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subject:"Deutschland"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Schätztheorie"
~subject:"Share price"
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Deutschland
Schätztheorie
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Bormann, Carsten
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Caldeira, João F.
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Garcia, René
1
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1
Halbleib, Roxana
1
Herwartz, Helmut
1
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1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
27
Journal of the American Statistical Association : JASA
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
SFB 649 discussion paper
9
KBI
7
Reihe Quantitative Ökonomie : Ökon
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Insurance / Mathematics & economics
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International journal of forecasting
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The European journal of finance
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CREATES research paper
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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Discussion papers of interdisciplinary research project 373
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Econometric reviews
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Econometric theory
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Econometrics : open access journal
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SpringerLink / Bücher
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CFS working paper series
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CORE discussion papers : DP
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Discussion paper / Center for Economic Research, Tilburg University
4
ECARES working paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of banking & finance
4
Journal of forecasting
4
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Europäische Hochschulschriften / 5
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ECONIS (ZBW)
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1
An investigation into multivariate variance ratio statistics and their application to stock market predictability
Hong, Seok Young
;
Linton, Oliver
;
Zhang, Hui Jun
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 173-222
Persistent link: https://www.econbiz.de/10011987413
Saved in:
2
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
3
Beyond dimension two : a test for higher-order tail risk
Bormann, Carsten
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 552-580
Persistent link: https://www.econbiz.de/10011623690
Saved in:
4
Forecasting covariance matrices : a mixed approach
Halbleib, Roxana
;
Voev, Valeri
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 383-417
Persistent link: https://www.econbiz.de/10011589016
Saved in:
5
A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
6
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
7
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
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