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subject:"Risk"
~institution:"Birkbeck College / Department of Economics"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Rodney L. White Center for Financial Research"
~subject:"Estimation theory"
~subject:"Share price"
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Risk
Estimation theory
Share price
Theorie
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Theory
154
Estimation
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Timmermann, Allan
5
Brandt, Michael W.
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Tenenhaus, Michel
4
Abel, Andrew B.
3
Diebold, Francis X.
3
Orszag, Jonathan Michael
3
Sola, Martin
3
Alizadeh, Sassan
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Gylfi Zoega
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1
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Chen, Yu-Fu
1
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Crès, Hervé
1
Dacco, Roberto
1
Elliott, Robert J.
1
Freris, Andrew F.
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Hollifield, Burton
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Karanasos, Menelaos
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Knight, John L.
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Kogan, Leonid
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Miller, Robert Allen
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Rossi, Isabelle
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Santa-Clara, Pedro
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Birkbeck College / Department of Economics
Chambre de commerce et d'industrie de Paris
Rodney L. White Center for Financial Research
National Bureau of Economic Research
414
Ekonomiska forskningsinstitutet <Stockholm>
42
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
31
European University Institute / Department of Economics
27
Umeå universitet
25
Center for Economic Research <Tilburg>
21
University of New England / Department of Econometrics
19
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
16
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13
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11
Edward Elgar Publishing
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11
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10
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9
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9
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8
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
8
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Umeå Universitet / Institutionen för Nationalekonomi
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Johns Hopkins University / Department of Economics
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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Australian National University / Faculty of Economics
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Centre for Microdata Methods and Practice <London>
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Centre for Quantitative Economics & Computing
5
Foerder Institute for Economic Research <Tēl-Āvîv>
5
Goethe-Universität Frankfurt am Main
5
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5
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Les cahiers de recherche / HEC Paris
10
Working papers / Rodney L. White Center for Financial Research
10
Discussion paper in financial economics : FE
9
Discussion papers in economics
6
Les cahiers de recherche / Ecole des hautes études commerciales / Groupe HEC
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ECONIS (ZBW)
36
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1
Estimating the gains from trade in limit order markets
Hollifield, Burton
;
Miller, Robert Allen
;
Sandås, Patrik
; …
-
2004
-
rev
Persistent link: https://www.econbiz.de/10003229578
Saved in:
2
The effects of a baby boom on stock prices and capital accumulation in the presence of social security
Abel, Andrew B.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002022604
Saved in:
3
Will bequests attenuate the predicted meltdown in stock prices when baby boomers retire?
Abel, Andrew B.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004090
Saved in:
4
Catching up with the Joneses : heterogeneous preferences and the dynamics of asset prices
Chan, Yeung Lewis
(
contributor
);
Kogan, Leonid
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000392
Saved in:
5
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
6
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
7
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023808
Saved in:
8
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
9
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
10
Will bequests attenuate the predicted meltdown in stock prices when baby boomers retire?
Abel, Andrew B.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000819
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