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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of financial econometrics"
~person:"Liu, Qiang"
~person:"Liu, Zhi"
~person:"Zhao, Xiaolu"
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Volatility
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Schätztheorie
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high-frequency data
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infinite variation jump
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Liu, Qiang
Liu, Zhi
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Sancetta, Alessio
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Hong, Seok Young
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Journal of financial econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
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Journal of the American Statistical Association : JASA
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ECONIS (ZBW)
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Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
2
Statistical inference of spot correlation and spot market beta under infinite variation jumps
Liu, Qiang
;
Liu, Zhi
- In:
Journal of financial econometrics
20
(
2022
)
4
,
pp. 612-654
Persistent link: https://www.econbiz.de/10013349148
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