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Estimation
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Caporale, Guglielmo Maria
192
Gil-Alaña, Luis A.
185
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155
Heckman, James J.
109
Pesaran, M. Hashem
107
Härdle, Wolfgang
78
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71
Belke, Ansgar
70
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68
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66
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62
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60
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59
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58
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56
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56
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56
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55
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55
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55
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52
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51
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50
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49
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48
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47
Campbell, John Y.
47
Lucas, André
47
Chinn, Menzie David
46
Rose, Andrew
46
Miller, Stephen M.
45
Stambaugh, Robert F.
45
Diebold, Francis X.
44
Egger, Peter
44
Neumark, David
44
Narayan, Paresh Kumar
43
Van Reenen, John
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Acemoglu, Daron
42
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42
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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OECD
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Springer Fachmedien Wiesbaden
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Internationaler Währungsfonds / Research Department
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Federal Reserve Bank of St. Louis
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Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
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Verlag Dr. Kovač
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Organisation for Economic Co-operation and Development
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Institute of Finance and Accounting <London>
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University of Exeter / Department of Economics
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ECONIS (ZBW)
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1
The small firm effect and the random walk hypothesis : evidence from the London Stock Exchange using Markov chains
Mills, Terence C.
;
Jordanov, Jordan
-
1999
Persistent link: https://www.econbiz.de/10001428365
Saved in:
2
The size effect and the random walk hypothesis : evidence from the London stock exchange using Markov chains
Mills, Terence C.
;
Jordanov, J. V.
- In:
Applied financial economics
13
(
2003
)
11
,
pp. 807-815
Persistent link: https://www.econbiz.de/10001804430
Saved in:
3
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
4
Portfolio size, non-trading frequency and portfolio return
autocorrelation
Chelley-Steeley, Patricia L.
;
Steeley, James M.
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 56-77
Persistent link: https://www.econbiz.de/10011299869
Saved in:
5
An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila
;
Lo, Andrew W.
;
Makarov, Igor
-
2003
Persistent link: https://www.econbiz.de/10001748919
Saved in:
6
An econometric model of serial correlation and illiquidity in hedge fund returns
Getmansky, Mila
;
Lo, Andrew W.
;
Makarov, Igor
- In:
Journal of financial economics
74
(
2004
)
3
,
pp. 529-609
Persistent link: https://www.econbiz.de/10002439293
Saved in:
7
Estimation of value-at-Risk on Romanian stock exchange using volatility forecasting models
Opreana, Claudiu Ilie
- In:
Expert journal of finance
1
(
2013
),
pp. 4-18
Persistent link: https://www.econbiz.de/10011572395
Saved in:
8
High-dimensionality in statistics and portfolio optimization
Glombek, Konstantin
-
2012
-
1. Aufl.
Persistent link: https://www.econbiz.de/10013360879
Saved in:
9
Cross-
autocorrelation
between small and large cap portfolios in the German and Turkish stock markets
Altay, Erdinç
-
2003
-
1. Aufl
Persistent link: https://www.econbiz.de/10001780298
Saved in:
10
Cross-
autocorrelation
between small and large cap portfolios in the German and Turkish stock markets
Altay, Erdinç
- In:
Journal of financial management and analysis : …
17
(
2004
)
2
,
pp. 77-92
Persistent link: https://www.econbiz.de/10002883741
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