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type_genre:"Article in journal"
subject:"Nichtparametrisches Verfahren"
~subject:"Share price"
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Nichtparametrisches Verfahren
Share price
Schätztheorie
15,576
Estimation theory
15,575
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4,850
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4,850
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2,462
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2,431
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2,393
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2,393
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1,760
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1,758
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955
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955
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892
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817
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788
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788
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658
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520
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519
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510
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498
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498
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483
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1,929
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1,157
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99
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57
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44
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Linton, Oliver
35
Li, Qi
30
Su, Liangjun
21
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19
Gao, Jiti
19
Chen, Songnian
17
Kumbhakar, Subal
17
Parmeter, Christopher F.
17
Racine, Jeffrey
17
Cai, Zongwu
16
Chen, Xiaohong
16
Simar, Léopold
16
Li, Degui
14
Sun, Yiguo
14
Escanciano, Juan Carlos
13
Horowitz, Joel
13
Tsionas, Efthymios G.
13
Ullah, Aman
13
Henderson, Daniel J.
12
Phillips, Peter C. B.
12
Hoderlein, Stefan
11
Lewbel, Arthur
11
Otsu, Taisuke
10
White, Halbert
10
Breunig, Christoph
9
Fan, Jianqing
9
Maheswaran, S.
9
Mammen, Enno
9
Newey, Whitney K.
9
Robinson, Peter M.
9
Van Keilegom, Ingrid
9
Xiao, Zhijie
9
Yao, Feng
9
Ai, Chunrong
8
Fan, Yanqin
8
Hsiao, Cheng
8
Hsu, Yu-Chin
8
Kristensen, Dennis
8
Li, Jia
8
Lu, Xun
8
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Journal of econometrics
350
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
124
Econometric theory
104
Economics letters
90
Econometric reviews
83
Journal of the American Statistical Association : JASA
76
The econometrics journal
60
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
39
Quantitative economics : QE ; journal of the Econometric Society
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
European journal of operational research : EJOR
25
Econometrics : open access journal
23
Economic modelling
22
Journal of applied econometrics
20
Journal of risk and financial management : JRFM
18
Journal of empirical finance
17
Journal of banking & finance
16
Computational economics
15
Insurance / Mathematics & economics
15
Journal of financial econometrics : official journal of the Society for Financial Econometrics
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Applied economics
14
Applied economics letters
14
Energy economics
14
International journal of forecasting
14
Journal of productivity analysis
14
The review of economic studies
11
Journal of forecasting
10
International journal of economics and financial issues : IJEFI
9
Journal of econometric methods
9
Operations research
9
Annals of economics and statistics
8
Cambridge working papers in economics
8
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Journal of quantitative economics : official journal of the Indian Econometric Society
8
Quantitative finance
8
The empirical economics letters : a monthly international journal of economics
8
The journal of finance : the journal of the American Finance Association
8
The review of financial studies
8
Journal of financial and quantitative analysis : JFQA
7
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ECONIS (ZBW)
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1901
Weak-form efficiency in the Hong Kong stock market
Callen, Jeffrey L.
(
contributor
)
- In:
Advances in quantitative analysis of finance and …
1
(
1991
),
pp. 149-159
Persistent link: https://www.econbiz.de/10001112388
Saved in:
1902
Introduction aux processus d'évolution du prix des actions en temps continu et efficience du marché boursier
Gillet, Roland
- In:
Recherches économiques de Louvain
57
(
1991
)
1
,
pp. 77-93
Persistent link: https://www.econbiz.de/10001112468
Saved in:
1903
Empirical tests of the bias and efficiency of the extreme-value variance estimator for common stocks
Wiggins, James B.
- In:
The journal of business : B
64
(
1991
)
3
,
pp. 417-432
Persistent link: https://www.econbiz.de/10001109688
Saved in:
1904
The impact of infrequent trading on betas based on daily, weekly and monthly return intervals : empirical evidence with Finnish data
Martikainen, Teppo
- In:
Finnish economic papers
4
(
1991
)
1
,
pp. 52-63
Persistent link: https://www.econbiz.de/10001111102
Saved in:
1905
Testing the cointegration of house and stock prices in Finland
Takala, Kari
- In:
Finnish economic papers
4
(
1991
)
1
,
pp. 33-51
Persistent link: https://www.econbiz.de/10001111103
Saved in:
1906
Returns to equity before and after holidays : Australian evidence and tests of plausible hypotheses
Easton, Stephen Andrew
- In:
Australian journal of management
15
(
1990
)
2
,
pp. 281-296
Persistent link: https://www.econbiz.de/10001122535
Saved in:
1907
Statistical properties of the Roll serial covariance bid ask spread estimator
Harris, Lawrence E.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
2
,
pp. 579-590
Persistent link: https://www.econbiz.de/10001089793
Saved in:
1908
Mean reversion in stock price? : a reappraisal of the empirical evidence
Kim, Myung-jig
- In:
Kyŏngje-yŏn'gu
11
(
1990
)
1
,
pp. 261-293
Persistent link: https://www.econbiz.de/10001095430
Saved in:
1909
Estimation of stock price variances and serial covariances from discrete observations
Harris, Lawrence E.
- In:
Journal of financial and quantitative analysis : JFQA
25
(
1990
)
3
,
pp. 291-306
Persistent link: https://www.econbiz.de/10001096425
Saved in:
1910
Estimating the volatility of discrete stock prices
Cho, D. C.
- In:
Research in finance
8
(
1990
),
pp. 27-57
Persistent link: https://www.econbiz.de/10001097849
Saved in:
1911
Analyse de la qualité prévisionnelle de différents estimateurs du risque systématique
Broquet, Claude
- In:
Cahiers économiques de Bruxelles
(
1990
),
pp. 53-62
Persistent link: https://www.econbiz.de/10001083749
Saved in:
1912
Estimating betas on daily data for a small stock market
Berglund, Tom
- In:
Journal of banking & finance
13
(
1989
)
1
,
pp. 41-64
Persistent link: https://www.econbiz.de/10001064750
Saved in:
1913
An examination of the robustness of the weekend effect
Connolly, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
2
,
pp. 133-169
Persistent link: https://www.econbiz.de/10001067243
Saved in:
1914
Corrections for trading frictions in multivariate returns
Korkie, Robert M.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1421-1434
Persistent link: https://www.econbiz.de/10001080349
Saved in:
1915
Forecasting stock betas : evidence for the London Stock Exchange
Diacogiannis, George P.
- In:
Spudai / University of Piraeus : journal of economics …
39
(
1989
)
1
,
pp. 92-108
Persistent link: https://www.econbiz.de/10001110143
Saved in:
1916
The value line stock rankings and the option model implied standard deviations
Tezel, Ahmet
- In:
The journal of financial research
11
(
1988
)
3
,
pp. 215-225
Persistent link: https://www.econbiz.de/10001090732
Saved in:
1917
Estimating the dependence structure of share prices : a comparative study of the United States and Japan
Eun, Cheol S.
- In:
The financial review : the official publication of the …
23
(
1988
)
4
,
pp. 387-401
Persistent link: https://www.econbiz.de/10001061433
Saved in:
1918
Volatility persistence and stock valuations : some empirical evidence using GARCH
Chou, Ray Yeutien
- In:
Journal of applied econometrics
3
(
1988
)
4
,
pp. 279-294
Persistent link: https://www.econbiz.de/10001071208
Saved in:
1919
Estimation bias induced by discrete security prices
Ball, Clifford A.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
4
,
pp. 841-865
Persistent link: https://www.econbiz.de/10001073082
Saved in:
1920
Tests of multiple causality among monetary and fiscal aggregates and stock prices
Talwar, Prem P.
- In:
Journal of quantitative economics : official journal of …
4
(
1988
)
1
,
pp. 83-106
Persistent link: https://www.econbiz.de/10001057086
Saved in:
1921
Stock indexes, stock index futures and stock index futures options : a causality analysis
Chang, Carolyn C. W.
- In:
Belgian journal of operations research, statistics and …
28
(
1988
)
4
,
pp. 51-74
Persistent link: https://www.econbiz.de/10001076736
Saved in:
1922
On the properties of the valuation formula for an unprotected American call option with known dividends and the computation of its implied standard deviation
Welch, Robert L.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 237-256
Persistent link: https://www.econbiz.de/10001081728
Saved in:
1923
Excess stock price volatility as a misspecified Euler equation
Joerding, Wayne H.
- In:
Journal of financial and quantitative analysis : JFQA
23
(
1988
)
3
,
pp. 253-267
Persistent link: https://www.econbiz.de/10001056076
Saved in:
1924
Estimating the volatility of discrete stock prices
Cho, D. C.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
2
,
pp. 451-466
Persistent link: https://www.econbiz.de/10001059356
Saved in:
1925
The influence of market conditions on event-study residuals
Klein, April
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
3
,
pp. 345-351
Persistent link: https://www.econbiz.de/10001037474
Saved in:
1926
On the prediction of the implied standard deviation
Brenner, Menachem
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 167-177
Persistent link: https://www.econbiz.de/10001081781
Saved in:
1927
A utility-based model of common stock price movements
Litzenberger, Robert H.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
1
,
pp. 67-92
Persistent link: https://www.econbiz.de/10001008811
Saved in:
1928
The model dependence of relative mean-square error tests for market efficiency
Joerding, Wayne H.
- In:
Journal of economics & business
38
(
1986
)
3
,
pp. 227-236
Persistent link: https://www.econbiz.de/10001015485
Saved in:
1929
Adjusting for the intervalling effect bias in beta : a test using Paris Bourse data
Fung, William
- In:
Journal of banking & finance
9
(
1985
)
3
,
pp. 443-460
Persistent link: https://www.econbiz.de/10001024397
Saved in:
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