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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of financial econometrics"
~subject:"Stock index"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Stock index
Volatilität
Estimation theory
73
Schätztheorie
73
Estimation
27
Schätzung
27
Volatility
17
Time series analysis
16
Zeitreihenanalyse
16
Capital income
12
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27
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Coutts, J. Andrew
2
Mills, Terence C.
2
Roberts, Jennifer
2
Sancetta, Alessio
2
Alexander, Carol
1
Buccheri, Giuseppe
1
Callen, Jeffrey L.
1
Casas, Isabel
1
Chou, Pin-huang
1
Cipollini, Fabrizio
1
Coggin, T. Daniel
1
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1
Gallo, Giampiero M.
1
Ge̜bka, Bartosz
1
Grassi, Stefano
1
Grønneberg, Steffen
1
Gungor, Sermin
1
Hong, Seok Young
1
Hung, Mao-Wei
1
Hunter, John Edward
1
Inoue, Atsushi
1
Jiang, Binyan
1
Jones, Charles Parker
1
Ko, Yi-Chen
1
Kumar, Dilip
1
Lazar, Emese
1
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1
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Lu, Jin
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1
Maheswaran, S.
1
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1
Marmi, Stefano
1
Molnár, Peter
1
Nadler, Philip
1
Nolte, Ingmar
1
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Advances in quantitative analysis of finance and accounting : a research annual
International review of financial analysis
Journal of financial econometrics
Journal of econometrics
131
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Discussion paper / Tinbergen Institute
29
Economics letters
29
Journal of empirical finance
27
Econometric reviews
22
Economic modelling
20
Journal of banking & finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Quantitative finance
18
CREATES research paper
17
Finance research letters
17
Econometric theory
16
The North American journal of economics and finance : a journal of financial economics studies
15
International journal of forecasting
14
International journal of theoretical and applied finance
14
International journal of economics and financial issues : IJEFI
13
Journal of forecasting
13
Journal of risk and financial management : JRFM
13
SFB 649 discussion paper
12
Working paper
12
Cambridge working papers in economics
11
Journal of mathematical finance
11
NBER Working Paper
11
The econometrics journal
11
Applied economics
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Econometrics : open access journal
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of financial economics
9
NBER working paper series
9
The journal of finance : the journal of the American Finance Association
9
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Finance and stochastics
8
Journal of applied econometrics
8
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ECONIS (ZBW)
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1
Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
3
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
4
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
5
Estimating risk in illiquid markets : a model of market friction with stochastic volatility
Buccheri, Giuseppe
;
Grassi, Stefano
;
Vocalelli, Giorgio
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 531-574
Persistent link: https://www.econbiz.de/10014526336
Saved in:
6
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
7
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
8
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
9
Volatility prediction using a realized-measure-based component model
Noureldin, Diaa
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 76-104
Persistent link: https://www.econbiz.de/10012878187
Saved in:
10
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
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