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~isPartOf:"Applied economics"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Andersen, Torben"
~person:"Sibbertsen, Philipp"
~subject:"Volatility"
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Volatility
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
Time series analysis
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Zeitreihenanalyse
9
Estimation theory
6
Schätztheorie
6
Theorie
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Statistischer Fehler
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3
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long - range dependence
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2011-2014
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Analysis of variance
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Andersen, Torben
Sibbertsen, Philipp
Dette, Holger
3
Zhu, Huiming
3
Benzoni, Luca
2
Coronado, Semei
2
Kim, Jong-Min
2
Podolskij, Mark
2
Romero, Rafael
2
Ajmi, Ahdi Noomen
1
Allen, David E.
1
Aït-Sahalia, Yacine
1
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1
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1
Bollerslev, Tim
1
Bryan, Michael F.
1
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1
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1
Chen, Yixiang
1
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1
Collin-Dufresne, Pierre
1
Croux, Christophe
1
Diebold, Francis X.
1
Dufitinema, Josephine
1
El Montasser, Ghassen
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1
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Guo, Yawei
1
Hammoudeh, Shawkat
1
Hau, Liya
1
He, Mengxi
1
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Applied economics
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
2
Econometric theory
1
Financial Institutions Center
1
International finance discussion papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of risk and financial management : JRFM
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Technical working paper / National Bureau of Economic Research
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The journal of finance : the journal of the American Finance Association
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The pricing of short-term market risk : evidence from weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2015
Persistent link: https://www.econbiz.de/10011347366
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2
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
3
Do bonds span volatility risk in the US treasury market? : A specification test for affine term structure models
Andersen, Torben
;
Benzoni, Luca
-
2007
Persistent link: https://www.econbiz.de/10003442498
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