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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Chan, Joshua"
~person:"Daníelsson, Jón"
~subject:"Estimation theory"
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Volatilität
Estimation theory
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Corsi, Fulvio
Chan, Joshua
Daníelsson, Jón
Li, Qi
9
Su, Liangjun
7
Gao, Jiti
6
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6
Wang, Hansheng
6
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Tinbergen Institute
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CAMA working paper series
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Discussion paper / Tinbergen Institute / Tinbergen Institute
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B
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A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
2
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 68-79
Persistent link: https://www.econbiz.de/10012179513
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