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isPartOf:"The journal of finance : the journal of the American Finance Association"
subject:"Volatilität"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Journal of econometrics"
~person:"Zhu, Ke"
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Volatilität
Estimation theory
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Zhu, Ke
Todorov, Viktor
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Li, Jia
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The journal of finance : the journal of the American Finance Association
Cambridge working papers in economics
Journal of econometrics
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Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
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2
Non-standard inference for augmented double autoregressive models with null volatility coefficients
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012439437
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