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subject:"Prognoseverfahren"
subject:"Share price"
~isPartOf:"Journal of financial econometrics"
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Prognoseverfahren
Share price
Estimation theory
43
Schätztheorie
43
Estimation
15
Schätzung
15
Time series analysis
11
Zeitreihenanalyse
11
Volatility
10
Volatilität
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Robustes Verfahren
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Analysis of variance
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Capital income
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Börsenkurs
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Induktive Statistik
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Statistical inference
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Cai, Charlie X.
1
Cai, Yuzhi
1
Casas, Isabel
1
Cipollini, Fabrizio
1
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1
Gallo, Giampiero M.
1
Gungor, Sermin
1
Hong, Seok Young
1
Kim, Minjoo
1
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1
Liu, Zhi
1
Luger, Richard
1
Nolte, Ingmar
1
Noureldin, Diaa
1
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1
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1
Sancetta, Alessio
1
Shin, Yongcheol
1
Stander, Julian
1
Taylor, Stephen
1
Zhang, Qi
1
Zhao, Xiaolu
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Journal of financial econometrics
International journal of forecasting
113
Journal of econometrics
112
Journal of forecasting
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
Economics letters
32
Discussion paper / Tinbergen Institute
27
Working paper / Department of Econometrics and Business Statistics, Monash University
23
Journal of empirical finance
20
Economic modelling
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of banking & finance
18
Working paper
17
Quantitative finance
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Applied economics
13
Econometric reviews
13
Econometric theory
13
Insurance / Mathematics & economics
13
Journal of risk and financial management : JRFM
13
The econometrics journal
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CESifo working papers
12
CREATES research paper
12
Discussion paper
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Finance research letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of the American Statistical Association : JASA
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NBER working paper series
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Working papers / Rutgers University, Department of Economics
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European journal of operational research : EJOR
11
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
Cambridge working papers in economics
10
Computational economics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Econometrics : open access journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of economics and financial issues : IJEFI
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Journal of applied econometrics
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NBER Working Paper
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The North American journal of economics and finance : a journal of financial economics studies
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1
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
2
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
3
Volatility prediction using a realized-measure-based component model
Noureldin, Diaa
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 76-104
Persistent link: https://www.econbiz.de/10012878187
Saved in:
4
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
5
Intraday end-of-day volume prediction
Sancetta, Alessio
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 472-495
Persistent link: https://www.econbiz.de/10012654952
Saved in:
6
Time-varying coefficient estimation in SURE models : application to portfolio management
Casas, Isabel
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 707-745
Persistent link: https://www.econbiz.de/10012654990
Saved in:
7
The threshold GARCH model : estimation and density forecasting for financial returns
Cai, Yuzhi
;
Stander, Julian
- In:
Journal of financial econometrics
18
(
2020
)
2
,
pp. 395-424
Persistent link: https://www.econbiz.de/10012232969
Saved in:
8
Realized variance modeling : decoupling forecasting from estimation
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
- In:
Journal of financial econometrics
18
(
2020
)
3
,
pp. 532-555
Persistent link: https://www.econbiz.de/10012316698
Saved in:
9
FARVaR : functional autoregressive value-at-risk
Cai, Charlie X.
;
Kim, Minjoo
;
Shin, Yongcheol
;
Zhang, Qi
- In:
Journal of financial econometrics
17
(
2019
)
2
,
pp. 284-337
Persistent link: https://www.econbiz.de/10012054445
Saved in:
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