the American Finance Association
7
The review of economic studies
7
The review of financial studies
7
European journal of operational research : EJOR
6
Journal of financial economics
6
Journal of the American Statistical Association : JASA
6
The North American journal of economics and finance : a journal of financial economics studies
6
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1
Do price trajectory data increase the efficiency of market impact estimation?
Li, Fengpei
;
Ihnatiuk, Vitalii
;
Chen, Yu
;
Lin, Jiahe
; …
- In:
Quantitative finance
24
(
2024
)
5
,
pp. 545-568
Persistent link: https://www.econbiz.de/10014552104
Saved in:
2
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
3
A note on spurious model selection
Wang, Weiguan
;
Ruf, Johannes
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1797-1800
Persistent link: https://www.econbiz.de/10013367947
Saved in:
4
Structural breaks in Box-Cox transforms of realized volatility : a model selection perspective
Behrendt, Simon
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1905-1919
Persistent link: https://www.econbiz.de/10012696795
Saved in:
5
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
6
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
Saved in:
7
Noise fit, estimation error and a Sharpe information criterion
Paulsen, Dirk
;
Söhl, Jakob
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 1027-1043
Persistent link: https://www.econbiz.de/10012262656
Saved in:
8
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
Saved in:
9
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
Saved in:
10
Weighing asset pricing factors : a least squares model averaging approach
Qiu, Yue
;
Ren, Yu
;
Xie, Tian
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1673-1687
Persistent link: https://www.econbiz.de/10012194816
Saved in:
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