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subject:"Share price"
type_genre:"Article in journal"
~isPartOf:"Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
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Search: subject_exact:"Estimation theory"
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Share price
Estimation theory
353
Schätztheorie
353
Theorie
265
Theory
265
Statistical theory
46
Statistische Methodenlehre
46
Time series analysis
43
Zeitreihenanalyse
43
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
USA
35
United States
35
Estimation
21
Schätzung
21
Probability theory
19
Wahrscheinlichkeitsrechnung
19
Börsenkurs
17
Induktive Statistik
14
Panel
14
Panel study
14
Regression analysis
14
Regressionsanalyse
14
Statistical inference
14
Sampling
13
Statistical test
13
Statistischer Test
13
Stichprobenerhebung
13
Method of moments
12
Momentenmethode
12
CAPM
11
IV-Schätzung
11
Instrumental variables
11
Simulation
10
Capital income
9
Kapitaleinkommen
9
Volatility
9
Volatilität
9
Decision
7
Entscheidung
7
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Article
17
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Article in journal
Aufsatz in Zeitschrift
17
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English
17
Author
All
Chan, Wai-Sum
2
Li, Jia
2
Tauchen, George Eugene
2
Tse, Yiu Kuen
2
Connolly, Robert A.
1
Engle, Robert F.
1
Fong, Wai-mun
1
Gallant, A. Ronald
1
Harris, Lawrence E.
1
Hung, Bill Wan-Sing
1
Jacod, Jean
1
Joerding, Wayne H.
1
Jokivuolle, Esa
1
Kee, Koh Seng
1
Klein, April
1
Li, Yingying
1
Porter, David C.
1
Ronen, Tavy
1
Rosenfeld, James
1
Rossi, Peter E.
1
Todorov, Viktor
1
Tong, Christopher Shiu Pui
1
Tong, Wilson H.
1
Zheng, Xinghua
1
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of financial and quantitative analysis : JFQA
Journal of econometrics
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
20
Economic modelling
10
Economics letters
10
Journal of empirical finance
10
Journal of banking & finance
9
International journal of economics and financial issues : IJEFI
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of forecasting
7
Journal of risk and financial management : JRFM
7
Quantitative finance
7
The journal of finance : the journal of the American Finance Association
7
The review of financial studies
7
Econometrics : open access journal
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
6
The North American journal of economics and finance : a journal of financial economics studies
6
Finance India : the quarterly journal of Indian Institute of Finance
5
Finance research letters
5
International review of financial analysis
5
Journal of financial economics
5
Journal of international financial markets, institutions & money
5
Pacific-Basin finance journal
5
Review of quantitative finance and accounting
5
Annals of finance
4
Applied economics
4
Applied financial economics
4
International journal of financial research
4
International review of economics & finance : IREF
4
Journal of applied econometrics
4
Journal of economics & business
4
Journal of financial econometrics
4
The journal of business : B
4
The review of economic studies
4
Advances in quantitative analysis of finance and accounting : a research annual
3
Asian economies
3
Australian journal of management
3
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ECONIS (ZBW)
17
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10
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17
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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
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:
4
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:
5
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:
6
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:
7
Do Asian stock market prices follow martingales? : Evidence from spectral shape tests
Fong, Wai-mun
- In:
Asia Pacific journal of management : APJM ; a …
11
(
1994
)
2
,
pp. 345-359
Persistent link: https://www.econbiz.de/10001174916
Saved in:
8
Cross-return predictability in Pacific Basin stock markets
Chan, Wai-Sum
- In:
Asia Pacific journal of management : APJM ; a …
11
(
1994
)
2
,
pp. 289-303
Persistent link: https://www.econbiz.de/10001174918
Saved in:
9
Capital flows and stock price volatility : evidence from Hong Kong
Hung, Bill Wan-Sing
- In:
Asia Pacific journal of management : APJM ; a …
11
(
1994
)
2
,
pp. 225-235
Persistent link: https://www.econbiz.de/10001174921
Saved in:
10
Nonlinear dynamic structures
Gallant, A. Ronald
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 871-907
Persistent link: https://www.econbiz.de/10001147138
Saved in:
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