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subject:"USA"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of futures markets"
~subject:"Share price"
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USA
Share price
Estimation theory
114
Schätztheorie
114
Theorie
37
Theory
37
Time series analysis
30
Zeitreihenanalyse
30
Estimation
26
Schätzung
26
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Kim, Chang-Jin
2
Myers, Robert J.
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Nelson, Charles R.
2
Amado, Cristina
1
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1
Bessler, David A.
1
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1
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1
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1
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1
Granger, C. W. J.
1
He, Xue-zhong
1
Husmann, Sven
1
Hyung, Namwon
1
Jondeau, Eric
1
Kinnunen, Jyri
1
LaBarge, Karin P.
1
Lee, Kyungsub
1
Li, Chen
1
Li, Youwei
1
MacDonald, Ronald
1
Mele, Antonio
1
Najand, Mohammad
1
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Quan, Jing
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Ren, Yu
1
Rockinger, Michael
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1
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Seo, Byoung Ki
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Shu, Jinghong
1
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1
Sun, Licheng
1
Sutrick, Kenneth H.
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Journal of empirical finance
The journal of futures markets
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
112
Journal of econometrics
77
The review of economics and statistics
44
Working paper / National Bureau of Economic Research, Inc.
36
Economics letters
26
Journal of applied econometrics
25
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
21
American journal of agricultural economics
19
NBER working paper series
18
The journal of finance : the journal of the American Finance Association
18
Applied economics
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Journal of financial and quantitative analysis : JFQA
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Journal of banking & finance
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Journal of forecasting
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The review of financial studies
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CREATES research paper
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Discussion paper series / IZA
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
13
International journal of forecasting
13
Journal of macroeconomics
12
Technical working paper / National Bureau of Economic Research
12
The review of economic studies
12
Discussion paper / Centre for Economic Policy Research
11
Discussion paper / Tinbergen Institute
11
Economic modelling
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
CEMMAP working papers / Centre for Microdata Methods and Practice
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of money, credit and banking : JMCB
10
Applied financial economics
9
Cambridge working papers in economics
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Discussion paper
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Econometric reviews
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International economic review
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Journal of financial economics
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NBER Working Paper
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
2
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
3
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
4
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
5
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
6
Modelling changes in the unconditional variance of long stock return series
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of empirical finance
25
(
2014
),
pp. 15-35
Persistent link: https://www.econbiz.de/10010462094
Saved in:
7
A comparative study of range-based stock return volatility estimators for the German market
Todorova, Neda
;
Husmann, Sven
- In:
The journal of futures markets
32
(
2012
)
6
,
pp. 560-586
Persistent link: https://www.econbiz.de/10010218787
Saved in:
8
Testing range estimators of historical volatility
Shu, Jinghong
;
Zhang, Jin E.
- In:
The journal of futures markets
26
(
2006
)
3
,
pp. 297-313
Persistent link: https://www.econbiz.de/10003304002
Saved in:
9
Regime shifts in interest rate volatility
Sun, Licheng
- In:
Journal of empirical finance
12
(
2005
)
3
,
pp. 418-434
Persistent link: https://www.econbiz.de/10002900508
Saved in:
10
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Granger, C. W. J.
;
Hyung, Namwon
- In:
Journal of empirical finance
11
(
2004
)
3
,
pp. 399-421
Persistent link: https://www.econbiz.de/10002050373
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