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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Journal of financial econometrics"
~person:"Mancino, Maria Elvira"
~person:"Nolte, Ingmar"
~person:"Spokojnyj, Vladimir G."
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Estimation
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Estimation theory
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Corsi, Fulvio
Mancino, Maria Elvira
Nolte, Ingmar
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Sancetta, Alessio
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Journal of financial econometrics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
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Discussion papers of interdisciplinary research project 373
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied quantitative finance
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Global COE Hi-Stat discussion paper series
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Handbook of financial time series
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International journal of forecasting
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Journal of banking & finance
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Journal of economic interaction and coordination
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quaderni del Dipartimento di economia politica e statistica
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ECONIS (ZBW)
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Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
2
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
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