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subject:"Großbritannien"
~person:"Bibinger, Markus"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Großbritannien
Volatilität
Estimation
2
Estimation theory
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Schätztheorie
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Volatility
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Börsenkurs
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Bibinger, Markus
Kumar, Dilip
16
Maheswaran, S.
14
Todorov, Viktor
12
Li, Jia
11
Tauchen, George Eugene
10
Teräsvirta, Timo
8
Andersen, Torben
7
Francq, Christian
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Kim, Donggyu
7
Li, Yingying
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Liu, Zhi
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Koopman, Siem Jan
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McAleer, Michael
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Zakoïan, Jean-Michel
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4
Aït-Sahalia, Yacine
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Clements, Adam
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Cuthbertson, Keith
4
Elliott, Robert J.
4
Fičura, Milan
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Hwang, Eunju
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Härdle, Wolfgang
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Li, Wai Keung
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Rodriguez, Gabriel
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Shin, Dong-wan
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Silvennoinen, Annastiina
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
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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
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
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