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subject:"Share price"
subject:"United States"
~isPartOf:"Applied financial economics"
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Share price
United States
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Estimation theory
27
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Armah, Nii Ayi
1
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Applied financial economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
110
Journal of econometrics
79
The review of economics and statistics
44
Working paper / National Bureau of Economic Research, Inc.
37
Economics letters
27
Journal of applied econometrics
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
American journal of agricultural economics
19
Applied economics
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Journal of empirical finance
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NBER working paper series
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The journal of finance : the journal of the American Finance Association
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Journal of financial and quantitative analysis : JFQA
16
The journal of futures markets
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The review of financial studies
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Journal of banking & finance
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Journal of forecasting
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CREATES research paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Journal of macroeconomics
14
Discussion paper / Tinbergen Institute
13
Discussion paper series / IZA
13
International journal of forecasting
13
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Economic modelling
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technical working paper / National Bureau of Economic Research
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The review of economic studies
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Discussion paper / Centre for Economic Policy Research
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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NBER Working Paper
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Journal of money, credit and banking : JMCB
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Oxford bulletin of economics and statistics
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Cambridge working papers in economics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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1
Nonparametric conditional density estimation of short-term interest rate movements : procedures, results and risk management implications
Kalda, Ankit
;
Siddiqui, Sikandar
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 671-684
Persistent link: https://www.econbiz.de/10009750636
Saved in:
2
Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 43-60
Persistent link: https://www.econbiz.de/10009124680
Saved in:
3
Estimating single factor jump diffusion interest rate models
Sorwar, Ghulam
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1679-1689
Persistent link: https://www.econbiz.de/10009385057
Saved in:
4
Heteroscedasticity and interval effects in estimating beta : UK evidence
Armitage, Seth
;
Brzeszczynski, Janusz
- In:
Applied financial economics
21
(
2011
)
19/21
,
pp. 1525-1538
Persistent link: https://www.econbiz.de/10009356071
Saved in:
5
Changing-regime volatility : a fractionally integrated SETAR model
Dufrénot, Gilles
;
Guégan, Dominique
; …
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 519-526
Persistent link: https://www.econbiz.de/10003739214
Saved in:
6
Discretized time and conditional duration modelling for stock transaction data
Brännäs, Kurt
;
Simonsen, Ola
- In:
Applied financial economics
17
(
2007
)
7/9
,
pp. 647-658
Persistent link: https://www.econbiz.de/10003491211
Saved in:
7
Cross- and auto-correlation effects arising from averaging : the case of US interest rates and equity duration
Hallerbach, Winfried G.
- In:
Applied financial economics
13
(
2003
)
4
,
pp. 287-294
Persistent link: https://www.econbiz.de/10001748451
Saved in:
8
Empirical tests of short-term interest rate models : a nonparametric approach
Niizeki, Mikiyo Kii
- In:
Applied financial economics
8
(
1998
)
4
,
pp. 347-352
Persistent link: https://www.econbiz.de/10001363502
Saved in:
9
Continuous-time short term interest rate models
Nowman, K. Ben
- In:
Applied financial economics
8
(
1998
)
4
,
pp. 401-407
Persistent link: https://www.econbiz.de/10001363514
Saved in:
10
The impact of inflation rate announcements on interest rate volatility : Australian evidence
Silvapulle, Paramsothy
- In:
Applied financial economics
7
(
1997
)
5
,
pp. 559-566
Persistent link: https://www.econbiz.de/10001229831
Saved in:
11
An empirical exploration of revisions in US national income aggregates
Siklos, Pierre L.
- In:
Applied financial economics
6
(
1996
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10001197239
Saved in:
12
The expectations theory of the term structure : a cointegration/causality analysis of US interest rates
Mandeno, Robert J.
- In:
Applied financial economics
5
(
1995
)
5
,
pp. 273-283
Persistent link: https://www.econbiz.de/10001189983
Saved in:
13
Estimating the volatility of stock prices : a comparison of methods that use high and low prices
Rogers, Leonard C. G.
- In:
Applied financial economics
4
(
1994
)
3
,
pp. 241-247
Persistent link: https://www.econbiz.de/10001164929
Saved in:
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