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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Croux, Christophe"
~person:"Hafner, Christian M."
~subject:"CAPM"
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Search: subject_exact:"Estimation theory"
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Volatility
CAPM
Estimation theory
8
Schätztheorie
8
Time series analysis
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Bollerslev, Tim
Croux, Christophe
Hafner, Christian M.
Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Francq, Christian
5
Kim, Donggyu
5
Li, Yingying
5
Mykland, Per A.
4
Zakoïan, Jean-Michel
4
Aït-Sahalia, Yacine
3
Meddahi, Nour
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Park, Joon Y.
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Bandi, Federico M.
2
Clinet, Simon
2
Fan, Jianqing
2
Gallant, A. Ronald
2
Gouriéroux, Christian
2
Grammig, Joachim
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Grynkiv, Iaryna
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Jasiak, Joann
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Kong, Xin-Bing
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Koopman, Siem Jan
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Laurent, Sébastien
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Li, Guodong
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Li, Wai Keung
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Patton, Andrew J.
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Potiron, Yoann
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Wang, Bin
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Xiu, Dacheng
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Zhang, Congshan
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Zhang, Zhiyuan
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Zheng, Xinghua
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Zheng, Xu
2
Zhu, Ke
2
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Ahn, Dong-Hyun
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Journal of econometrics
KBI
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
CORE discussion papers : DP
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CORE discussion paper : DP
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Contributions to economics
1
Discussion papers of interdisciplinary research project 373
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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1
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
2
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
3
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
Saved in:
4
Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.
;
Linton, Oliver
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 55-73
Persistent link: https://www.econbiz.de/10008839940
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