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subject:"Zeitreihenanalyse"
~person:"Hautsch, Nikolaus"
~subject:"Börsenkurs"
~accessRights:"restricted"
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Zeitreihenanalyse
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Estimation
2
Schätzung
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Beta risk
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Estimation theory
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Finanzmarkt
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Handelsvolumen der Börse
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Intraday (co-)variation risk
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Local method of moments
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Hautsch, Nikolaus
Gupta, Rangan
66
Gil-Alaña, Luis A.
46
Tiwari, Aviral Kumar
24
Zaremba, Adam
24
Ma, Feng
20
Balcilar, Mehmet
19
Salisu, Afees A.
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Chang, Tsangyao
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Wohar, Mark E.
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Jawadi, Fredj
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Caporale, Guglielmo Maria
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Marcellino, Massimiliano
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Lettau, Martin
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Nonejad, Nima
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Ranjbar, Omid
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Bekiros, Stelios
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Applied quantitative finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Estimating the spot covariation of asset prices : statistical theory and empirical evidence
Bibinger, Markus
;
Hautsch, Nikolaus
;
Malec, Peter
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10012178185
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2
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, U.
- In:
Applied quantitative finance
,
(pp. 279-294)
.
2017
Persistent link: https://www.econbiz.de/10011794967
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