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subject:"Share price"
type_genre:"Article in journal"
~person:"Chan, Daniel P."
~person:"Francq, Christian"
~type_genre:"Collection of articles of several authors"
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Share price
Estimation theory
27
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7
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7
Volatility
7
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7
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Article in journal
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Chan, Daniel P.
Francq, Christian
Maheswaran, S.
9
Li, Jia
8
Tauchen, George Eugene
8
Todorov, Viktor
7
Kim, Donggyu
6
Faff, Robert W.
5
Kumar, Dilip
5
Wang, Yazhen
5
Bauwens, Luc
4
Engle, Robert F.
4
Mills, Terence C.
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Shephard, Neil G.
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Tse, Yiu Kuen
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Zakoïan, Jean-Michel
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3
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3
Fičura, Milan
3
Kim, Myung-jig
3
Krämer, Walter
3
Kunitomo, Naoto
3
Lee, Kyungsub
3
Li, Yingying
3
Luger, Richard
3
Mykland, Per A.
3
Narayan, Paresh Kumar
3
Nolte, Ingmar
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Padmakumari, Lakshmi
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Potiron, Yoann
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Rodrigues, Paulo M. M.
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Runde, Ralf
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Sentana, Enrique
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Song, Yuping
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Taylor, Stephen
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Teräsvirta, Timo
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2
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Journal of econometrics
3
Asian economies
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
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1
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
2
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
3
Risk-parameter estimation in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
4
GARCH models without positivity constraints : exponential or log GARCH?
Francq, Christian
;
Wintenberger, Olivier
;
Zakoïan, …
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
Saved in:
5
Stability analysis of risk index beta for Hong Kong Hang Seng index constituent stocks
Chan, Daniel P.
- In:
Asian economies
(
1991
),
pp. 55-77
Persistent link: https://www.econbiz.de/10001117816
Saved in:
6
Statistical analysis of risk surrogates for Hong Kong Hang Seng Index constituent stocks
Chan, Daniel P.
- In:
Asian economies
(
1991
),
pp. 77-93
Persistent link: https://www.econbiz.de/10001106220
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