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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Arapis, Manuel"
~person:"Bos, Charles S."
~person:"Koopman, Siem Jan"
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Volatility
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Volatilität
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1989-2003
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Arapis, Manuel
Bos, Charles S.
Koopman, Siem Jan
Ghysels, Eric
4
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Tinbergen Institute
56
Tinbergen Institute Discussion Paper
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
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Journal of econometrics
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Discussion paper series / LSE Financial Markets Group
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Econometric analysis of financial and economic time series ; part a
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Handbook of financial time series
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Tinbergen Institute Discussion Paper 09-110/4
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Tinbergen Institute Discussion Paper 14-118/III
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Tinbergen Institute Discussion Paper 15-037/III/DSF90
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Tinbergen Institute Discussion Paper 20-004/III
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Tinbergen Institute Discussion Paper 2016-061/III
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Tinbergen Institute Discussion Paper 2018-027/III
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Tinbergen Institute Discussion Paper 2021-057/III
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Working paper / National Bank of Belgium
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ECONIS (ZBW)
5
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1
Bayesian dynamic modeling of high-frequency integer price changes
Barra, István
;
Borowska, Agnieszka
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 384-424
Persistent link: https://www.econbiz.de/10011987788
Saved in:
2
The analysis of stochastic volatility in the presence of daily realized measures
Koopman, Siem Jan
;
Scharth, Marcel
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
1
,
pp. 76-115
Persistent link: https://www.econbiz.de/10009708926
Saved in:
3
Spot variance path estimation and its application to high-frequency jump testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
Saved in:
4
The impact of central bank FX interventions on currency components
Beine, Michel
;
Bos, Charles S.
;
Laurent, Sébastien
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 154-183
Persistent link: https://www.econbiz.de/10003518305
Saved in:
5
Empirical comparisons in short-term interest rate models using nonparametric methods
Arapis, Manuel
;
Gao, Jiti
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
2
,
pp. 310-345
Persistent link: https://www.econbiz.de/10003318465
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