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person:"Stambaugh, Robert F."
subject:"Share price"
~person:"Amilon, Henrik"
~person:"Runde, Ralf"
~subject:"Eigenkapital"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Share price
Eigenkapital
Estimation theory
8
Schätztheorie
8
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Theory
7
Börsenkurs
5
Capital income
3
Deutschland
3
Germany
3
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1960-1992
2
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1963-1995
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ARCH model
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Cost of capital
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Aufsatz in Zeitschrift
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Stambaugh, Robert F.
Amilon, Henrik
Runde, Ralf
Maheswaran, S.
9
Li, Jia
8
Tauchen, George Eugene
8
Todorov, Viktor
7
Kim, Donggyu
6
Faff, Robert W.
5
Kumar, Dilip
5
Wang, Yazhen
5
Bauwens, Luc
4
Engle, Robert F.
4
Francq, Christian
4
Mills, Terence C.
4
Shephard, Neil G.
4
Tse, Yiu Kuen
4
Zakoïan, Jean-Michel
4
Allen, David E.
3
Brooks, Robert
3
Fičura, Milan
3
Kim, Myung-jig
3
Krämer, Walter
3
Kunitomo, Naoto
3
Lee, Kyungsub
3
Li, Yingying
3
Luger, Richard
3
Mykland, Per A.
3
Narayan, Paresh Kumar
3
Nolte, Ingmar
3
Padmakumari, Lakshmi
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Potiron, Yoann
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Rodrigues, Paulo M. M.
3
Sentana, Enrique
3
Song, Yuping
3
Taylor, Stephen
3
Teräsvirta, Timo
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Armitage, Seth
2
Bollerslev, Tim
2
Brailsford, Timothy J.
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Chan, Wai-Sum
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Economics letters
1
Journal of econometrics
1
Journal of financial economics
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
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1
GARCH estimation and discrete stock prices: an application to low-priced Australian stocks
Amilon, Henrik
- In:
Economics letters
81
(
2003
)
2
,
pp. 215-222
Persistent link: https://www.econbiz.de/10001826093
Saved in:
2
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
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3
Peaks or tails - what distinguished financial data?
Krämer, Walter
;
Runde, Ralf
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
4
,
pp. 665-671
Persistent link: https://www.econbiz.de/10001542144
Saved in:
4
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 67-121
Persistent link: https://www.econbiz.de/10001355201
Saved in:
5
The asymptotic null distribution of the Box-Pierce q-statistic for random variables with infinite variance : an application to German stock returns
Runde, Ralf
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 205-216
Persistent link: https://www.econbiz.de/10001219989
Saved in:
6
Stochastic properties of German stock returns
Krämer, Walter
- In:
Empirical economics : a journal of the Institute for …
21
(
1996
)
2
,
pp. 281-306
Persistent link: https://www.econbiz.de/10001199242
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