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Subject
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Estimation theory 2 Schätztheorie 2 Time series analysis 2 Zeitreihenanalyse 2 Analysis of variance 1 Asynchronous sampling times 1 Autocorrelation 1 Autokorrelation 1 Beta risk 1 Betafaktor 1 Börsenkurs 1 CAPM 1 Capital income 1 Correlation 1 Credibility 1 Factor analysis 1 Factor model 1 Faktorenanalyse 1 Glaubwürdigkeit 1 High dimensionality 1 High frequency 1 Integrated beta 1 Kapitaleinkommen 1 Korrelation 1 Levinson-Durbin recursion 1 Market microstructure 1 Market microstructure noise 1 Marktmikrostruktur 1 Method of moments 1 Momentenmethode 1 Noise Trading 1 Noise trading 1 Perron-Frobenius 1 Portfolio selection 1 Portfolio-Management 1 Realized regression 1 Regression analysis 1 Regressionsanalyse 1 Sampling 1 Share price 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Chen, Dachuan 1 Mykland, Per A. 1 Pinquet, Jean 1 Zhang, Lan 1
Published in...
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ASTIN bulletin : the journal of the International Actuarial Association 1 Journal of econometrics 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Realized regression with asynchronous and noisy high frequency and high dimensional data
Chen, Dachuan; Mykland, Per A.; Zhang, Lan - In: Journal of econometrics 239 (2024) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10015074483
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Poisson models with dynamic random effects and nonnegative credibilities per period
Pinquet, Jean - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 585-618
Persistent link: https://www.econbiz.de/10012243387
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