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isPartOf:"Journal of econometrics"
~person:"Chang, Chia-Lin"
~person:"Shephard, Neil G."
~subject:"Zustandsraummodell"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatility"
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Zustandsraummodell
Volatility
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Chang, Chia-Lin
Shephard, Neil G.
Poon, Aubrey
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Barndorff-Nielsen, Ole E.
1
Chan, Joshua
1
Chan, Joshua C. C.
1
Chib, Siddhartha
1
Creal, Drew
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Cross, Jamie
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Forbes, Catherine Scipione
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Fulop, Andras
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Monfort, Alain
1
Nakajima, Jouchi
1
Omori, Yasuhiro
1
Scharth, Marcel
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Tsay, Ruey S.
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Zhang, Zhengjun
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Stochastic volatility with leverage : fast and efficient likelihood inference
Omori, Yasuhiro
;
Chib, Siddhartha
;
Shephard, Neil G.
; …
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 425-449
Persistent link: https://www.econbiz.de/10003569881
Saved in:
2
Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 217-252
Persistent link: https://www.econbiz.de/10003298574
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