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person:"Kapetanios, George"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working papers / Bank of England"
~person:"Wang, Yazhen"
~subject:"Schätzung"
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Search: subject_exact:"Time series analysis"
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Schätzung
Time series analysis
11
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11
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6
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5
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Kapetanios, George
Wang, Yazhen
Todorov, Viktor
7
Kim, Donggyu
5
Li, Jia
5
Tauchen, George Eugene
5
Bollerslev, Tim
4
Andersen, Torben
3
Fan, Jianqing
3
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3
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3
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3
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2
Barigozzi, Matteo
2
Christensen, Kim
2
Dijk, Dick van
2
Ergemen, Yunus Emre
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Gouriéroux, Christian
2
Hallin, Marc
2
Han, Xu
2
Hounyo, Ulrich
2
Kao, Chihwa
2
Kong, Xin-Bing
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Koopman, Siem Jan
2
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2
Xiu, Dacheng
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Zhang, Congshan
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Zhang, Zhengjun
2
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1
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Journal of econometrics
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ECONIS (ZBW)
5
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1
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
2
Estimating time-varying DSGE models using minimum distance methods
Giraitis, Liudas
;
Kapetanios, George
;
Theodoridis, …
-
2014
Persistent link: https://www.econbiz.de/10010411466
Saved in:
3
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
Saved in:
4
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
5
The yen real exchange rate may be stationary after all : evidence from non-linear unit root tests
Chortareas, Georgios E.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003378760
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