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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Market microstructure"
~subject:"Multivariate analysis"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
Market microstructure
Multivariate analysis
Estimation theory
73
Schätztheorie
73
Time series analysis
20
Zeitreihenanalyse
20
Volatility
16
Estimation
15
Schätzung
15
ARCH model
11
ARCH-Modell
11
Marktmikrostruktur
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Capital income
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Theory
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Börsenkurs
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Analysis of variance
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Noise Trading
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Noise trading
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Statistical test
5
Statistischer Test
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Varianzanalyse
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CAPM
4
Multivariate Analyse
4
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Corsi, Fulvio
2
Andreou, Alena
1
Audrino, Francesco
1
Balter, Janine
1
Bormann, Carsten
1
Bos, Charles S.
1
Caldeira, João F.
1
Carrasco, Marine
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frederiksen, Per
1
Ghysels, Eric
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
Koopman, Siem Jan
1
Kotchoni, Rachidi
1
Li, Yingying
1
Lv, Jinchi
1
Mancino, Maria Elvira
1
Mira, Antonietta
1
Moura, Guilherme Valle
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Mykland, Per A.
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Nagakura, Daisuke
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Nielsen, Morten Ørregaard
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Nogales, Francisco J.
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Oya, Kosuke
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Peluso, Stefano
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Rodrigues, Paulo M. M.
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Rubia, Antonio
1
Sanfelici, Simona
1
Santos, André A. P.
1
Schaumburg, Julia
1
Schienle, Melanie
1
Spokojnyj, Vladimir G.
1
Suto, Nobuyuki
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
144
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Discussion paper / Tinbergen Institute
30
Economics letters
29
Econometric reviews
25
Econometric theory
22
Journal of empirical finance
21
CREATES research paper
20
Journal of the American Statistical Association : JASA
20
Economic modelling
19
Journal of banking & finance
18
Quantitative finance
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
International journal of forecasting
17
The econometrics journal
15
International journal of theoretical and applied finance
14
Journal of applied econometrics
14
Journal of forecasting
14
SFB 649 discussion paper
14
Finance research letters
13
Journal of financial econometrics
13
NBER Working Paper
13
Oxford bulletin of economics and statistics
13
Working paper / National Bureau of Economic Research, Inc.
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Econometrics : open access journal
11
Journal of risk and financial management : JRFM
11
NBER working paper series
11
The North American journal of economics and finance : a journal of financial economics studies
11
Applied economics
10
Applied economics letters
10
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
International journal of economics and financial issues : IJEFI
10
KBI
10
Working paper
10
CEMMAP working papers / Centre for Microdata Methods and Practice
9
Discussion paper
9
Discussion paper / A
9
Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
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1
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
2
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
3
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
4
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
5
Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
Saved in:
6
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
7
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
8
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
9
Quarticity estimation on ohlc data
Balter, Janine
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 505-519
Persistent link: https://www.econbiz.de/10011339287
Saved in:
10
Rounding errors and volatility estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
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