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subject:"Volatility"
type_genre:"Non-commercial literature"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~institution:"Université de Montréal / Département de sciences économiques"
~type_genre:"Forschungsbericht"
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Volatility
Theorie
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Theory
27
Time series analysis
8
Zeitreihenanalyse
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Estimation
5
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5
Deutschland
4
Germany
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Sibbertsen, Philipp
2
Andersen, Torben
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Becker, Janis
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1
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1
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1
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1
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1
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1
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Gottfried Wilhelm Leibniz Universität Hannover
Université de Montréal / Département de sciences économiques
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Centre for Analytical Finance <Århus>
7
Ekonomiska forskningsinstitutet <Stockholm>
7
Rodney L. White Center for Financial Research
7
European University Institute / Department of Economics
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Birkbeck College / Department of Economics
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Institute of Finance and Accounting <London>
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Svenska Handelshögskolan <Helsinki>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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The Wharton Financial Institutions Center
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Instituto Valenciano de Investigaciones Económicas
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Internationaler Währungsfonds / Research Department
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
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Centre for Growth and Business Cycle Research <Manchester>
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Christian-Albrechts-Universität zu Kiel
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Danmarks Nationalbank
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Deutsche Börse AG
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Erasmus Research Institute of Management
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Cahier / Départment de Sciences Économiques, Université de Montréal
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ECONIS (ZBW)
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Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
Saved in:
2
Essays on long memory time series
Leschinski, Christian Hendrik
-
2016
Persistent link: https://www.econbiz.de/10011559565
Saved in:
3
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
(
contributor
);
Kilian, Lutz
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947544
Saved in:
4
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
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