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isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Econometric reviews"
~isPartOf:"Quantitative finance"
~subject:"Schätzung"
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Schätzung
Analysis of variance
21
Varianzanalyse
21
Theorie
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Theory
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Volatility
8
Volatilität
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Correlation
6
Estimation theory
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Noise Trading
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Börsenkurs
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Covariance matrix
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Epps effect
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Measurement
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Messung
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Realized covariance
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Risiko
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Buccheri, G.
1
Buccheri, Giuseppe
1
Chung, Munki
1
Fabozzi, Frank J.
1
Kim, Jang Ho
1
Kim, Woo Chang
1
Lee, Yongjae
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Li, Wai Keung
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Livieri, Giulia
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Mboussa Anga, G.
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Pirino, Davide
1
Pollastri, Alessandro
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Econometric reviews
Quantitative finance
Journal of econometrics
10
Discussion paper / Tinbergen Institute
6
Journal of banking & finance
6
Journal of financial econometrics
5
Applied economics letters
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Finance research letters
3
Global COE Hi-Stat discussion paper series
3
Journal of empirical finance
3
Journal of forecasting
3
NBER working paper series
3
SFB 649 discussion paper
3
Working paper / National Bureau of Economic Research, Inc.
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Discussion paper series / IZA
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Economic modelling
2
Economics working paper
2
International journal of forecasting
2
International journal of theoretical and applied finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
NBER Working Paper
2
Quantitative economics : QE ; journal of the Econometric Society
2
Reihe Quantitative Ökonomie : Ökon
2
Ruhr economic papers
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The journal of futures markets
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Applied econometrics
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Applied economics
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Applied economics quarterly
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
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Arbeitsbericht / Institut für Unternehmensführung und Unternehmensforschung, Ruhr-Universität Bochum
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Arbeitspapier / Institut für Statistik und Ökonometrie
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Australian journal of management
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CFS working paper series
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CREATES research paper
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Cambridge working papers in economics
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The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
2
High-dimensional realized covariance estimation : a parametric approach
Buccheri, G.
;
Mboussa Anga, G.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2093-2107
Persistent link: https://www.econbiz.de/10013490925
Saved in:
3
Forecasting high-dimensional realized volatility matrices using a factor model
Shen, Keren
;
Yao, Jianfeng
;
Li, Wai Keung
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1879-1887
Persistent link: https://www.econbiz.de/10012295649
Saved in:
4
A closed-form formula characterization of the Epps effect
Buccheri, Giuseppe
;
Livieri, Giulia
;
Pirino, Davide
; …
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 243-254
Persistent link: https://www.econbiz.de/10012194864
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