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subject:"Volatilität"
~person:"Kong, Xin-Bing"
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Volatilität
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Kong, Xin-Bing
Koopman, Siem Jan
19
Todorov, Viktor
19
Li, Jia
17
Kumar, Dilip
16
Li, Yingying
15
Teräsvirta, Timo
15
Maheswaran, S.
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Tauchen, George Eugene
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Brandt, Michael W.
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Diebold, Francis X.
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Hafner, Christian M.
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Kim, Donggyu
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Härdle, Wolfgang
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Mancino, Maria Elvira
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Andersen, Torben
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Silvennoinen, Annastiina
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Swanson, Norman R.
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Fan, Jianqing
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Ghysels, Eric
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Liu, Zhi
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Lucas, André
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Mykland, Per A.
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Rodriguez, Gabriel
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Spokojnyj, Vladimir G.
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Alizadeh, Sassan
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Hurvich, Clifford M.
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Linton, Oliver
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Wang, Yazhen
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Ardia, David
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Bibinger, Markus
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Bollerslev, Tim
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Cavaliere, Giuseppe
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Croux, Christophe
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Daníelsson, Jón
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Fernández-Villaverde, Jesús
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Francq, Christian
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Gouriéroux, Christian
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Hautsch, Nikolaus
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Nelson, Daniel B.
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ECONIS (ZBW)
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Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
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2
Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi
;
Kong, Xin-Bing
;
Jing, Bingyi
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
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