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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"The European journal of finance"
~subject:"ARCH model"
~subject:"Kapitaleinkommen"
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Share price
ARCH model
Kapitaleinkommen
Estimation theory
27
Schätztheorie
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Estimation
8
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8
Capital income
7
Theorie
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Ataullah, Ali
1
Corsaro, Stefania
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Ebner, Markus
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Elliott, Robert J.
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The European journal of finance
Journal of econometrics
108
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
Econometric theory
37
Economics letters
32
Journal of empirical finance
30
Finance research letters
28
Journal of banking & finance
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
23
Econometric reviews
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Journal of forecasting
20
Economic modelling
16
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
Quantitative finance
13
Applied economics
12
Computational economics
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The North American journal of economics and finance : a journal of financial economics studies
12
The journal of finance : the journal of the American Finance Association
12
Journal of mathematical finance
11
Journal of time series econometrics
11
The review of financial studies
11
Applied economics letters
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International review of financial analysis
10
Journal of economic dynamics & control
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Journal of financial economics
10
Review of quantitative finance and accounting
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International Journal of Energy Economics and Policy : IJEEP
8
Research in international business and finance
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1
Improving financial volatility nowcasts
Kruse-Becher, Robinson
;
Liu, Yuze
- In:
The European journal of finance
30
(
2024
)
2
,
pp. 101-126
Persistent link: https://www.econbiz.de/10014547345
Saved in:
2
Bitcoin option pricing with a SETAR-GARCH model
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The European journal of finance
27
(
2021
)
6
,
pp. 564-595
Persistent link: https://www.econbiz.de/10012484403
Saved in:
3
Value-at-Risk dynamics : a copula-VAR approach
De Luca, Giovanni
;
Rivieccio, Giorgia
;
Corsaro, Stefania
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 223-237
Persistent link: https://www.econbiz.de/10012207202
Saved in:
4
Estimation of log-GARCH models in the presence of zero returns
Sucarrat, Genaro
;
Escribano, Álvaro
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 809-827
Persistent link: https://www.econbiz.de/10012244412
Saved in:
5
Genetic algorithms for parameter estimation in modelling of index returns
Franco, Manuel
;
Vivo, Juana-María
- In:
The European journal of finance
24
(
2018
)
13
,
pp. 1088-1099
Persistent link: https://www.econbiz.de/10012258872
Saved in:
6
Multivariate asset return prediction with mixture models
Paolella, Marc S.
- In:
The European journal of finance
21
(
2015
)
13/15
,
pp. 1214-1252
Persistent link: https://www.econbiz.de/10011419842
Saved in:
7
On the influence of autocorrelation and GARCH-effects on goodness-of-fit tests for copulas
Garmann, Sebastian
;
Grundke, Peter
- In:
The European journal of finance
19
(
2013
)
1/2
,
pp. 75-88
Persistent link: https://www.econbiz.de/10009733297
Saved in:
8
A modified Corrado test for assessing abnormal security returns
Ataullah, Ali
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 589-601
Persistent link: https://www.econbiz.de/10009509842
Saved in:
9
Time-varying factor models for equity portfolio construction
Ebner, Markus
;
Neumann, Thorsten
- In:
The European journal of finance
14
(
2008
)
5/6
,
pp. 381-395
Persistent link: https://www.econbiz.de/10003771720
Saved in:
10
Using irregulary spaced returns to estimate multi-factor models : applications to Brazilian equity data
Veiga, Alvaro
;
Souza, Leonardo Rocha
- In:
The European journal of finance
12
(
2006
)
6/7
,
pp. 605-626
Persistent link: https://www.econbiz.de/10003382857
Saved in:
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