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~isPartOf:"Journal of econometrics"
~person:"Shephard, Neil G."
~subject:"Volatilität"
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Volatilität
Theorie
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Theory
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Volatility
2
00.12.1993
1
Dynamische Wirtschaftstheorie
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Markov chain
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Shephard, Neil G.
Aït-Sahalia, Yacine
6
Bollerslev, Tim
5
Andersen, Torben
4
Hallin, Marc
4
McAleer, Michael
4
Renault, Eric
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Asai, Manabu
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Barigozzi, Matteo
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Cavaliere, Giuseppe
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3
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Boswijk, Herman Peter
2
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2
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2
Christensen, Kim
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Diebold, Francis X.
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Gallant, A. Ronald
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Gonçalves, Sílvia
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Jasiak, Joann
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Mancini, Loriano
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Poon, Aubrey
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Rahbek, Anders
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Journal of econometrics
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Advances in economics and econometrics ; Vol. 3
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / LSE Financial Markets Group
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Markov chain Monte Carlo methods for stochastic volatility models
Chib, Siddhartha
;
Nardari, Federico
;
Shephard, Neil G.
- In:
Journal of econometrics
108
(
2002
)
2
,
pp. 281-316
Persistent link: https://www.econbiz.de/10001657610
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2
Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 217-252
Persistent link: https://www.econbiz.de/10003298574
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