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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Lütkepohl, Helmut"
~person:"Mancino, Maria Elvira"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Volatility
Theorie
Estimation theory
9
Schätztheorie
9
Time series analysis
6
Zeitreihenanalyse
6
Estimation
3
Schätzung
3
Theory
3
Volatilität
3
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2
Market microstructure
2
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Microstructure noise
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00.12.1994
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Bollerslev, Tim
Lütkepohl, Helmut
Mancino, Maria Elvira
Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Chib, Siddhartha
6
Gouriéroux, Christian
6
Kohn, Robert
6
Lee, Lung-fei
6
Li, Jia
6
Li, Qi
6
Phillips, Peter C. B.
6
Kim, Donggyu
5
Li, Yingying
5
Baltagi, Badi H.
4
Chen, Songnian
4
Francq, Christian
4
Granger, C. W. J.
4
King, Maxwell L.
4
Mykland, Per A.
4
Park, Joon Y.
4
Schmidt, Peter
4
Swanson, Norman R.
4
Zakoïan, Jean-Michel
4
Abrevaya, Jason
3
Ali, Mukhtar M.
3
Andrews, Donald W. K.
3
Aït-Sahalia, Yacine
3
Diebold, Francis X.
3
Donald, Stephen G.
3
Franses, Philip Hans
3
Godfrey, L. G.
3
Golan, Amos
3
Gonzalo, Jesús
3
Greenberg, Edward S.
3
Haldrup, Niels
3
Horowitz, Joel
3
Hsiao, Cheng
3
Linton, Oliver
3
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3
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric reviews
3
Econometric theory
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
The review of economics and statistics
2
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2
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
1
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1
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Handbook of econometrics ; Vol. 4
1
International finance discussion papers
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Journal of economic dynamics & control
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Journal of economic interaction and coordination
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Journal of international money and finance
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Nonparametric dynamic modelling
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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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
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
5
Nonparametric dynamic modelling
Lütkepohl, Helmut
(
contributor
)
- In:
Journal of econometrics
81
(
1997
)
1
Persistent link: https://www.econbiz.de/10001229341
Saved in:
6
Modified Wald tests under nonregular conditions
Lütkepohl, Helmut
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 315-332
Persistent link: https://www.econbiz.de/10001219971
Saved in:
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