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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Kointegration"
~subject:"Wechselkurs"
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Search: subject_exact:"Estimation theory"
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Diebold, Francis X.
2
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1
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1
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The journal of finance : the journal of the American Finance Association
Journal of econometrics
113
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
Economics letters
33
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28
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International journal of economics and financial issues : IJEFI
24
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9
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1
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
2
Conditioning variables and the cross section of stock returns
Ferson, Wayne E.
;
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
Saved in:
3
Good news, bad news, volatility, and betas
Braun, Phillip A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
5
,
pp. 1575-1603
Persistent link: https://www.econbiz.de/10001191709
Saved in:
4
On cointegration and exchange rate dynamics
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 727-735
Persistent link: https://www.econbiz.de/10001169036
Saved in:
5
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
6
Statistical properties of the Roll serial covariance bid ask spread estimator
Harris, Lawrence E.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
2
,
pp. 579-590
Persistent link: https://www.econbiz.de/10001089793
Saved in:
7
Corrections for trading frictions in multivariate returns
Korkie, Robert M.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1421-1434
Persistent link: https://www.econbiz.de/10001080349
Saved in:
8
Estimation bias induced by discrete security prices
Ball, Clifford A.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
4
,
pp. 841-865
Persistent link: https://www.econbiz.de/10001073082
Saved in:
9
Estimating the volatility of discrete stock prices
Cho, D. C.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
2
,
pp. 451-466
Persistent link: https://www.econbiz.de/10001059356
Saved in:
10
A utility-based model of common stock price movements
Litzenberger, Robert H.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
1
,
pp. 67-92
Persistent link: https://www.econbiz.de/10001008811
Saved in:
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