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subject:"Share price"
person:"Stambaugh, Robert F."
~person:"Feng, Yuanhua"
~person:"Brooks, Robert"
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Share price
Estimation theory
46
Schätztheorie
46
Theorie
30
Theory
30
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Estimation
13
Schätzung
13
Time series analysis
13
Zeitreihenanalyse
13
Börsenkurs
11
Regression analysis
9
Regressionsanalyse
9
CAPM
8
Capital income
8
Kapitaleinkommen
8
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8
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6
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6
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6
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6
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5
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5
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5
Stochastic process
5
Stochastischer Prozess
5
Australia
4
Australien
4
bandwidth selection
4
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3
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3
Aktienindex
3
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3
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3
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3
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3
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11
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Stambaugh, Robert F.
Feng, Yuanhua
Brooks, Robert
Kapetanios, George
12
Pesaran, M. Hashem
12
Linton, Oliver
10
Tauchen, George Eugene
10
Maheswaran, S.
9
Todorov, Viktor
9
Bailey, Natalia
8
Hautsch, Nikolaus
8
Li, Jia
8
Allen, David E.
7
Faff, Robert W.
7
Malec, Peter
7
Runde, Ralf
7
Teräsvirta, Timo
7
Bauwens, Luc
6
Gao, Jiti
6
Kim, Donggyu
6
Krämer, Walter
6
Zakoïan, Jean-Michel
6
Bibinger, Markus
5
Engle, Robert F.
5
Kumar, Dilip
5
Luger, Richard
5
Sentana, Enrique
5
Shephard, Neil G.
5
Silvennoinen, Annastiina
5
Wang, Yazhen
5
Abberger, Klaus
4
Amilon, Henrik
4
Brailsford, Timothy J.
4
Campbell, John Y.
4
Cheng, Tingting
4
Escanciano, Juan Carlos
4
Francq, Christian
4
Giot, Pierre
4
Gungor, Sermin
4
Kaiser, Thomas
4
Kim, Myung-jig
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Rodney L. White Center for Financial Research
1
University of Chicago / Center for Research in Security Prices
1
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Advances in investment analysis and portfolio management : a research annual
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Econometric theory
1
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1
Journal of financial economics
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
1
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ECONIS (ZBW)
11
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1
Simultaneously modelling conditional heteroskedasticity and scale change
Feng, Yuanhua
-
2002
Persistent link: https://www.econbiz.de/10001686434
Saved in:
2
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
3
Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua
- In:
Econometric theory
20
(
2004
)
3
,
pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
Saved in:
4
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
Saved in:
5
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
6
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001551884
Saved in:
7
Nonparametric smoothing and quantile estimation in time series
Abberger, Klaus
- In:
Risk measurement, econometrics and neural networks : …
,
(pp. 1-16)
.
1998
Persistent link: https://www.econbiz.de/10001305364
Saved in:
8
Further evidence on the relationship between beta stability and the length of the estimation period
Faff, Robert W.
- In:
Advances in investment analysis and portfolio …
4
(
1997
),
pp. 95-111
Persistent link: https://www.econbiz.de/10001229799
Saved in:
9
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
Saved in:
10
Beta stability and portfolio formation
Brooks, Robert
- In:
Pacific-Basin finance journal
2
(
1994
)
4
,
pp. 463-479
Persistent link: https://www.econbiz.de/10001178922
Saved in:
11
Beta stability and portfolio formation
Brooks, Robert
;
Faff, Robert W.
;
Lee, John H. H.
-
1993
Persistent link: https://www.econbiz.de/10000869915
Saved in:
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