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United Kingdom
Share price
Schätztheorie
34,967
Estimation theory
34,924
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9,185
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9,181
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5,658
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5,643
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5,407
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1,536
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1,492
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1,489
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1,377
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1,377
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1,160
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1,155
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1,059
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1,058
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1,033
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1,033
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1,025
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1,023
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1,018
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1,017
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985
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984
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981
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977
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969
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17
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17
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10
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10
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10
Maheswaran, S.
9
Todorov, Viktor
9
Allen, David E.
8
Bailey, Natalia
8
Burkhauser, Richard V.
8
Hautsch, Nikolaus
8
Jenkins, Stephen
8
Li, Jia
8
Faff, Robert W.
7
Hildenbrand, Werner
7
Koop, Gary
7
Malec, Peter
7
Mills, Terence C.
7
Patterson, Kerry D.
7
Runde, Ralf
7
Teräsvirta, Timo
7
Bauwens, Luc
6
Blundell, Richard W.
6
Gao, Jiti
6
Härdle, Wolfgang
6
Jordà, Òscar
6
Kim, Donggyu
6
Knüppel, Malte
6
Krämer, Walter
6
Wilkins, Roger
6
Zakoïan, Jean-Michel
6
Bibinger, Markus
5
Biewen, Martin
5
Brandt, Michael W.
5
Caporale, Guglielmo Maria
5
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3
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2
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2
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1
Banque de France / Direction des Etudes Economiques et de la Recherche
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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
IGI Global
1
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1
Public Sector Economics Research Centre <Leicester>
1
Robert Schuman Centre for Advanced Studies
1
School of Finance and Business Economics <Perth, Western Australia>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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
University of Salford / Department of Economics
1
University of Sheffield / Department of Economics
1
University of York / Department of Economics and Related Studies
1
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1
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Journal of econometrics
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Economics letters
14
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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11
Discussion paper / Tinbergen Institute
10
Cambridge working papers in economics
9
Discussion paper
9
Discussion paper / A
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
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6
International review of financial analysis
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of financial economics
6
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
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5
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ECONIS (ZBW)
1,248
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1001
The intra-day effect of program trades on stock returns : evidence from October 1987
Neal, Robert S.
- In:
Review of futures markets
12
(
1994
)
1
,
pp. 143-165
Persistent link: https://www.econbiz.de/10001183626
Saved in:
1002
Cross-sectional regressions using event study abnormal returns
Trifts, Jack W.
- In:
Advances in investment analysis and portfolio …
2
(
1994
),
pp. 97-117
Persistent link: https://www.econbiz.de/10001185490
Saved in:
1003
Nonlinear dynamics and chaos : application to financial markets in Pakistan
Khilji, Nasir Mahmood
- In:
The Pakistan development review : PDR
33
(
1994
)
4
,
pp. 1417-1429
Persistent link: https://www.econbiz.de/10001192279
Saved in:
1004
A co-integration based analysis of Irish purchasing power parity relationships using the Johansen procedure
Wright, Jonathan H.
- In:
The economic and social review
25
(
1994
)
3
,
pp. 261-278
Persistent link: https://www.econbiz.de/10001166246
Saved in:
1005
Stochastic volatility in asset prices : estimation with simulated maximum likelihood
Daníelsson, Jón
- In:
Journal of econometrics
64
(
1994
)
1
,
pp. 375-400
Persistent link: https://www.econbiz.de/10001166420
Saved in:
1006
Asymmetry of market returns and the mean variance frontier
Sengupta, Jati K.
- In:
Keio economic studies
31
(
1994
)
1
,
pp. 21-36
Persistent link: https://www.econbiz.de/10001166871
Saved in:
1007
Threshold heteroskedastic models
Zakoïan, Jean-Michel
- In:
Journal of economic dynamics & control
18
(
1994
)
5
,
pp. 931-955
Persistent link: https://www.econbiz.de/10001168038
Saved in:
1008
A tale of three schools : insights on autocorrelations of short-horizon stock returns
Boudoukh, Jacob
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 539-573
Persistent link: https://www.econbiz.de/10001169079
Saved in:
1009
Do bulls and bears moe across borders? : International transmission of stock returns and volatility
Lin, Wen-ling Tsai
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 507-538
Persistent link: https://www.econbiz.de/10001169082
Saved in:
1010
Estimating the effects of information surprises and trading on stock returns using a mixed jump-diffusion model
Nimalendran, Mahendrarajah
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 451-473
Persistent link: https://www.econbiz.de/10001169085
Saved in:
1011
Forward rates as predictors of future spot rates : an econometric explanation for sign reversal
Oh, Young-Taek
- In:
Journal of economic development
19
(
1994
)
1
,
pp. 185-200
Persistent link: https://www.econbiz.de/10001169726
Saved in:
1012
Neues zum Intervalling-Effekt am deutschen Aktienmarkt
Schlag, Christian
- In:
Kredit und Kapital
27
(
1994
)
3
,
pp. 437-460
Persistent link: https://www.econbiz.de/10001170197
Saved in:
1013
Engle and Yoo three step estimation of consumers' expenditure and housing equity withdrawal
Patterson, Kerry D.
- In:
Bulletin of economic research
46
(
1994
)
4
,
pp. 275-288
Persistent link: https://www.econbiz.de/10001171094
Saved in:
1014
Uncertainty and volatility in stock prices
Ackert, Lucy F.
- In:
Journal of economics & business
46
(
1994
)
4
,
pp. 239-253
Persistent link: https://www.econbiz.de/10001172848
Saved in:
1015
Purchasing power parity in the long run : a further look at the evidence
Lubian, Diego
- In:
Giornale degli economisti e annali di economia
52
(
1994
)
7
,
pp. 365-387
Persistent link: https://www.econbiz.de/10001174265
Saved in:
1016
Do Asian stock market prices follow martingales? : Evidence from spectral shape tests
Fong, Wai-mun
- In:
Asia Pacific journal of management : APJM ; a …
11
(
1994
)
2
,
pp. 345-359
Persistent link: https://www.econbiz.de/10001174916
Saved in:
1017
Cross-return predictability in Pacific Basin stock markets
Chan, Wai-Sum
- In:
Asia Pacific journal of management : APJM ; a …
11
(
1994
)
2
,
pp. 289-303
Persistent link: https://www.econbiz.de/10001174918
Saved in:
1018
Capital flows and stock price volatility : evidence from Hong Kong
Hung, Bill Wan-Sing
- In:
Asia Pacific journal of management : APJM ; a …
11
(
1994
)
2
,
pp. 225-235
Persistent link: https://www.econbiz.de/10001174921
Saved in:
1019
Detecting and modelling nonlinearity in flexible exchange rate time series
Chiarella, Carl
- In:
Asia Pacific journal of management : APJM ; a …
11
(
1994
)
2
,
pp. 159-186
Persistent link: https://www.econbiz.de/10001174923
Saved in:
1020
Représentation probabiliste des rendements des actifs financiers : difficultés d'estimation et résultats empiriques
Essama, Gervais
- In:
Economie appliquée : archives de l'Institut de …
47
(
1994
)
4
,
pp. 133-166
Persistent link: https://www.econbiz.de/10001175564
Saved in:
1021
On the robustness of cointegration tests of the market efficiency hypothesis : evidence from six European foreign exchange markets
Masih, Abdul Mansur M.
- In:
Economia internazionale
47
(
1994
)
2
,
pp. 160-180
Persistent link: https://www.econbiz.de/10001175913
Saved in:
1022
Testing the stationarity of the variance-covariance matrix of currency returns
Papaioannou, Michael G.
- In:
ODTÜ gelişme dergisi / Orta Doǧu Teknik …
21
(
1994
)
2
,
pp. 275-289
Persistent link: https://www.econbiz.de/10001176168
Saved in:
1023
Is technical change embodied in the capital stock or new investment?
Lee, Jong-kun
- In:
Journal of productivity analysis
5
(
1994
)
4
,
pp. 385-406
Persistent link: https://www.econbiz.de/10001176393
Saved in:
1024
The market model and the event study method : a synthesis of the econometric criticisms
Coutts, J. Andrew
- In:
International review of financial analysis
3
(
1994
)
2
,
pp. 149-171
Persistent link: https://www.econbiz.de/10001178408
Saved in:
1025
A regression analysis of the effects of option introduction on stock variances
Freund, Steven
- In:
The journal of derivatives : the official publication …
1
(
1994
)
3
,
pp. 25-38
Persistent link: https://www.econbiz.de/10001219483
Saved in:
1026
Expectations and forecasting in the US Dollar/British pound market
Goss, Barry A.
;
Fry, Jane M.
-
1994
Persistent link: https://www.econbiz.de/10000888896
Saved in:
1027
Stock returns and conditional volatility : an empirical investigation of the Swedish stock market
Hansson, Björn A.
;
Hördahl, Peter
-
1994
-
Preliminary version
Persistent link: https://www.econbiz.de/10000889012
Saved in:
1028
Beta variability in the market model : an investigation of 16 of the most actively traded stocks on the Stockholm Stock Exchange
Setterblad, Johan
-
1994
Persistent link: https://www.econbiz.de/10000894638
Saved in:
1029
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:
1030
Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924807
Saved in:
1031
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
1032
Kurzfristige Aktienkursprognose : Vergleich künstlicher neuronaler Netze und statistischer Verfahren
Schumann, Matthias
- In:
Finanzmarktanwendungen neuronaler Netze und …
,
(pp. 247-269)
.
1994
Persistent link: https://www.econbiz.de/10001313936
Saved in:
1033
Aktienkursprognose mit statistischen Verfahren und Neuronalen Netzen : ein Systemvergleich
Hillmer, Matthias
- In:
Finanzmarktanwendungen neuronaler Netze und …
,
(pp. 149-182)
.
1994
Persistent link: https://www.econbiz.de/10001313938
Saved in:
1034
Asymmetrics and nonlinearities in economic activity
Fornari, Fabio
-
1994
Persistent link: https://www.econbiz.de/10013452402
Saved in:
1035
Exploring aggregate asset price fluctuations across countries : measurement, determinants and monetary policy implications
Borio, Claudio E. V.
-
1994
Persistent link: https://www.econbiz.de/10013378307
Saved in:
1036
Volatilitätsprognosen für deutsche Aktienkurse mit ARCH- und Markov-Mischungsmodellen
Schmitt, Christian
-
1994
Persistent link: https://www.econbiz.de/10013427974
Saved in:
1037
Faktormodelle in der Kapitalmarkttheorie
Nowak, Thomas
-
1994
Persistent link: https://www.econbiz.de/10013428644
Saved in:
1038
On the empirical evidence of microeconomic demand theory
Hildenbrand, Werner
-
1993
Persistent link: https://www.econbiz.de/10000871326
Saved in:
1039
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom
Ericsson, Neil R.
;
Hendry, David F.
;
Tran, Hong-anh
-
1993
Persistent link: https://www.econbiz.de/10000873721
Saved in:
1040
Heteroscedasticity in Canadian stock returns
Sin, Low B.
;
Tsiopoulos, Thomas
-
1993
Persistent link: https://www.econbiz.de/10000878721
Saved in:
1041
Modelling Australian stock market volatility
Brailsford, Timothy J.
;
Faff, Robert W.
-
1993
Persistent link: https://www.econbiz.de/10000878805
Saved in:
1042
Why long horizons? : a study of power against persistent alternatives
Campbell, John Y.
-
1993
Persistent link: https://www.econbiz.de/10000879027
Saved in:
1043
The stock price and the economy : causality test for a case study of Thailand
Mekbuntoon, Wichit
-
1993
Persistent link: https://www.econbiz.de/10000883658
Saved in:
1044
An investigation of the effect of funding on the slope of the yield curve
Egginton, Don M.
;
Hall, Stephen G.
-
1993
Persistent link: https://www.econbiz.de/10000848948
Saved in:
1045
Stochastic behaviour of European stock markets indices
Corhay, Albert
- In:
Modelling reality and personal modelling
,
(pp. 48-71)
.
1993
Persistent link: https://www.econbiz.de/10001282563
Saved in:
1046
Are real interest rates stable? : An international comparison
Kirchgässner, Gebhard
- In:
Studies in applied econometrics : with 1 figure
,
(pp. 214-238)
.
1993
Persistent link: https://www.econbiz.de/10001283323
Saved in:
1047
An econometric analysis of foreign direct investment in the United Kingdom
Pain, Nigel
- In:
Scottish journal of political economy : the journal of …
40
(
1993
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10001138626
Saved in:
1048
Measuring union power in British manufacturing : a latent variable approach
Paci, Pierella
- In:
Oxford bulletin of economics and statistics
55
(
1993
)
1
,
pp. 65-85
Persistent link: https://www.econbiz.de/10001139545
Saved in:
1049
Threshold arch models and asymmetries in volatility
Rabemananjara, R.
- In:
Journal of applied econometrics
8
(
1993
)
1
,
pp. 31-49
Persistent link: https://www.econbiz.de/10001139585
Saved in:
1050
Autoregressive conditional heteroscedasticity and theories of inflation
Bairam, Erkin İbrahim
- In:
Rivista internazionale di scienze economiche e …
40
(
1993
)
2
,
pp. 119-126
Persistent link: https://www.econbiz.de/10001140535
Saved in:
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