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subject:"Share price"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Deutschland"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Share price
Deutschland
Estimation theory
102
Schätztheorie
102
Time series analysis
49
Zeitreihenanalyse
49
Estimation
33
Schätzung
33
ARCH model
17
ARCH-Modell
17
Volatility
17
Volatilität
17
Regression analysis
14
Regressionsanalyse
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Cointegration
13
Kointegration
13
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11
Statistischer Test
11
Nichtparametrisches Verfahren
10
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10
Capital income
9
Kapitaleinkommen
9
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9
Markov-Kette
9
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cointegration
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Nichtlineare Regression
7
Nonlinear regression
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7
Structural break
7
Strukturbruch
7
VAR model
7
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7
Börsenkurs
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Einheitswurzeltest
6
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Chen, Yi-ting
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Lee, Kyungsub
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Mishra, Anuj
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1
Shi, Daimin
1
Silvennoinen, Annastiina
1
Song, Yuping
1
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Discussion paper series / IZA
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Economics letters
14
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11
Journal of empirical finance
10
Journal of banking & finance
9
The journal of finance : the journal of the American Finance Association
9
International journal of economics and financial issues : IJEFI
8
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7
Journal of financial and quantitative analysis : JFQA
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7
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7
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The review of financial studies
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
6
Journal of applied econometrics
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of financial economics
6
Journal of international money and finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics
5
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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ECONIS (ZBW)
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1
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Song, Yuping
;
Hou, Weijie
;
Zhou, Shengyi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
5
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012198377
Saved in:
2
Nonstationary autoregressive conditional duration models
Mishra, Anuj
;
Ramanathan, Thekke Variyam
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011743716
Saved in:
3
Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high requency return data
Lee, Kyungsub
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10011431109
Saved in:
4
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 347-364
Persistent link: https://www.econbiz.de/10011649097
Saved in:
5
Non-parametric estimation of copula parameters : testing for time-varying correlation
Gong, Jinguo
;
Wu, Weiou
;
McMillan, David G.
;
Shi, Daimin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 93-106
Persistent link: https://www.econbiz.de/10011311193
Saved in:
6
On the robustness of symmetry tests for stock returns
Chen, Yi-ting
;
Lin, Chang-ching
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009513634
Saved in:
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