Keyphrases
Anchoring Bias
61%
New Evidence
61%
Homebuyers
54%
Easy-to-implement
52%
Noise-robust
46%
Real Estate Market
46%
Volatility
42%
Jump Phenomenon
34%
Realized Variance
34%
High-frequency Financial Data
32%
Price Jumps
32%
Price Variation
32%
Co-movement
32%
Microstructure Noise
30%
Integrated Covariance Matrix
30%
Conditional Autoregressive
30%
House Purchase
30%
Log-returns
30%
Random Aggregation
30%
Short-sale Constraints
30%
Interquantile Range
30%
Conditional Value at Risk
30%
Robust Estimator
30%
Expectiles
30%
Professional Field
30%
Scientific Approach
30%
Simple Concept
30%
Field Knowledge
30%
Pump-and-dump
30%
Judicial System
30%
Stock Manipulation
30%
Difference of Opinion
30%
Stabilizing Effect
30%
Econometric Tools
30%
Buy-side
30%
Tail Risk
30%
Square-root-of-time Rule
30%
Noise Free
30%
Stock Prices
30%
Legal System
30%
Securities Exchange
30%
Quantile Regression
30%
Microstructure
30%
Price Limits
30%
Social Capital
30%
Econometrics
30%
Purchasing Decision
30%
Variance Estimator
24%
Return Series
23%
Market Microstructure
23%
Economics, Econometrics and Finance
Volatility
100%
Price
77%
Finance
69%
Real Estate Market
51%
Market Microstructure
41%
Capital Market Returns
36%
Investors
30%
Real Estate Sector
30%
Empirical Finance
30%
Financial Econometrics
30%
Robust Statistics
30%
Time Series
30%
New Orders
30%
Willingness to Pay
20%
Investor Sentiment
20%
Stock Price
15%
Social Capital
15%
Economic Policy Uncertainty
15%
Markov Chain Monte Carlo
10%
Monte Carlo Simulation
10%
Stock Exchange
10%
Index Futures
5%
Economic Uncertainty
5%
Global Economic Crisis
5%
Macroeconomics
5%
Mathematics
Variance
65%
Quantile
46%
Value at Risk
30%
Variance Estimator
30%
Robust Estimator
30%
Conditionals
30%
Optimality
30%
Variance Estimate
30%
Square Root
30%
Covariance
30%
Tail Probability
10%
Asymmetric
10%
Variance Covariance Matrix
7%
Sample Variance
7%
Monte Carlo
7%
Building Block
7%
Robust Method
7%
Dependent Data
5%
Relative Cost
5%
Stylized Fact
5%
Underlying Distribution
5%
Risk Measure
5%
Stock Market
5%
Modeling Approach
5%
Shortfall
5%
Least Square
5%
Least Square Estimation
5%
Asymptotics
5%