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subject:"Indien"
subject:"Sparen"
~isPartOf:"The journal of futures markets"
~subject:"Maximum likelihood estimation"
~subject:"USA"
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Indien
Sparen
Maximum likelihood estimation
USA
Estimation theory
37
Schätztheorie
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United States
15
Commodity exchange
12
Warenbörse
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Option pricing theory
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1977-1983
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1984-1989
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Index futures
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Optionsgeschäft
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Myers, Robert J.
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Grammatikos, Theoharry
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1
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The journal of futures markets
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
123
Journal of econometrics
115
Economics letters
44
The review of economics and statistics
44
Working paper / National Bureau of Economic Research, Inc.
37
The Indian economic journal
33
Discussion paper / Tinbergen Institute
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Journal of quantitative economics : official journal of the Indian Econometric Society
27
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Journal of applied econometrics
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The Indian journal of economics
22
American journal of agricultural economics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Discussion paper series / IZA
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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
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Journal of the American Statistical Association : JASA
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CREATES research paper
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Journal of financial and quantitative analysis : JFQA
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NBER working paper series
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Discussion paper / Centre for Economic Policy Research
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International journal of forecasting
14
The journal of finance : the journal of the American Finance Association
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The review of financial studies
14
Working paper
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Econometric theory
13
Applied economics letters
12
Indian journal of agricultural economics
12
International economic review
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Journal of Indian School of Political Economy : a journal devoted to the study of Indian economy, polity, and society
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Journal of forecasting
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Journal of macroeconomics
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NBER Working Paper
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Oxford bulletin of economics and statistics
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Statistics in transition : an international journal of the Polish Statistical Association
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The econometrics journal
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Artha vijñāna : journal of the Gokhale Institute of Politics and Economics
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ECONIS (ZBW)
15
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1
Testing range estimators of historical volatility
Shu, Jinghong
;
Zhang, Jin E.
- In:
The journal of futures markets
26
(
2006
)
3
,
pp. 297-313
Persistent link: https://www.econbiz.de/10003304002
Saved in:
2
Estimating time-varying optimal hedge ratios on futures markets
Myers, Robert J.
- In:
The journal of futures markets
20
(
2000
)
1
,
pp. 73-87
Persistent link: https://www.econbiz.de/10001447798
Saved in:
3
Conditional dynamics and optimal spreading in the precious metals futures markets
Wahab, Mamoud S.
- In:
The journal of futures markets
15
(
1995
)
2
,
pp. 131-136
Persistent link: https://www.econbiz.de/10001178573
Saved in:
4
Reducing the bias in empirical studies due to limit moves
Sutrick, Kenneth H.
- In:
The journal of futures markets
13
(
1993
)
5
,
pp. 527-543
Persistent link: https://www.econbiz.de/10001145977
Saved in:
5
Cointegration and error correction models : intertemporal causality between index and futures prices
Ghosh, Asim K.
- In:
The journal of futures markets
13
(
1993
)
2
,
pp. 193-198
Persistent link: https://www.econbiz.de/10001141884
Saved in:
6
Two-step testing procedure for price discovery role of futures prices
Quan, Jing
- In:
The journal of futures markets
12
(
1992
)
2
,
pp. 139-149
Persistent link: https://www.econbiz.de/10001124224
Saved in:
7
Estimating the volatility of S&P 500 futures prices using the extreme-value method
Wiggins, James B.
- In:
The journal of futures markets
12
(
1992
)
3
,
pp. 265-273
Persistent link: https://www.econbiz.de/10001125677
Saved in:
8
Reduction in hedging risk from adjusting for autocorrelation in the residuals of a price level regression
Elam, Emmett
- In:
The journal of futures markets
11
(
1991
)
3
,
pp. 371-384
Persistent link: https://www.econbiz.de/10001104840
Saved in:
9
Cointegration : some results on US cattle prices
Bessler, David A.
- In:
The journal of futures markets
11
(
1991
)
4
,
pp. 461-474
Persistent link: https://www.econbiz.de/10001109427
Saved in:
10
A GARCH examination of the relationship between volume and price variability in futures markets
Najand, Mohammad
- In:
The journal of futures markets
11
(
1991
)
5
,
pp. 613-621
Persistent link: https://www.econbiz.de/10001110863
Saved in:
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