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subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Share price
Estimation theory
75
Schätztheorie
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Estimation
28
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Portfolio selection
18
Portfolio-Management
18
Theorie
14
Theory
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Berglund, Tom
1
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Corhay, Albert
1
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1
Fung, William
1
Jondeau, Eric
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Journal of banking & finance
Journal of econometrics
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Economic modelling
10
Economics letters
10
Journal of empirical finance
10
Cambridge working papers in economics
9
International journal of economics and financial issues : IJEFI
8
Working paper
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of financial and quantitative analysis : JFQA
7
Journal of forecasting
7
Journal of risk and financial management : JRFM
7
Quantitative finance
7
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
Discussion paper / Tinbergen Institute
6
Econometrics : open access journal
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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NBER Working Paper
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NBER working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The North American journal of economics and finance : a journal of financial economics studies
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
CESifo working papers
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Finance India : the quarterly journal of Indian Institute of Finance
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International review of financial analysis
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Journal of financial economics
5
Journal of international financial markets, institutions & money
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1
Estimating the price impact of trades in a high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
- In:
Journal of banking & finance
61
(
2015
)
2
,
pp. 205-224
Persistent link: https://www.econbiz.de/10011585573
Saved in:
2
An evaluation of volatility forecasting techniques
Brailsford, Timothy J.
- In:
Journal of banking & finance
20
(
1996
)
3
,
pp. 419-438
Persistent link: https://www.econbiz.de/10001197045
Saved in:
3
Production of information, information asymmetry, and the bid-ask spread : empirical evidence from analysts' forecasts
Chung, Kee H.
(
contributor
)
- In:
Journal of banking & finance
19
(
1995
)
6
,
pp. 1025-1046
Persistent link: https://www.econbiz.de/10001187935
Saved in:
4
Reexamining intraday simultaneity in stock index futures markets
Koch, Paul Douglas
- In:
Journal of banking & finance
17
(
1993
)
6
,
pp. 1191-1205
Persistent link: https://www.econbiz.de/10001156856
Saved in:
5
The intervalling effect bias in beta : a note
Corhay, Albert
- In:
Journal of banking & finance
16
(
1992
)
1
,
pp. 61-73
Persistent link: https://www.econbiz.de/10001330027
Saved in:
6
Stock returns and volatility : an empirical study of the UK stock market
Poon, Ser-Huang
- In:
Journal of banking & finance
16
(
1992
)
1
,
pp. 37-59
Persistent link: https://www.econbiz.de/10001330028
Saved in:
7
A contribution to event study methodology with an application to the Dutch stock market
Jong, Frank de
- In:
Journal of banking & finance
16
(
1992
)
1
,
pp. 11-36
Persistent link: https://www.econbiz.de/10001330029
Saved in:
8
Estimating betas on daily data for a small stock market
Berglund, Tom
- In:
Journal of banking & finance
13
(
1989
)
1
,
pp. 41-64
Persistent link: https://www.econbiz.de/10001064750
Saved in:
9
Adjusting for the intervalling effect bias in beta : a test using Paris Bourse data
Fung, William
- In:
Journal of banking & finance
9
(
1985
)
3
,
pp. 443-460
Persistent link: https://www.econbiz.de/10001024397
Saved in:
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