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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Applied economics"
~isPartOf:"Review of quantitative finance and accounting"
~subject:"1981-1984"
~subject:"Stock index"
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Börsenkurs
1981-1984
Stock index
Estimation theory
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Andreou, Panayiotis C.
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Advances in quantitative analysis of finance and accounting : a research annual
Applied economics
Review of quantitative finance and accounting
Journal of econometrics
47
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Journal of empirical finance
11
Economic modelling
10
Economics letters
10
Cambridge working papers in economics
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International journal of economics and financial issues : IJEFI
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Discussion paper / Tinbergen Institute
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of financial and quantitative analysis : JFQA
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Journal of risk and financial management : JRFM
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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CESifo working papers
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Econometrics : open access journal
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Finance research letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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NBER Working Paper
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NBER working paper series
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SFB 649 discussion paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
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Finance India : the quarterly journal of Indian Institute of Finance
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International review of financial analysis
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Journal of applied econometrics
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Journal of financial economics
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Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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ECONIS (ZBW)
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1
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
2
A note on the estimated GARCH coefficients from the S&P1500 universe
Bampinas, Georgios
;
Ladopoulos, Konstantinos
; …
- In:
Applied economics
50
(
2018
)
34/35
,
pp. 3647-3653
Persistent link: https://www.econbiz.de/10012059386
Saved in:
3
A nonparametric kernel regression approach for pricing options on stock market index
Kung, James J.
- In:
Applied economics
48
(
2016
)
10/12
,
pp. 902-913
Persistent link: https://www.econbiz.de/10011432797
Saved in:
4
Short-horizon event study estimation with a STAR model and real contaminated events
Andreou, Panayiotis C.
;
Louca, Christodoulos
;
Savva, …
- In:
Review of quantitative finance and accounting
47
(
2016
)
3
,
pp. 673-697
Persistent link: https://www.econbiz.de/10011595698
Saved in:
5
Testing index-based models in UK stock returns
Davies, J. R.
;
Fletcher, Jonathan
;
Marshall, Andrew P.
- In:
Review of quantitative finance and accounting
45
(
2015
)
2
,
pp. 337-362
Persistent link: https://www.econbiz.de/10011333109
Saved in:
6
The derivation of the NPV variance of a risky capital investment project with first-order autoregressive cash flows and autoregressive conditional heteroscedastic variances
Paquin, Jean-Paul
;
Charbonneau, Alain
;
Tessier, David
- In:
Applied economics
47
(
2015
)
10/12
,
pp. 1170-1186
Persistent link: https://www.econbiz.de/10010486263
Saved in:
7
Modelling the dependence structures of Australian iTraxx CDS index
Fenech, Jean-pierre
;
Vosgha, Hamed
;
Shafik, Salwa
- In:
Applied economics
46
(
2014
)
4/6
,
pp. 420-431
Persistent link: https://www.econbiz.de/10010358995
Saved in:
8
A noise-robust estimator of volatility based on interquantile ranges
Yeh, Jin-huei
;
Wang, Jying-Nan
;
Kuan, Chung-ming
- In:
Review of quantitative finance and accounting
43
(
2014
)
4
,
pp. 751-779
Persistent link: https://www.econbiz.de/10010490993
Saved in:
9
Maximum likelihood estimation of time-varying parameters : an application to the Athens Stock Exchange index
Abutaleb, Ahmed S.
;
Papaioannou, Michael G.
- In:
Applied economics
32
(
2000
)
10
,
pp. 1323-1328
Persistent link: https://www.econbiz.de/10001527086
Saved in:
10
The event study methodology since 1969
Binder, John J.
- In:
Review of quantitative finance and accounting
11
(
1998
)
2
,
pp. 111-137
Persistent link: https://www.econbiz.de/10001490986
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