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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Gouriéroux, Christian"
~person:"Hurn, Stan"
~person:"Liu, Zhi"
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation theory
4
Schätztheorie
4
Volatility
3
Correlation
2
Estimation
2
Korrelation
2
Market microstructure
2
Marktmikrostruktur
2
Nichtparametrisches Verfahren
2
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Aktienmarkt
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Capital income
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Central limit theorem
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Continuously updating GMM
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Generalized covariance estimator
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High frequency data
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Intraday correlations
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Jumps
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Kapitaleinkommen
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Martingal
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Martingale
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Maximum likelihood
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Method of moments
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Microstructure noise
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Mixed causal-noncausal process
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Corsi, Fulvio
Gouriéroux, Christian
Hurn, Stan
Liu, Zhi
Ghysels, Eric
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Shephard, Neil G.
2
Yang, Xiye
2
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bibinger, Markus
1
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1
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1
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1
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1
Buccheri, Giuseppe
1
Chan, Joshua
1
Chaves, Leonardo Salim Saker
1
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1
Chen, Xiangjin B.
1
Dias, Gustavo Fruet
1
Dueker, Michael
1
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1
Escanciano, Juan Carlos
1
Foster, F. Douglas
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Francq, Christian
1
Gao, Jiti
1
Gerlach, Richard H.
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1
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1
Hu, Yu-Pin
1
James, Lancelot F.
1
Javed, Farrukh
1
Kalnina, Ilze
1
Kim, Donggyu
1
Kong, Xinbing
1
Koopman, Siem Jan
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
International journal of forecasting
2
Série des documents de travail
2
Econometric theory
1
Finance and stochastics
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Global COE Hi-Stat discussion paper series
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Journal of financial econometrics
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Journal of the American Statistical Association : JASA
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Quaderni del Dipartimento di economia politica e statistica
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Research paper series / Swiss Finance Institute
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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ECONIS (ZBW)
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1
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
Estimating the parameters of stochastic volatility models using option price data
Hurn, Stan
;
Lindsay, Kenneth A.
;
McClelland, Andrew
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10011403243
Saved in:
3
On the estimation of integrated volatility with jumps and microstructure noise
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
3
,
pp. 457-467
Persistent link: https://www.econbiz.de/10010488463
Saved in:
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