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~isPartOf:"Journal of empirical finance"
~isPartOf:"The review of economics and statistics"
~language:"eng"
~subject:"Estimation theory"
~type_genre:"Article in journal"
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Estimation theory
USA
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Journal of empirical finance
The review of economics and statistics
Journal of econometrics
1,601
Economics letters
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Econometric theory
722
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
219
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71
Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns
Cheng, Wan-hsiu
;
Hung, Jui-cheng
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10009301140
Saved in:
72
Exact inference and optimal invariant estimation for the stability parameter of symmetric α-stable distributions
Dufour, Jean-Marie
;
Kurz-Kim, Jeong-Ryeol
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 180-194
Persistent link: https://www.econbiz.de/10009271855
Saved in:
73
GMM estimation of the number of latent factors : with application to international stock markets
Ahn, Seung Chan
;
Perez, M. Fabricio
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 783-802
Persistent link: https://www.econbiz.de/10009267244
Saved in:
74
Predictive regression with order-p autoregressive predictors
Amihud, Yakov
;
Hurvich, Clifford M.
;
Wang, Yi
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 513-525
Persistent link: https://www.econbiz.de/10009267284
Saved in:
75
Sample selection and event study estimation
Ahern, Kenneth R.
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 466-482
Persistent link: https://www.econbiz.de/10003856825
Saved in:
76
Autoregressive stochastic volatility models with heavy-tailed distributions : a comparison with multifactor volatility models
Asai, Manabu
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 332-341
Persistent link: https://www.econbiz.de/10003699171
Saved in:
77
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 549-566
Persistent link: https://www.econbiz.de/10003759632
Saved in:
78
Measuring the NAIRU with reduced uncertainty : a multiple-indicator common-cycle approach
Basistha, Arabinda
;
Startz, Richard
- In:
The review of economics and statistics
90
(
2008
)
4
,
pp. 805-811
Persistent link: https://www.econbiz.de/10003772099
Saved in:
79
Bayesian inference for generalized linear mixed models of portfolio credit risk
McNeil, Alexander J.
;
Wendin, Jonathan P.
- In:
Journal of empirical finance
14
(
2007
)
2
,
pp. 131-149
Persistent link: https://www.econbiz.de/10003499623
Saved in:
80
Inference with difference-in-differences and other panel data
Donald, Stephen G.
;
Lang, Kevin
- In:
The review of economics and statistics
89
(
2007
)
2
,
pp. 221-233
Persistent link: https://www.econbiz.de/10003462999
Saved in:
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