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isPartOf:"Discussion paper series"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Nichtparametrisches Verfahren"
~subject:"Volatility"
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Nichtparametrisches Verfahren
Volatility
Analysis of variance
11
Varianzanalyse
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Estimation theory
5
Schätztheorie
5
Volatilität
5
Correlation
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Estimation
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Bos, Charles S.
1
Boudt, Kris
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Croux, Christophe
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Hansen, Peter Reinhard
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Janus, Paweł
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Koopman, Siem Jan
1
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Lunde, Asger
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Discussion paper series
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
18
Journal of banking & finance
8
Journal of financial econometrics
8
International journal of forecasting
6
Econometric reviews
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Finance research letters
5
Working paper / National Bureau of Economic Research, Inc.
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Discussion paper / Tinbergen Institute
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Risks : open access journal
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SFB 649 discussion paper
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Journal of empirical finance
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NBER working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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The European journal of finance
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Working paper series / University of Zurich, Department of Economics
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Working papers on finance
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Annals of economics and statistics
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Chicago Booth Research Paper
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1
Forecasting covariance matrices : a mixed approach
Halbleib, Roxana
;
Voev, Valeri
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 383-417
Persistent link: https://www.econbiz.de/10011589016
Saved in:
2
Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
3
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
4
Spot variance path estimation and its application to high-frequency jump testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
Saved in:
5
Outlyingness weighted covariation
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10009407333
Saved in:
6
A realized variance for the whole day based on intermittent high-frequency data
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
4
,
pp. 525-554
Persistent link: https://www.econbiz.de/10003154305
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