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type_genre:"Arbeitspapier"
type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Estimation theory
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Bollerslev, Tim
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1
Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012543884
Saved in:
2
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012115020
Saved in:
3
Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808264
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4
Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken
-
1998
Persistent link: https://www.econbiz.de/10001373117
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5
Cointegration and co-movement of SES sector price indices
Qian, Sun
;
Brannman, Lance Eric
-
1994
Persistent link: https://www.econbiz.de/10000908272
Saved in:
6
Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
Persistent link: https://www.econbiz.de/10000896214
Saved in:
7
Heteroscedasticity in Canadian stock returns
Sin, Low B.
;
Tsiopoulos, Thomas
-
1993
Persistent link: https://www.econbiz.de/10000878721
Saved in:
8
Modelling Australian stock market volatility
Brailsford, Timothy J.
;
Faff, Robert W.
-
1993
Persistent link: https://www.econbiz.de/10000878805
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