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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:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Stock index"
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Börsenkurs
Stock index
Estimation theory
128
Schätztheorie
128
Time series analysis
52
Zeitreihenanalyse
52
Estimation
41
Schätzung
41
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21
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Coutts, J. Andrew
2
Mills, Terence C.
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Roberts, Jennifer
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Blazsek, Szabolcs
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Callen, Jeffrey L.
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Chen, Yi-ting
1
Chou, Pin-huang
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Coggin, T. Daniel
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Escribano, Álvaro
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Ge̜bka, Bartosz
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Gong, Jinguo
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Hou, Weijie
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Lee, Kyungsub
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Licht, Adrian
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1
Mishra, Anuj
1
Ramanathan, Thekke Variyam
1
Rumsey, John
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Shi, Daimin
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Silvennoinen, Annastiina
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Song, Yuping
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Teräsvirta, Timo
1
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Advances in quantitative analysis of finance and accounting : a research annual
International review of financial analysis
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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
9
International journal of economics and financial issues : IJEFI
9
Journal of banking & finance
9
Journal of forecasting
8
Quantitative finance
8
Working paper
8
Applied economics
7
Discussion paper / Tinbergen Institute
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of financial and quantitative analysis : JFQA
7
Journal of risk and financial management : JRFM
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
CESifo working papers
6
Econometrics : open access journal
6
Finance research letters
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
NBER Working Paper
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NBER working paper series
6
SFB 649 discussion paper
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
Finance India : the quarterly journal of Indian Institute of Finance
5
Journal of applied econometrics
5
Journal of financial economics
5
Journal of international financial markets, institutions & money
5
Pacific-Basin finance journal
5
Review of quantitative finance and accounting
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Annals of finance
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Applied financial economics
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ECONIS (ZBW)
15
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1
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
2
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
3
Nonstationary autoregressive conditional duration models
Mishra, Anuj
;
Ramanathan, Thekke Variyam
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011743716
Saved in:
4
Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high requency return data
Lee, Kyungsub
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10011431109
Saved in:
5
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 347-364
Persistent link: https://www.econbiz.de/10011649097
Saved in:
6
Non-parametric estimation of copula parameters : testing for time-varying correlation
Gong, Jinguo
;
Wu, Weiou
;
McMillan, David G.
;
Shi, Daimin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 93-106
Persistent link: https://www.econbiz.de/10011311193
Saved in:
7
The determinants of quantile autocorrelations : evidence from the UK
Ge̜bka, Bartosz
;
Wohar, Mark E.
- In:
International review of financial analysis
29
(
2013
),
pp. 51-61
Persistent link: https://www.econbiz.de/10010244128
Saved in:
8
On the robustness of symmetry tests for stock returns
Chen, Yi-ting
;
Lin, Chang-ching
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009513634
Saved in:
9
Modeling daily price limits
Chou, Pin-huang
- In:
International review of financial analysis
8
(
1999
)
3
,
pp. 283-301
Persistent link: https://www.econbiz.de/10001495528
Saved in:
10
The market model and the event study method: a rejoinder
Coutts, J. Andrew
- In:
International review of financial analysis
5
(
1996
)
1
,
pp. 83-86
Persistent link: https://www.econbiz.de/10001215567
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