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subject:"Share price"
type_genre:"Article in journal"
~person:"Andersen, Torben"
~person:"Mills, Terence C."
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Estimation theory
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Andersen, Torben
Mills, Terence C.
Kumar, Dilip
13
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13
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9
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8
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7
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5
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5
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5
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4
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Demetrescu, Matei
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Sucarrat, Genaro
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Journal of econometrics
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2
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International journal of finance & economics : IJFE
1
Scottish journal of political economy : the journal of the Scottish Economic Society
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1
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
2
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
3
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
4
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
5
The econometrics of the "market model" : cointegration, error correction and exogeneity
Mills, Terence C.
- In:
International journal of finance & economics : IJFE
1
(
1996
)
4
,
pp. 275-286
Persistent link: https://www.econbiz.de/10001211526
Saved in:
6
The market model and the event study method: a rejoinder
Coutts, J. Andrew
- In:
International review of financial analysis
5
(
1996
)
1
,
pp. 83-86
Persistent link: https://www.econbiz.de/10001215567
Saved in:
7
The market model and the event study method : a synthesis of the econometric criticisms
Coutts, J. Andrew
- In:
International review of financial analysis
3
(
1994
)
2
,
pp. 149-171
Persistent link: https://www.econbiz.de/10001178408
Saved in:
8
Equity prices, dividends and gilt yields in the UK : cointegration, error correction and "confidence"
Mills, Terence C.
- In:
Scottish journal of political economy : the journal of …
38
(
1991
)
3
,
pp. 242-255
Persistent link: https://www.econbiz.de/10001108277
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