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isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
subject:"Börsenkurs"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Announcement effect"
~subject:"Zinsstruktur"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Announcement effect
Zinsstruktur
Estimation theory
217
Schätztheorie
217
Time series analysis
76
Zeitreihenanalyse
76
Estimation
57
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Nichtparametrisches Verfahren
43
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Gao, Jiti
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Advances in quantitative analysis of finance and accounting : a research annual
Journal of financial econometrics
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Journal of empirical finance
17
Journal of banking & finance
15
Economics letters
13
Journal of financial and quantitative analysis : JFQA
12
The review of financial studies
12
Economic modelling
11
Journal of financial economics
10
Working paper
10
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Finance research letters
9
International journal of economics and financial issues : IJEFI
9
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Review of quantitative finance and accounting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The North American journal of economics and finance : a journal of financial economics studies
9
Discussion paper
8
Discussion paper / Tinbergen Institute
8
International journal of theoretical and applied finance
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of forecasting
8
NBER working paper series
8
The journal of finance : the journal of the American Finance Association
8
Applied financial economics
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of risk and financial management : JRFM
7
SFB 649 discussion paper
7
Working paper / National Bureau of Economic Research, Inc.
7
Applied economics
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Bank of Finland research discussion papers
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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
6
Econometrics : open access journal
6
International review of economics & finance : IREF
6
International review of financial analysis
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Journal of economics & business
6
Journal of mathematical finance
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1
Time-varying vector error-correction models : estimation and inference
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2023
Persistent link: https://www.econbiz.de/10014452499
Saved in:
2
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:
3
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:
4
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
5
Estimation of a nonparametric model for bond prices from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2020
Persistent link: https://www.econbiz.de/10012606874
Saved in:
6
Nearly exact Bayesian estimation of non-linear no-arbitrage term-structure models
Pericoli, Marcello
;
Taboga, Marco
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 807-838
Persistent link: https://www.econbiz.de/10013460028
Saved in:
7
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
Saved in:
8
Nonparametric predictive regressions for stock return prediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012592220
Saved in:
9
Exponent of cross-sectional dependence for residuals
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2018
Persistent link: https://www.econbiz.de/10012583496
Saved in:
10
Testing for the diffusion matrix in a continuous-time markov process model with applications to the term structure of interest rates
Li, Fuchun
- In:
Journal of financial econometrics
19
(
2021
)
5
,
pp. 789-822
Persistent link: https://www.econbiz.de/10012799048
Saved in:
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