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subject:"Großbritannien"
accessRights:"restricted"
~subject:"Volatilität"
~person:"Liu, Guangying"
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Großbritannien
Volatilität
Estimation theory
3
Schätztheorie
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Time series analysis
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Volatility
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Zeitreihenanalyse
3
Börsenkurs
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Central limit theorem
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High-frequency data
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Market microstructure
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Edgeworth expansion
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Nichtparametrisches Verfahren
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Option pricing theory
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Optionspreistheorie
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Liu, Guangying
Todorov, Viktor
10
Kumar, Dilip
9
Li, Jia
9
Kim, Donggyu
6
Li, Yingying
6
Mykland, Per A.
6
Tauchen, George Eugene
6
Andersen, Torben
5
Francq, Christian
5
Liu, Zhi
5
Maheswaran, S.
5
Bollerslev, Tim
4
Mancino, Maria Elvira
4
Sentana, Enrique
4
Sucarrat, Genaro
4
Wang, Yazhen
4
Wu, Xinyu
4
Zhang, Lan
4
Amengual, Dante
3
Bauwens, Luc
3
Buccheri, Giuseppe
3
Clements, Adam
3
Jing, Bingyi
3
Kayal, Parthajit
3
Kim, Jong-Min
3
Kömm, Holger
3
Lee, Kyungsub
3
Li, Wai Keung
3
Marcellino, Massimiliano
3
Otranto, Edoardo
3
Park, Joon Y.
3
Potiron, Yoann
3
Song, Yuping
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Teräsvirta, Timo
3
Varneskov, Rasmus Tangsgaard
3
Wang, Bin
3
Yang, Xiye
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Zakoïan, Jean-Michel
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Zhang, Zhiyuan
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
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Quantitative finance
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ECONIS (ZBW)
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Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
Saved in:
2
Testing for jumps based on high-frequency data : a method exploiting microstructure noise
Liu, Guangying
;
Xiang, Jing
;
Cang, Yuquan
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1795-1809
Persistent link: https://www.econbiz.de/10012313515
Saved in:
3
On estimation of hurst parameter under noisy observations
Liu, Guangying
;
Jing, Bingyi
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
3
,
pp. 483-492
Persistent link: https://www.econbiz.de/10012249184
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