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type_genre:"Arbeitspapier"
type_genre:"Non-commercial literature"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working paper series"
~isPartOf:"Working paper"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Estimation theory
380
Schätztheorie
380
Time series analysis
103
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103
Theorie
100
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100
Estimation
76
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76
Nichtparametrisches Verfahren
62
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45
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Gao, Jiti
3
Cheng, Tingting
2
Kapetanios, George
2
Linton, Oliver
2
Pesaran, M. Hashem
2
Bailey, Natalia
1
Bollerslev, Tim
1
Brailsford, Timothy J.
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Martin, Gael M.
1
Mikkelsen, Hans Ole Æ.
1
Naik, Narayan Y.
1
Nyholm, Ken
1
Poon, Aubrey
1
Qian, Sun
1
Sin, Low B.
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
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6
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5
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
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3
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
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3
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3
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3
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2
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1
Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012543884
Saved in:
2
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
3
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012115020
Saved in:
4
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
5
Exponent of cross-sectional dependence for residuals
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2018
Persistent link: https://www.econbiz.de/10012583496
Saved in:
6
Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011782226
Saved in:
7
A simple nonlinear predictive model for stock returns
Cai, Biqing
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782256
Saved in:
8
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808264
Saved in:
9
Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken
-
1998
Persistent link: https://www.econbiz.de/10001373117
Saved in:
10
Analytic small sample bias and standard error calculations for tests of serial correlation in market returns
Smith, Michael S.
-
1997
Persistent link: https://www.econbiz.de/10000970341
Saved in:
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