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subject:"Share price"
type_genre:"Article in journal"
~subject:"Sampling"
~isPartOf:"Journal of financial econometrics"
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Search: subject_exact:"Estimation theory"
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Share price
Sampling
Estimation theory
48
Schätztheorie
48
Estimation
19
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19
Time series analysis
14
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14
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13
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13
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9
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Kleibergen, Frank
4
Kong, Lingwei
4
Zhan, Zhaoguo
4
Khalaf, Lynda
2
Peñaranda, Francisco
2
Zaffaroni, Paolo
2
Casas, Isabel
1
De Nard, Gianluca
1
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1
Gungor, Sermin
1
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1
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1
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1
Luger, Richard
1
Nolte, Ingmar
1
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1
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1
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1
Zhao, Xiaolu
1
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Journal of financial econometrics
Journal of econometrics
89
Economics letters
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Statistics in transition : an international journal of the Polish Statistical Association
32
Journal of the American Statistical Association : JASA
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
Econometric reviews
15
Econometrics : open access journal
14
Economic modelling
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Journal of empirical finance
14
Journal of applied econometrics
11
Applied economics
10
International journal of economics and financial issues : IJEFI
9
Journal of banking & finance
9
Statistical papers
9
The review of economics and statistics
9
The review of financial studies
9
Journal of financial and quantitative analysis : JFQA
8
Journal of risk and financial management : JRFM
8
The econometrics journal
8
Journal of forecasting
7
Metrika : international journal for theoretical and applied statistics
7
Quantitative finance
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
The journal of finance : the journal of the American Finance Association
7
The review of economic studies
7
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
6
Applied economics letters
6
European journal of operational research : EJOR
6
Finance India : the quarterly journal of Indian Institute of Finance
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International journal of production research
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of financial economics
6
The North American journal of economics and finance : a journal of financial economics studies
6
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
Econometric theory
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Finance research letters
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1
Comment on: identification robust testing of risk premia in finite samples
Zaffaroni, Paolo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 303-305
Persistent link: https://www.econbiz.de/10014314744
Saved in:
2
Rejoinder on: identification robust testing of risk premia in finite samples
Kleibergen, Frank
;
Kong, Lingwei
;
Zhan, Zhaoguo
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 311-315
Persistent link: https://www.econbiz.de/10014314746
Saved in:
3
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
4
Comment on: identification robust testing of risk premia in finite samples
Khalaf, Lynda
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 298-302
Persistent link: https://www.econbiz.de/10014314743
Saved in:
5
Discussion of identification robust testing of risk premia in finite samples
Peñaranda, Francisco
- In:
Journal of financial econometrics
21
(
2023
)
2
,
pp. 306-310
Persistent link: https://www.econbiz.de/10014314745
Saved in:
6
Integrating structural and reduced-form methods in empirical finance
Whited, Toni Marion
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 597-615
Persistent link: https://www.econbiz.de/10014314764
Saved in:
7
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:
8
Oops! I shrunk the sample covariance matrix again : blockbuster meets shrinkage
De Nard, Gianluca
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 569-611
Persistent link: https://www.econbiz.de/10013349144
Saved in:
9
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
10
Time-varying coefficient estimation in SURE models : application to portfolio management
Casas, Isabel
;
Ferreira, Eva
;
Orbe-Mandaluniz, Susan
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 707-745
Persistent link: https://www.econbiz.de/10012654990
Saved in:
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