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~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"SFB 649 discussion paper"
~language:"eng"
~subject:"Share price"
~subject:"Stochastic process"
~type:"book"
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1
Gaussian Copula regression in the presence of thresholds
Eckert, Christine
;
Hohberger, Jan
;
Franses, Philip Hans
-
2022
Persistent link: https://www.econbiz.de/10012879125
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2
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
3
Political markets as equity price factors
Auld, Tom
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2022
Persistent link: https://www.econbiz.de/10013486116
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4
Augmented real-time GARCH : a joint model for returns, volatility and volatility of volatility
Ding, Dexter
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2021
Persistent link: https://www.econbiz.de/10013254143
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5
Conditional heteroskedasticity in the volatility of asset returns
Ding, Yashuang
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2021
Persistent link: https://www.econbiz.de/10013262866
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6
Consistent testing for an implication of supermodular dominance
Chung, Danbi
;
Linton, Oliver
;
Whang, Yoon-jae
-
2021
Persistent link: https://www.econbiz.de/10013257478
Saved in:
7
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
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8
Financial market globalization and asset price bubbles
Yago, Naoki
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2021
Persistent link: https://www.econbiz.de/10013262761
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9
News entropy
Kuhlen, Nikolas
;
Preston, Andrew
-
2021
-
This version: April 6, 2021
Persistent link: https://www.econbiz.de/10013257456
Saved in:
10
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
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