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subject:"Share price"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Francq, Christian"
~person:"Ghysels, Eric"
~subject:"Deutschland"
~subject:"Volatilität"
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Estimation theory
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Maximum likelihood estimation
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Francq, Christian
Ghysels, Eric
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric theory
2
Discussion paper / Centre for Economic Policy Research
1
Econometric analysis of financial and economic time series ; part a
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Journal of international money and finance
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Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
2
The impact of sampling frequency and volatility estimators on change-point tests
Andreou, Alena
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 290-318
Persistent link: https://www.econbiz.de/10002214288
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