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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"The review of financial studies"
~subject:"Börsenkurs"
~subject:"Risk"
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Börsenkurs
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Estimation theory
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Article in journal
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Nimalendran, Mahendrarajah
2
Boudoukh, Jacob
1
Chen, Hui
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Itō, Takatoshi
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Joslin, Scott
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The review of financial studies
Journal of econometrics
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Insurance / Mathematics & economics
18
Journal of banking & finance
14
Journal of empirical finance
13
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
12
Economics letters
11
Economic modelling
10
Journal of financial and quantitative analysis : JFQA
10
International journal of forecasting
9
Quantitative finance
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of economics and financial issues : IJEFI
8
Journal of forecasting
8
Journal of risk
8
Review of quantitative finance and accounting
8
Applied economics
7
Finance research letters
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Journal of applied econometrics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of risk and financial management : JRFM
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of finance : the journal of the American Finance Association
7
Econometrics : open access journal
6
Finance India : the quarterly journal of Indian Institute of Finance
6
International review of financial analysis
6
Journal of economic dynamics & control
6
Journal of economics & business
6
Journal of financial economics
6
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
International journal of theoretical and applied finance
5
Journal of financial econometrics
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Journal of international financial markets, institutions & money
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Operations research
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Pacific-Basin finance journal
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Risks : open access journal
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The review of economic studies
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1
Generalized transform analysis of affine processes and applications in finance
Chen, Hui
;
Joslin, Scott
- In:
The review of financial studies
25
(
2012
)
7
,
pp. 2225-2256
Persistent link: https://www.econbiz.de/10009571713
Saved in:
2
Estimating standard errors in finance panel data sets : comparing approaches
Petersen, Mitchell A.
- In:
The review of financial studies
22
(
2009
)
1
,
pp. 435-480
Persistent link: https://www.econbiz.de/10003836293
Saved in:
3
Measuring the predictable variation in stock and bond returns
Kirby, Chris
- In:
The review of financial studies
10
(
1997
)
3
,
pp. 579-630
Persistent link: https://www.econbiz.de/10001227982
Saved in:
4
Temporary components of stock returns : what do the data tell us?
Lamoureux, Christopher G.
- In:
The review of financial studies
9
(
1996
)
4
,
pp. 1033-1059
Persistent link: https://www.econbiz.de/10001212394
Saved in:
5
A tale of three schools : insights on autocorrelations of short-horizon stock returns
Boudoukh, Jacob
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 539-573
Persistent link: https://www.econbiz.de/10001169079
Saved in:
6
Do bulls and bears moe across borders? : International transmission of stock returns and volatility
Lin, Wen-ling Tsai
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 507-538
Persistent link: https://www.econbiz.de/10001169082
Saved in:
7
Estimating the effects of information surprises and trading on stock returns using a mixed jump-diffusion model
Nimalendran, Mahendrarajah
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 451-473
Persistent link: https://www.econbiz.de/10001169085
Saved in:
8
On the estimation of beta-pricing models
Shanken, Jay
- In:
The review of financial studies
5
(
1992
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10001119830
Saved in:
9
Estimation of the bid-ask spread and its components : a new approach
George, Thomas J.
- In:
The review of financial studies
4
(
1991
)
4
,
pp. 623-656
Persistent link: https://www.econbiz.de/10001120546
Saved in:
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