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person:"Bollerslev, Tim"
subject:"Volatility"
~person:"Alizadeh, Sassan"
~person:"Cavaliere, Giuseppe"
~person:"Mancino, Maria Elvira"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
82
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82
Time series analysis
39
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39
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33
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20
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Bollerslev, Tim
Alizadeh, Sassan
Cavaliere, Giuseppe
Mancino, Maria Elvira
Koopman, Siem Jan
19
Todorov, Viktor
19
Li, Jia
17
Kumar, Dilip
16
Li, Yingying
15
Teräsvirta, Timo
15
Maheswaran, S.
14
Tauchen, George Eugene
14
Brandt, Michael W.
13
Diebold, Francis X.
12
Hafner, Christian M.
12
Kim, Donggyu
12
Härdle, Wolfgang
11
Andersen, Torben
10
Silvennoinen, Annastiina
10
Swanson, Norman R.
10
Fan, Jianqing
9
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9
Liu, Zhi
9
Lucas, André
9
Mykland, Per A.
9
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9
Spokojnyj, Vladimir G.
9
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7
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ECONIS (ZBW)
33
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31
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
32
High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
Saved in:
33
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2001
Persistent link: https://www.econbiz.de/10001561834
Saved in:
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