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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:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The review of economic studies"
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Search: subject_exact:"Estimation theory"
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Share price
Estimation theory
127
Schätztheorie
127
Theorie
86
Theory
86
USA
25
United States
25
Börsenkurs
16
Time series analysis
16
Zeitreihenanalyse
16
Estimation
13
Schätzung
13
Capital income
11
Kapitaleinkommen
11
CAPM
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Regression analysis
7
Regressionsanalyse
7
Simulation
6
Portfolio selection
5
Portfolio-Management
5
Probability theory
5
Statistical theory
5
Statistische Methodenlehre
5
Wahrscheinlichkeitsrechnung
5
Panel
4
Panel study
4
Risiko
4
Risk
4
Sampling
4
Statistical test
4
Statistischer Test
4
Stichprobenerhebung
4
Yield curve
4
Zinsstruktur
4
Australia
3
Australien
3
Bayes-Statistik
3
Bayesian inference
3
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Type of publication
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Article
16
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
16
Language
All
English
16
Author
All
Chan, Wai-Sum
2
Sentana, Enrique
2
Tse, Yiu Kuen
2
Connolly, Robert A.
1
Diebold, Francis X.
1
Fong, Wai-mun
1
Harris, Lawrence E.
1
Hung, Bill Wan-Sing
1
Joerding, Wayne H.
1
Jokivuolle, Esa
1
Kee, Koh Seng
1
Kim, Myung-jig
1
Klein, April
1
Nelson, Charles R.
1
Porter, David C.
1
Ronen, Tavy
1
Rosenfeld, James
1
Startz, Richard
1
Strasser, Georg
1
Tong, Christopher Shiu Pui
1
Tong, Wilson H.
1
Wadhwani, Sushil B.
1
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Published in...
All
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
Journal of financial and quantitative analysis : JFQA
The review of economic studies
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
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
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
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)
16
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1
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10
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16
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date (oldest first)
1
On the correlation structure of microstructure noise : a financial economic approach
Diebold, Francis X.
;
Strasser, Georg
- In:
The review of economic studies
80
(
2013
)
4
,
pp. 1304-1337
Persistent link: https://www.econbiz.de/10010202113
Saved in:
2
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:
3
Quadratic ARCH models
Sentana, Enrique
- In:
The review of economic studies
62
(
1995
)
4
,
pp. 639-661
Persistent link: https://www.econbiz.de/10001189784
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Price-volume relation in stocks : a multiple time series analysis on the Singapore market
Chan, Wai-Sum
- In:
Asia Pacific journal of management : APJM ; a …
10
(
1993
)
1
,
pp. 39-56
Persistent link: https://www.econbiz.de/10001148864
Saved in:
9
An analysis of the January effect of United States, Taiwan and South Korean stock returns
Tong, Wilson H.
- In:
Asia Pacific journal of management : APJM ; a …
9
(
1992
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10001136377
Saved in:
10
The probability of a trade at the ask : an examination of interday and intraday behavior
Porter, David C.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
2
,
pp. 209-227
Persistent link: https://www.econbiz.de/10001125361
Saved in:
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