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isPartOf:"Journal of econometrics"
~person:"Caporin, Massimiliano"
~person:"Corsi, Fulvio"
~person:"Todorov, Viktor"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Volatility"
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Statistische Verteilung
Volatility
21
Volatilität
21
Estimation
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12
Stochastischer Prozess
12
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Caporin, Massimiliano
Corsi, Fulvio
Todorov, Viktor
Bollerslev, Tim
3
Corradi, Valentina
2
Meddahi, Nour
2
Paolella, Marc S.
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Polak, Pawel
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Journal of econometrics
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1
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
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2
The continuous-time limit of score-driven volatility models
Buccheri, Giuseppe
;
Corsi, Fulvio
;
Flandoli, Franco
; …
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 655-675
Persistent link: https://www.econbiz.de/10012619254
Saved in:
3
Chasing volatility : a persistent multiplicative error model with jumps
Caporin, Massimiliano
;
Rossi, Eduardo
;
Santucci de …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 122-145
Persistent link: https://www.econbiz.de/10011818372
Saved in:
4
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
5
Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
;
Li, Sophia Zhengzi
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 307-324
Persistent link: https://www.econbiz.de/10009706199
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