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subject:"Kanada"
subject:"USA"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Estimation"
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Kanada
USA
Estimation
Estimation theory
33
Schätztheorie
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Bradley, Michael G.
1
Chan, Louis K. C.
1
Connolly, Robert A.
1
Donaldson, R. Glen
1
Flesaker, Bjorn
1
Grieser, William D.
1
Grinblatt, Mark
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Journal of financial and quantitative analysis : JFQA
Journal of econometrics
235
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
210
Economics letters
122
Discussion paper series / IZA
61
Econometric reviews
60
Applied economics letters
58
Journal of applied econometrics
58
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56
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CEMMAP working papers / Centre for Microdata Methods and Practice
55
NBER working paper series
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
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52
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49
The review of economics and statistics
48
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42
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39
Working paper / Department of Econometrics and Business Statistics, Monash University
38
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Journal of banking & finance
33
IZA Discussion Paper
32
The econometrics journal
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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
30
International journal of forecasting
30
Econometric theory
29
Journal of the American Statistical Association : JASA
28
American journal of agricultural economics
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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26
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1
Panel-data estimation in finance : testable assumptions and parameter (in)consistency
Grieser, William D.
;
Hadlock, Charles J.
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012128892
Saved in:
2
When factors do not span their basis portfolios
Grinblatt, Mark
;
Saxena, Konark
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2335-2354
Persistent link: https://www.econbiz.de/10012128025
Saved in:
3
Estimating beta
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
4
,
pp. 1437-1466
Persistent link: https://www.econbiz.de/10011610446
Saved in:
4
The economic role of jumps and recovery rates in the market for corporate default risk
Schneider, Paul
;
Sögner, Leopold
;
Veza, Tanja
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
6
,
pp. 1517-1547
Persistent link: https://www.econbiz.de/10008909155
Saved in:
5
Estimating the equity premium
Donaldson, R. Glen
;
Kamstra, Mark J.
;
Kramer, Lisa A.
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 813-846
Persistent link: https://www.econbiz.de/10008758096
Saved in:
6
Errors in implied volatility estimation
Hentschel, Ludger
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 779-810
Persistent link: https://www.econbiz.de/10001859254
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
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:
9
Testing the Heath-Jarrow-Morton - Ho-Lee model of interest rate contingent claims pricing
Flesaker, Bjorn
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
4
,
pp. 483-495
Persistent link: https://www.econbiz.de/10001160498
Saved in:
10
The estimation of quality-adjusted auction returns with varying transaction intervals
Taylor, William M.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
1
,
pp. 131-142
Persistent link: https://www.econbiz.de/10001122222
Saved in:
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