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subject:"Börsenkurs"
person:"Large, Jeremy"
~person:"Bauwens, Luc"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Estimation theory
46
Schätztheorie
46
Time series analysis
17
Zeitreihenanalyse
17
Theorie
16
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16
ARCH model
10
ARCH-Modell
10
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Estimation
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Hadamard exponential matrix
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Large, Jeremy
Bauwens, Luc
Kapetanios, George
12
Pesaran, M. Hashem
12
Linton, Oliver
10
Tauchen, George Eugene
10
Maheswaran, S.
9
Todorov, Viktor
9
Bailey, Natalia
8
Hautsch, Nikolaus
8
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8
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7
Faff, Robert W.
7
Malec, Peter
7
Runde, Ralf
7
Teräsvirta, Timo
7
Gao, Jiti
6
Kim, Donggyu
6
Krämer, Walter
6
Zakoïan, Jean-Michel
6
Bibinger, Markus
5
Engle, Robert F.
5
Kumar, Dilip
5
Luger, Richard
5
Sentana, Enrique
5
Shephard, Neil G.
5
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5
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5
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4
Amilon, Henrik
4
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4
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4
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4
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4
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4
Feng, Yuanhua
4
Francq, Christian
4
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4
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4
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CORE discussion paper : DP
2
Annales d'économie et de statistique
1
Department of Economics discussion paper series / University of Oxford
1
Economics discussion papers
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
2
Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
Saved in:
3
Estimating quadratic variation when quoted prices change by a constant increment
Large, Jeremy
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003519502
Saved in:
4
Estimating quadratic variation when quoted prices jump by a constant increment
Large, Jeremy
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002689297
Saved in:
5
Estimating quadratic variation when quoted prices change by a constant increment
Large, Jeremy
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 2-11
Persistent link: https://www.econbiz.de/10009242566
Saved in:
6
Estimating quadratic variation when quoted prices jump by a constant increment
Large, Jeremy
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003178589
Saved in:
7
Asymmetric ACD models: introducing price information in ACD models
Bauwens, Luc
;
Giot, Pierre
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 709-731
Persistent link: https://www.econbiz.de/10001798161
Saved in:
8
The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc
;
Giot, Pierre
- In:
Annales d'économie et de statistique
(
2000
),
pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
Saved in:
9
Asymmetric ACD models : introducing price information in ACD models with a two state transition model
Bauwens, Luc
-
1998
Persistent link: https://www.econbiz.de/10000994354
Saved in:
10
The logarithmic ACD model : an application to market microstructure and NASDAQ
Bauwens, Luc
;
Giot, Pierre
-
1997
Persistent link: https://www.econbiz.de/10000980123
Saved in:
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