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subject:"Börsenkurs"
~isPartOf:"The review of economic studies"
~isPartOf:"Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Estimation theory
126
Schätztheorie
126
Theorie
91
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91
USA
23
United States
23
CAPM
18
Share price
16
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16
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Chan, Wai-Sum
2
Sentana, Enrique
2
Tse, Yiu Kuen
2
Ball, Clifford A.
1
Braun, Phillip A.
1
Cho, D. C.
1
Diebold, Francis X.
1
Ferson, Wayne E.
1
Fong, Wai-mun
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1
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1
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1
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1
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1
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1
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1
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1
Strasser, Georg
1
Sunier, Alain M.
1
Tong, Christopher Shiu Pui
1
Tong, Wilson H.
1
Wadhwani, Sushil B.
1
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The review of economic studies
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
The journal of finance : the journal of the American Finance Association
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
Cambridge working papers in economics
9
Journal of banking & finance
9
International journal of economics and financial issues : IJEFI
8
Working paper
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of financial and quantitative analysis : JFQA
7
Journal of forecasting
7
Journal of risk and financial management : JRFM
7
Quantitative finance
7
The review of financial studies
7
Discussion paper / Tinbergen Institute
6
Econometrics : open access journal
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
NBER Working Paper
6
NBER working paper series
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
Working paper / Department of Econometrics and Business Statistics, Monash University
6
CESifo working papers
5
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
International review of financial analysis
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Journal of financial economics
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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
Conditioning variables and the cross section of stock returns
Ferson, Wayne E.
;
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1325-1360
Persistent link: https://www.econbiz.de/10001395766
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
Good news, bad news, volatility, and betas
Braun, Phillip A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
5
,
pp. 1575-1603
Persistent link: https://www.econbiz.de/10001191709
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
Semi-parametric estimation and the predictability of stock market returns : some lessons from Japan
Sentana, Enrique
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 547-563
Persistent link: https://www.econbiz.de/10001114304
Saved in:
11
Mean reversion in stock prices? : a reappraisal of the empirical evidence
Kim, Myung-jig
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 515-528
Persistent link: https://www.econbiz.de/10001114320
Saved in:
12
Statistical properties of the Roll serial covariance bid ask spread estimator
Harris, Lawrence E.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
2
,
pp. 579-590
Persistent link: https://www.econbiz.de/10001089793
Saved in:
13
Corrections for trading frictions in multivariate returns
Korkie, Robert M.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1421-1434
Persistent link: https://www.econbiz.de/10001080349
Saved in:
14
Estimation bias induced by discrete security prices
Ball, Clifford A.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
4
,
pp. 841-865
Persistent link: https://www.econbiz.de/10001073082
Saved in:
15
Estimating the volatility of discrete stock prices
Cho, D. C.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
2
,
pp. 451-466
Persistent link: https://www.econbiz.de/10001059356
Saved in:
16
A utility-based model of common stock price movements
Litzenberger, Robert H.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
1
,
pp. 67-92
Persistent link: https://www.econbiz.de/10001008811
Saved in:
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