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subject:"Share price"
person:"Stambaugh, Robert F."
~person:"Francq, Christian"
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Search: subject_exact:"Estimation theory"
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Share price
Estimation theory
52
Schätztheorie
52
ARCH model
27
ARCH-Modell
27
Theorie
22
Theory
22
Time series analysis
12
Zeitreihenanalyse
12
Estimation
11
Schätzung
11
Capital income
10
Kapitaleinkommen
10
CAPM
9
Maximum likelihood estimation
9
Maximum-Likelihood-Schätzung
9
Risikomaß
8
Risk measure
8
Stochastic process
8
Stochastischer Prozess
8
Börsenkurs
7
Volatility
7
Volatilität
7
Cost of capital
5
Eigenkapital
5
Equity capital
5
Kapitalkosten
5
Autocorrelation
4
Autokorrelation
4
Forecasting model
3
Heteroscedasticity
3
Heteroskedastizität
3
Investment Fund
3
Investmentfonds
3
Measurement
3
Messung
3
Prognoseverfahren
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Statistical distribution
3
Statistical test
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English
7
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Stambaugh, Robert F.
Francq, Christian
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
Brooks, Robert
4
Campbell, John Y.
4
Cheng, Tingting
4
Escanciano, Juan Carlos
4
Feng, Yuanhua
4
Giot, Pierre
4
Gungor, Sermin
4
Kaiser, Thomas
4
Kim, Myung-jig
4
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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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Journal of econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial economics
1
Working paper series / Center for Research in Security Prices
1
Working papers / Rodney L. White Center for Financial Research
1
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ECONIS (ZBW)
7
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1
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
2
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
3
Risk-parameter estimation in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
4
GARCH models without positivity constraints : exponential or log GARCH?
Francq, Christian
;
Wintenberger, Olivier
;
Zakoïan, …
- In:
Journal of econometrics
177
(
2013
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10010189881
Saved in:
5
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:
6
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
7
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001551884
Saved in:
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