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person:"Large, Jeremy"
subject:"Börsenkurs"
~person:"Bauwens, Luc"
~person:"Feng, Yuanhua"
~person:"Giot, Pierre"
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Search: subject_exact:"Estimation theory"
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Börsenkurs
Estimation theory
72
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Large, Jeremy
Bauwens, Luc
Feng, Yuanhua
Giot, Pierre
Kapetanios, George
12
Pesaran, M. Hashem
12
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10
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10
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9
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9
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8
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7
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7
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7
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DCC- and DECO-HEAVY : multivariate GARCH models based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 938-955
Persistent link: https://www.econbiz.de/10014465168
Saved in:
2
Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc
;
Otranto, Edoardo
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
Saved in:
3
Estimating quadratic variation when quoted prices change by a constant increment
Large, Jeremy
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003519502
Saved in:
4
Estimating quadratic variation when quoted prices jump by a constant increment
Large, Jeremy
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002689297
Saved in:
5
Simultaneously modelling conditional heteroskedasticity and scale change
Feng, Yuanhua
-
2002
Persistent link: https://www.econbiz.de/10001686434
Saved in:
6
Estimating quadratic variation when quoted prices change by a constant increment
Large, Jeremy
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 2-11
Persistent link: https://www.econbiz.de/10009242566
Saved in:
7
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
8
Estimating quadratic variation when quoted prices jump by a constant increment
Large, Jeremy
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003178589
Saved in:
9
Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua
- In:
Econometric theory
20
(
2004
)
3
,
pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
Saved in:
10
Asymmetric ACD models: introducing price information in ACD models
Bauwens, Luc
;
Giot, Pierre
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 709-731
Persistent link: https://www.econbiz.de/10001798161
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