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subject:"Börsenkurs"
subject:"Derivat"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Journal of forecasting"
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Börsenkurs
Derivat
Estimation theory
136
Schätztheorie
136
Forecasting model
73
Prognoseverfahren
73
Time series analysis
58
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46
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Liu, Ruipeng
2
Narayan, Paresh Kumar
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Theodossiou, Alexandra K.
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Journal of international financial markets, institutions & money
Journal of forecasting
Journal of econometrics
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Journal of banking & finance
12
Economics letters
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Journal of empirical finance
11
Economic modelling
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Quantitative finance
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Cambridge working papers in economics
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International journal of economics and financial issues : IJEFI
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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Working paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of financial and quantitative analysis : JFQA
7
Journal of risk and financial management : JRFM
7
NBER Working Paper
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NBER working paper series
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Applied financial economics
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Discussion paper / Tinbergen Institute
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
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6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of financial economics
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of futures markets
6
Working paper / Department of Econometrics and Business Statistics, Monash University
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Applied economics
5
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
CESifo working papers
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Finance India : the quarterly journal of Indian Institute of Finance
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International journal of theoretical and applied finance
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International review of financial analysis
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Journal of applied econometrics
5
Pacific-Basin finance journal
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Review of quantitative finance and accounting
5
SFB 649 discussion paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
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Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping
;
Li, Zhenwei
;
Ma, Zhiren
;
Sun, Xiaoyu
- In:
Journal of forecasting
42
(
2023
)
5
,
pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
Saved in:
2
Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
Saved in:
3
Optimal forecast error as an unbiased estimator of abnormal return : a proposition
Enginar, Onur
;
Atici, Kazim Baris
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 158-166
Persistent link: https://www.econbiz.de/10012796281
Saved in:
4
A new GARCH model with higher moments for stock return predictability
Narayan, Paresh Kumar
;
Liu, Ruipeng
- In:
Journal of international financial markets, …
56
(
2018
),
pp. 93-103
Persistent link: https://www.econbiz.de/10011984164
Saved in:
5
Short‐term stock price prediction based on limit order book dynamics
An, Yang
;
Chan, Ngai Hang
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
Saved in:
6
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
Saved in:
7
On the robustness of week-day effect to error distributional assumption : international evidence
Boubaker, Sabri
;
Essaddam, Naceur
;
Nguyen, Duc Khuong
; …
- In:
Journal of international financial markets, …
47
(
2017
),
pp. 114-130
Persistent link: https://www.econbiz.de/10011892258
Saved in:
8
A GARCH model for testing market efficiency
Narayan, Paresh Kumar
;
Liu, Ruipeng
;
Westerlund, Joakim
- In:
Journal of international financial markets, …
41
(
2016
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011475947
Saved in:
9
Predicting stock return volatility : can we benefit from regression models for return intervals?
Fischer, Henning
;
Blanco-Fernández, Ángela
;
Winker, Peter
- In:
Journal of forecasting
35
(
2016
)
2
,
pp. 113-146
Persistent link: https://www.econbiz.de/10011580244
Saved in:
10
The information content of equity block trades on the Warsaw Stock Exchange : an estimation of shares' returns with the usage of simple linear regression and multivariate adaptive...
Kurek, Bartosz
- In:
Journal of forecasting
33
(
2014
)
6
,
pp. 433-454
Persistent link: https://www.econbiz.de/10010425516
Saved in:
11
Stock return outliers and beta estimation : the case of U.S. pharmaceutical companies
Theodossiou, Alexandra K.
;
Theodossiou, Panayiotis
- In:
Journal of international financial markets, …
30
(
2014
),
pp. 153-171
Persistent link: https://www.econbiz.de/10011293772
Saved in:
12
An examination of the effects of major political change on stock market volatility : the South African experience
Brooks, Robert
- In:
Journal of international financial markets, …
7
(
1997
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10001238418
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