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subject:"Share price"
person:"Stein, Jeremy C."
~person:"Hautsch, Nikolaus"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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Share price
Börsenkurs
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Estimation
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Estimation theory
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Stein, Jeremy C.
Hautsch, Nikolaus
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Bibinger, Markus
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
SFB 649 discussion paper
8
CFS working paper series
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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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
Preaveraging-based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 165-183
Persistent link: https://www.econbiz.de/10009754008
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