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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Econometrics : open access journal"
~person:"Calvet, Laurent E."
~person:"Koopman, Siem Jan"
~subject:"Prognoseverfahren"
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Volatility
Prognoseverfahren
Estimation theory
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Analysis of variance
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Estimation
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Calvet, Laurent E.
Koopman, Siem Jan
Francq, Christian
2
Horváth, Lajos
2
Silvennoinen, Annastiina
2
Teräsvirta, Timo
2
Zakoïan, Jean-Michel
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Andreou, Alena
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometrics : open access journal
Discussion paper / Tinbergen Institute
11
Journal of econometrics
4
Discussion paper series / LSE Financial Markets Group
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Econometric reviews
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Handbook of financial time series
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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NBP working paper
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Tinbergen Institute Discussion Paper 09-110/4
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Tinbergen Institute Discussion Paper 20-004/III
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Tinbergen Institute Discussion Paper 2018-027/III
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Accurate methods for approximate Bayesian Computation Filtering
Calvet, Laurent E.
;
Czellar, Veronika
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 798-838
Persistent link: https://www.econbiz.de/10011417791
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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
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