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subject:"Share price"
type_genre:"Article in journal"
~person:"Taylor, Stephen"
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Share price
Estimation theory
6
Schätztheorie
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Volatility
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Börsenkurs
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Estimation
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Taylor, Stephen
Maheswaran, S.
9
Li, Jia
8
Tauchen, George Eugene
8
Todorov, Viktor
7
Kim, Donggyu
6
Faff, Robert W.
5
Kumar, Dilip
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3
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Li, Yingying
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Narayan, Paresh Kumar
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Nolte, Ingmar
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Padmakumari, Lakshmi
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Rodrigues, Paulo M. M.
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Song, Yuping
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2
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Journal of banking & finance
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Journal of financial econometrics
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Special issue on European capital markets
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The econometrics journal
1
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ECONIS (ZBW)
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1
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:
2
Distinguishing short and long memory volatility specifications
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10003802446
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3
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
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