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subject:"Prognoseverfahren"
~person:"Bollerslev, Tim"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
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Estimation theory
27
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Bollerslev, Tim
Swanson, Norman R.
32
Kapetanios, George
24
Pesaran, M. Hashem
22
Corradi, Valentina
18
Marcellino, Massimiliano
18
Koop, Gary
17
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16
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15
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14
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14
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14
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13
Rossi, Barbara
13
Teräsvirta, Timo
13
Diebold, Francis X.
12
Gao, Jiti
12
Linton, Oliver
12
Chevillon, Guillaume
11
Hendry, David F.
11
Phillips, Peter C. B.
11
West, Kenneth D.
11
Athanasopoulos, George
10
Jordà, Òscar
10
Knüppel, Malte
10
Maheswaran, S.
10
Sekhposyan, Tatevik
10
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10
Vahid, Farshid
10
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9
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9
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9
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9
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9
Varneskov, Rasmus Tangsgaard
9
Xu, Ke-Li
9
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8
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ECONIS (ZBW)
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1
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
2
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
3
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:
4
High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.
;
Bollerslev, Tim
-
1999
Persistent link: https://www.econbiz.de/10001433207
Saved in:
5
High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
Saved in:
6
Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
Persistent link: https://www.econbiz.de/10000896214
Saved in:
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