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subject:"Time series analysis"
~isPartOf:"Journal of econometrics"
~person:"Zhang, Congshan"
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Time series analysis
Börsenkurs
2
Estimation
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Nichtparametrisches Verfahren
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Zhang, Congshan
Todorov, Viktor
7
Kim, Donggyu
5
Li, Jia
5
Tauchen, George Eugene
5
Bollerslev, Tim
4
Andersen, Torben
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Fan, Jianqing
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Koop, Gary
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Patton, Andrew J.
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Phillips, Peter C. B.
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Taylor, Robert
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Wang, Yazhen
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Baltagi, Badi H.
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Dijk, Dick van
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Li, Yingying
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Medeiros, Marcelo C.
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Quaedvlieg, Rogier
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Robinson, Peter M.
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Su, Liangjun
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Thyrsgaard, Martin
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Velasco, Carlos
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Vogt, Michael
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Wang, Fa
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Xiu, Dacheng
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Zhang, Zhengjun
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Amsler, Christine Elaine
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Aruoba, S. Borağan
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Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
2
Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
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