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subject:"United Kingdom"
subject:"Share price"
~isPartOf:"Economics letters"
~isPartOf:"Journal of financial economics"
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United Kingdom
Share price
Estimation theory
999
Schätztheorie
999
Theorie
393
Theory
393
Time series analysis
136
Zeitreihenanalyse
136
Estimation
119
Schätzung
117
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99
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93
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93
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82
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82
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49
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36
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36
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36
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31
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31
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29
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28
Prognoseverfahren
28
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28
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28
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27
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27
Maximum likelihood estimation
26
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25
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25
Statistical theory
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Statistische Methodenlehre
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Allen, David E.
1
Amilon, Henrik
1
Ardia, David
1
Barkoulas, John T.
1
Baum, Christopher F.
1
Bivand, Roger
1
Brandt, Michael W.
1
Chambers, Marcus J.
1
Chinco, Alex
1
Coakley, Jerry
1
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1
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1
Dong, Yingjie
1
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1
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1
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1
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1
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1
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1
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1
Kim, Chang Sik
1
Kok Haur Ng
1
Lee, Sungro
1
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1
Li, Luyang
1
Lo, Andrew W.
1
MacKinlay, Archie Craig
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Economics letters
Journal of financial economics
Journal of econometrics
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Journal of applied econometrics
13
Economic modelling
12
Journal of banking & finance
11
Journal of empirical finance
11
NBER Working Paper
11
NBER working paper series
11
Oxford bulletin of economics and statistics
11
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Discussion paper / Tinbergen Institute
10
Cambridge working papers in economics
9
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9
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9
International journal of economics and financial issues : IJEFI
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
Journal of forecasting
8
Quantitative finance
8
The journal of finance : the journal of the American Finance Association
8
The review of financial studies
8
Working paper / National Bureau of Economic Research, Inc.
8
Applied economics
7
Journal of financial and quantitative analysis : JFQA
7
Journal of risk and financial management : JRFM
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
6
CEMMAP working papers / Centre for Microdata Methods and Practice
6
CESifo working papers
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Econometrics : open access journal
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Finance research letters
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International review of financial analysis
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Discussion paper / Centre for Economic Forecasting
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1
Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui
;
Li, Chen
;
Li, Luyang
- In:
Economics letters
224
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
Saved in:
2
Estimating the anomaly base rate
Chinco, Alex
;
Neuhierl, Andreas
;
Weber, Michael
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 101-126
Persistent link: https://www.econbiz.de/10013188625
Saved in:
3
Unconditional quantile regression analysis of UK inbound tourist expenditures
Sharma, Abhijit
;
Woodward, Richard
;
Grillini, Stefano
- In:
Economics letters
186
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012500865
Saved in:
4
On estimating market microstructure noise variance
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
150
(
2017
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011762850
Saved in:
5
An ARCH model without intercept
Hafner, Christian M.
;
Preminger, Arie
- In:
Economics letters
129
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011421858
Saved in:
6
Periodically collapsing Evans bubbles and stock-price volatility
Rotermann, Benedikt
;
Wilfling, Bernd
- In:
Economics letters
123
(
2014
)
3
,
pp. 383-386
Persistent link: https://www.econbiz.de/10010401222
Saved in:
7
The efficient modelling of high frequency transaction data : a new application of estimating functions in financial economics
Allen, David E.
;
Kok Haur Ng
;
Peiris, Shelton
- In:
Economics letters
120
(
2013
)
1
,
pp. 117-122
Persistent link: https://www.econbiz.de/10009760440
Saved in:
8
Predictive regressions with time-varying coefficients
Dangl, Thomas
;
Halling, Michael
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 157-181
Persistent link: https://www.econbiz.de/10009666666
Saved in:
9
Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.
;
Ardia, David
;
Corré, Nienke
- In:
Economics letters
116
(
2012
)
3
,
pp. 322-325
Persistent link: https://www.econbiz.de/10009674398
Saved in:
10
Spurious regressions driven by excessive volatility
Kim, Chang Sik
;
Lee, Sungro
- In:
Economics letters
113
(
2011
)
3
,
pp. 292-297
Persistent link: https://www.econbiz.de/10009503041
Saved in:
11
Simple formulas for standard errors that cluster by both firm and time
Thompson, Samuel B.
- In:
Journal of financial economics
99
(
2011
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009241579
Saved in:
12
GARCH estimation and discrete stock prices: an application to low-priced Australian stocks
Amilon, Henrik
- In:
Economics letters
81
(
2003
)
2
,
pp. 215-222
Persistent link: https://www.econbiz.de/10001826093
Saved in:
13
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:
14
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
15
Spatial dependence through local yardstick competition : theory and testing
Bivand, Roger
- In:
Economics letters
55
(
1997
)
2
,
pp. 257-265
Persistent link: https://www.econbiz.de/10001227336
Saved in:
16
New panel unit root tests of PPP
Coakley, Jerry
- In:
Economics letters
57
(
1997
)
1
,
pp. 17-22
Persistent link: https://www.econbiz.de/10001229597
Saved in:
17
Long-term dependence in stock returns
Barkoulas, John T.
- In:
Economics letters
53
(
1996
)
3
,
pp. 253-259
Persistent link: https://www.econbiz.de/10001216270
Saved in:
18
Fractional integration, trend stationarity and difference stationarity : evidence from some UK macroeconomic time series
Chambers, Marcus J.
- In:
Economics letters
50
(
1996
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10001194178
Saved in:
19
Pricing of permanent and transitory volatility for US stock returns : a composite GARCH model
Hertog, René G. J. den
- In:
Economics letters
44
(
1994
)
4
,
pp. 421-426
Persistent link: https://www.econbiz.de/10001163995
Saved in:
20
An ordered probit analysis of transaction stock prices
Hausman, Jerry A.
- In:
Journal of financial economics
31
(
1992
)
3
,
pp. 319-379
Persistent link: https://www.econbiz.de/10001131965
Saved in:
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