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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Cambridge working papers in economics"
~person:"Härdle, Wolfgang"
~person:"Linton, Oliver"
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Volatilität
Estimation theory
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Corsi, Fulvio
Härdle, Wolfgang
Linton, Oliver
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Li, Yu-Ning
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Cambridge working papers in economics
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Econometric theory
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
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2
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
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3
Robust estimation of integrated volatility
Li, Zhen
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013206057
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