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subject:"Volatilität"
type_genre:"Graue Literatur"
~person:"Alizadeh, Sassan"
~person:"Andersen, Torben"
~type_genre:"Sammlung"
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Volatilität
Estimation theory
15
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Alizadeh, Sassan
Andersen, Torben
Koopman, Siem Jan
9
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6
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6
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6
Spokojnyj, Vladimir G.
6
Teräsvirta, Timo
6
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5
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5
Reiß, Markus
5
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5
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4
Chan, Joshua
4
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4
Daníelsson, Jón
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Dijk, Dick van
4
Keller, Joachim G.
4
León-González, Roberto
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Malec, Peter
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Sentana, Enrique
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Sluis, Pieter J. van der
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ECONIS (ZBW)
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1
Duration-based volatility estimation
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2009
Persistent link: https://www.econbiz.de/10003854415
Saved in:
2
Realized volatility and multipower variation
Andersen, Torben
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003892558
Saved in:
3
Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
Saved in:
4
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
5
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
6
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2001
Persistent link: https://www.econbiz.de/10001561834
Saved in:
7
Volatility
Andersen, Torben
-
1992
Persistent link: https://www.econbiz.de/10000914157
Saved in:
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