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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Share price"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Capital income"
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Share price
Capital income
Estimation theory
349
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46
Statistische Methodenlehre
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Li, Jia
2
Tauchen, George Eugene
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1
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Journal of financial and quantitative analysis : JFQA
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
75
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
Journal of empirical finance
23
Economics letters
18
Finance research letters
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Journal of banking & finance
16
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13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of forecasting
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The journal of finance : the journal of the American Finance Association
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Working paper
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Journal of risk and financial management : JRFM
11
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NBER working paper series
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Quantitative finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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11
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10
Journal of financial econometrics
10
Journal of financial economics
10
Cambridge working papers in economics
9
Econometrics : open access journal
9
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9
Econometric reviews
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International journal of economics and financial issues : IJEFI
8
International review of financial analysis
8
Review of quantitative finance and accounting
8
The journal of business : B
8
International journal of forecasting
7
Journal of economic dynamics & control
7
SFB 649 discussion paper
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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CREATES research paper
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ECONIS (ZBW)
21
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1
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
2
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
3
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
4
Robust estimation and inference for jumps in noisy high frequency data : a local-to-continuity theory for the pre-averaging method
Li, Jia
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1673-1693
Persistent link: https://www.econbiz.de/10009793469
Saved in:
5
Predicting glocal stock returns
Hjalmarsson, Erik
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
1
,
pp. 49-80
Persistent link: https://www.econbiz.de/10003984411
Saved in:
6
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
7
Tests and properties of variance rations in microstructure studies
Ronen, Tavy
- In:
Journal of financial and quantitative analysis : JFQA
32
(
1997
)
2
,
pp. 183-204
Persistent link: https://www.econbiz.de/10001224466
Saved in:
8
On the diversification, observability, and measurement of estimation risk
Clarkson, Peter M.
- In:
Journal of financial and quantitative analysis : JFQA
31
(
1996
)
1
,
pp. 69-84
Persistent link: https://www.econbiz.de/10001208251
Saved in:
9
Measuring true stock index value in the presence of infrequent trading
Jokivuolle, Esa
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
3
,
pp. 455-464
Persistent link: https://www.econbiz.de/10001217159
Saved in:
10
On equilibrium pricing under parameter uncertainty
Coles, Jeffrey L.
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
3
,
pp. 347-364
Persistent link: https://www.econbiz.de/10001218103
Saved in:
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