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subject:"Schätzung"
isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Bekaert, Geert"
~person:"Bibinger, Markus"
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Schätzung
Estimation
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Estimation theory
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Schätztheorie
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1972-1996
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Börsenkurs
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CAPM
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Correlation
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Deutschland
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Germany
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Großbritannien
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Interest rate
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Intraday (co-)variation risk
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Korrelation
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Local method of moments
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Markov chain
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Regime-switching model
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Share price
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Smoothing
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Spot covariance.
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Theorie
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Bekaert, Geert
Bibinger, Markus
Su, Liangjun
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Gao, Jiti
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Hsu, Yu-Chin
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Li, Qi
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Lieli, Robert P.
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Liesenfeld, Roman
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Bollerslev, Tim
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Caner, Mehmet
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Einmahl, John H. J.
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Franses, Philip Hans
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Hautsch, Nikolaus
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Juodis, Artūras
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Lan, Wei
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An, Yonghong
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Bai, Jushan
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / National Bureau of Economic Research, Inc.
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NBER Working Paper
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NBER working paper series
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SFB 649 discussion paper
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CFS working paper series
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Journal of econometrics
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Journal of monetary economics
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The review of financial studies
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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
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2
Regime switching in interest rates
Ang, Andrew
;
Bekaert, Geert
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 163-182
Persistent link: https://www.econbiz.de/10001660371
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