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subject:"Großbritannien"
subject:"Volatilität"
~person:"Bibinger, Markus"
~person:"Lucas, André"
~type:"article"
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Großbritannien
Volatilität
Estimation theory
17
Schätztheorie
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Time series analysis
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Zeitreihenanalyse
10
Theorie
7
Theory
7
Estimation
5
Schätzung
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1900-1988
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Bibinger, Markus
Lucas, André
Kumar, Dilip
16
Maheswaran, S.
14
Todorov, Viktor
12
Li, Jia
11
Tauchen, George Eugene
10
Teräsvirta, Timo
9
Andersen, Torben
7
Francq, Christian
7
Ghysels, Eric
7
Kim, Donggyu
7
Li, Yingying
7
Liu, Zhi
7
Mykland, Per A.
7
Bollerslev, Tim
6
Hafner, Christian M.
6
Koopman, Siem Jan
6
Taylor, Stephen
6
Wang, Yazhen
6
Fan, Jianqing
5
Härdle, Wolfgang
5
Jing, Bingyi
5
Silvennoinen, Annastiina
5
Zakoïan, Jean-Michel
5
Arnerić, Josip
4
Aït-Sahalia, Yacine
4
Bhattacharyya, Dilip K.
4
Blundell, Richard W.
4
Clements, Adam
4
Cuthbertson, Keith
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Diebold, Francis X.
4
Dufour, Jean-Marie
4
Elliott, Robert J.
4
Feng, Yuanhua
4
Fičura, Milan
4
Hwang, Eunju
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Li, Wai Keung
4
Mancino, Maria Elvira
4
McAleer, Michael
4
Nolte, Ingmar
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Park, Joon Y.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
International journal of forecasting
1
Journal of econometrics
1
Journal of financial econometrics
1
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ECONIS (ZBW)
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1
Estimating the spot covariation of asset prices : statistical theory and empirical evidence
Bibinger, Markus
;
Hautsch, Nikolaus
;
Malec, Peter
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10012178185
Saved in:
2
Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
Saved in:
3
Score-driven exponentially weighted moving averages and Value-at-Risk forecasting
Lucas, André
;
Zhang, Xin
- In:
International journal of forecasting
32
(
2016
)
2
,
pp. 293-302
Persistent link: https://www.econbiz.de/10011596763
Saved in:
4
Numerically accelerated importance sampling for nonlinear non-Gaussian state-space models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 114-127
Persistent link: https://www.econbiz.de/10011389921
Saved in:
5
Econometrics of co-jumps in high-frequency data with noise
Bibinger, Markus
;
Winkelmann, Lars
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 361-378
Persistent link: https://www.econbiz.de/10011339314
Saved in:
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