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subject:"Wechselkurs"
type:"article"
~accessRights:"free"
~isPartOf:"Journal of financial econometrics"
~subject:"Estimation"
~subject:"Monte-Carlo-Simulation"
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Wechselkurs
Estimation
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Estimation theory
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Sancetta, Alessio
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Gungor, Sermin
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Journal of financial econometrics
Econometrics : open access journal
32
Quantitative economics : QE ; journal of the Econometric Society
25
International journal of economics and financial issues : IJEFI
22
Journal of risk and financial management : JRFM
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Risks : open access journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Statistics in transition : an international journal of the Polish Statistical Association
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International Journal of Energy Economics and Policy : IJEEP
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CBN journal of applied statistics
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Cogent economics & finance
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Financial innovation : FIN
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Pakistan journal of commerce and social sciences
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Analele Universităţii Dunărea de Jos Galaţi / 1
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Central European journal of economic modelling and econometrics
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International journal of finance & banking studies : JJFBS
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International journal of financial engineering
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Iranian economic review : journal of University of Tehran
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Journal for labour market research
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Journal of applied econometrics
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Journal of applied finance & banking
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Journal of business economics : JBE
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Journal of contemporary economic and business issues
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Journal of economics, finance & administrative science
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Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
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Revista de métodos cuantitativos para la economía y la empresa
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The review of regional studies : a joint publ. of the Southern Regional Science Association and the School of Business, University of Alabama in Birmingham
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Empirical asset pricing with functional factors
Nadler, Philip
;
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1258-1281
Persistent link: https://www.econbiz.de/10014391457
Saved in:
2
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
Saved in:
3
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
4
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
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