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accessRights:"restricted"
type_genre:"Working Paper"
~isPartOf:"MIT Sloan Research Paper"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Time series analysis"
~type_genre:"Arbeitspapier"
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Low-frequency econometrics
Müller, Ulrich K.
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Watson, Mark W.
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2015
Persistent link: https://www.econbiz.de/10011350551
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Macroeconomics and volatility : data, models, and estimation
Fernández-Villaverde, Jesús
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Rubio-Ramírez, Juan …
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2010
Persistent link: https://www.econbiz.de/10008780325
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Jump-robust volatility estimation using nearest neighbor truncation
Andersen, Torben
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Dobrev, Dobrislav
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Schaumburg, Ernst
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2009
Persistent link: https://www.econbiz.de/10003909988
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