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~isPartOf:"Journal of econometrics"
~person:"Jasiak, Joann"
~subject:"Volatilität"
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Volatilität
Estimation theory
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Jasiak, Joann
Bollerslev, Tim
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Andersen, Torben
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Aït-Sahalia, Yacine
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Patton, Andrew J.
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Tauchen, George Eugene
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Todorov, Viktor
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Ghysels, Eric
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Hallin, Marc
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Kim, Donggyu
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McAleer, Michael
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Renault, Eric
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Asai, Manabu
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Meddahi, Nour
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Gallant, A. Ronald
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Harvey, Andrew C.
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Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Cahier / Département de Sciences Économiques, Université de Montréal
1
Econometric reviews
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
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Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
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The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
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