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subject:"Time series analysis"
~person:"Andersen, Torben"
~subject:"Risiko"
~subject:"Volatilität"
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Time series analysis
Risiko
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Theorie
52
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52
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20
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20
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15
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Andersen, Torben
Franses, Philip Hans
142
Koopman, Siem Jan
136
Phillips, Peter C. B.
132
Gil-Alaña, Luis A.
108
Härdle, Wolfgang
95
Caporale, Guglielmo Maria
93
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90
Bollerslev, Tim
84
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81
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80
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72
Koop, Gary
71
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68
Gollier, Christian
67
Teräsvirta, Timo
64
Ghysels, Eric
62
Harvey, Andrew C.
62
Lucas, André
60
Marcellino, Massimiliano
59
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59
Granger, C. W. J.
57
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57
Herwartz, Helmut
55
Maravall Herrero, Agustín
55
Kunst, Robert M.
54
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53
Timmermann, Allan
53
Dijk, Herman K. van
51
Lux, Thomas
50
Hallin, Marc
49
Taylor, Robert
49
Gupta, Rangan
48
Hyndman, Rob J.
47
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46
Hassler, Uwe
46
Chiarella, Carl
45
Caporin, Massimiliano
43
Proietti, Tommaso
43
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2
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ECONIS (ZBW)
47
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
3
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
Saved in:
4
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10010202343
Saved in:
5
Stochastic volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
Saved in:
6
Realized volatility
Andersen, Torben
(
contributor
);
Benzoni, Luca
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003786282
Saved in:
7
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
8
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10003350800
Saved in:
9
Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2005
Persistent link: https://www.econbiz.de/10003217674
Saved in:
10
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009539803
Saved in:
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