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~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Patton, Andrew J."
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Volatilität
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10
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7
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7
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7
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6
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Patton, Andrew J.
Phillips, Peter C. B.
27
Bollerslev, Tim
20
Taylor, Robert
20
Todorov, Viktor
18
Gil-Alaña, Luis A.
17
Tauchen, George Eugene
16
Gupta, Rangan
15
Linton, Oliver
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Aït-Sahalia, Yacine
14
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14
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13
Andersen, Torben
12
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12
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11
Chen, Xiaohong
10
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10
Hallin, Marc
10
Koop, Gary
10
Swanson, Norman R.
10
Xiao, Zhijie
10
Yu, Jun
10
Cavaliere, Giuseppe
9
Gouriéroux, Christian
9
Harvey, David I.
9
Koopman, Siem Jan
9
Mykland, Per A.
9
Xiu, Dacheng
9
Francq, Christian
8
Gao, Jiti
8
Li, Jia
8
Marcellino, Massimiliano
8
Meddahi, Nour
8
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8
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8
Teräsvirta, Timo
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Zakoïan, Jean-Michel
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7
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Applied economics
Journal of econometrics
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3
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1
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Journal of empirical finance
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ECONIS (ZBW)
9
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1
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
2
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
3
Asymptotic inference about predictive accuracy using high frequency data
Li, Jia
;
Patton, Andrew J.
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 223-240
Persistent link: https://www.econbiz.de/10011974659
Saved in:
4
Exploiting the errors : a simple approach for improved volatility forecasting
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011610646
Saved in:
5
High-dimensional copula-based distributions with mixed frequency data
Oh, Dong Hwan
;
Patton, Andrew J.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 349-366
Persistent link: https://www.econbiz.de/10011704954
Saved in:
6
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
Saved in:
7
Data-based ranking of realised volatility estimators
Patton, Andrew J.
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 284-303
Persistent link: https://www.econbiz.de/10009242129
Saved in:
8
Volatillity forecast comparison using imperfect volatility proxies
Patton, Andrew J.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 246-256
Persistent link: https://www.econbiz.de/10009242521
Saved in:
9
Common factors in conditional distributions for bivariate time series
Granger, C. W. J.
;
Teräsvirta, Timo
;
Patton, Andrew J.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10003320239
Saved in:
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