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subject:"Volatilität"
isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"Journal of econometrics"
~person:"Kong, Xin-Bing"
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Volatilität
Estimation
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Kong, Xin-Bing
Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Kim, Donggyu
5
Li, Yingying
5
Francq, Christian
4
Mykland, Per A.
4
Zakoïan, Jean-Michel
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Aït-Sahalia, Yacine
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Bollerslev, Tim
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Meddahi, Nour
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Park, Joon Y.
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Varneskov, Rasmus Tangsgaard
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Wang, Yazhen
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Zhang, Lan
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Clinet, Simon
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Fan, Jianqing
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Gallant, A. Ronald
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Gouriéroux, Christian
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Grynkiv, Iaryna
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Jasiak, Joann
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Koopman, Siem Jan
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Li, Guodong
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Li, Wai Keung
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Patton, Andrew J.
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Potiron, Yoann
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Wang, Bin
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Xiu, Dacheng
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Zhang, Congshan
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Zhang, Zhiyuan
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Zheng, Xinghua
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Zheng, Xu
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Zhu, Ke
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Zu, Yang
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Ahn, Dong-Hyun
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Ahsan, Nazmul
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Alizadeh, Sassan
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The journal of finance : the journal of the American Finance Association
Journal of econometrics
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Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
Saved in:
2
Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi
;
Kong, Xin-Bing
;
Jing, Bingyi
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
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