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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Ghysels, Eric"
~subject:"Principal component analysis"
~subject:"Saisonale Schwankungen"
~type_genre:"Book section"
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Ghysels, Eric
Koopman, Siem Jan
10
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8
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8
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8
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7
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Reiß, Markus
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Econometric analysis of financial and economic time series ; part a
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Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
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2
Sampling frequency and window length trade-offs in data-driven volatility estimation : appraising the accuracy of asymptotic approximations
Andreou, Elena
;
Ghysels, Eric
-
2006
Persistent link: https://www.econbiz.de/10003331375
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3
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
4
Is seasonal adjustment a linear or nonlinear data filtering process?
Ghysels, Eric
;
Granger, C. W. J.
;
Siklos, Pierre L.
-
1995
Persistent link: https://www.econbiz.de/10001512556
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