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person:"Hassler, Uwe"
~subject:"Volatility"
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Search: subject_exact:"Time series analysis"
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Volatility
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Hassler, Uwe
McAleer, Michael
53
Caporale, Guglielmo Maria
44
Koopman, Siem Jan
39
Gil-Alaña, Luis A.
33
Lux, Thomas
32
Bollerslev, Tim
30
Gupta, Rangan
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Härdle, Wolfgang
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Lucas, André
23
Tauchen, George Eugene
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Chan, Joshua
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Dijk, Dick van
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Sibbertsen, Philipp
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Asai, Manabu
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Chang, Chia-Lin
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Hafner, Christian M.
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Hallin, Marc
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Kim, Donggyu
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Rodriguez, Gabriel
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Hansen, Peter Reinhard
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Li, Jia
15
Taylor, Robert
15
Teräsvirta, Timo
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Caporin, Massimiliano
14
Hautsch, Nikolaus
14
Hounyo, Ulrich
14
Bos, Charles S.
13
Cavaliere, Giuseppe
13
Sucarrat, Genaro
13
Baruník, Jozef
12
Cross, Jamie
12
Diebold, Francis X.
12
Gonçalves, Sílvia
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Kumar, Dilip
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Ma, Feng
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Meddahi, Nour
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Gottfried Wilhelm Leibniz Universität Hannover
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ECONIS (ZBW)
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1
Forecasting under long memory
Hassler, Uwe
;
Pohle, Marc-Oliver
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 742-778
Persistent link: https://www.econbiz.de/10014314818
Saved in:
2
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
3
Essays on long memory time series
Leschinski, Christian Hendrik
-
2016
Persistent link: https://www.econbiz.de/10011559565
Saved in:
4
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
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