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~subject:"Volatility"
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Volatility
Theorie
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Theory
433
Estimation theory
356
Schätztheorie
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Time series analysis
302
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302
Regression analysis
164
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164
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141
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132
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92
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52
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44
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37
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English
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Yu, Jun
38
Phillips, Peter C. B.
20
Shi, Shuping
7
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5
Cavaliere, Giuseppe
4
Fostel, Ana
4
Geanakoplos, John
4
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4
Taylor, Robert
4
Bergemann, Dirk
3
Fulop, Andras
3
Heumann, Tibor
3
Li, Junye
3
Morris, Stephen
3
Xu, Ke-Li
3
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2
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2
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2
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2
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2
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1
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1
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1
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1
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7
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4
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1
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Maximum simulated likelihood methods and applications
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1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
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ECONIS (ZBW)
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A two-stage realized volatility approach to the estimation for diffusion processes from discrete observations
Phillips, Peter C. B.
;
Yu, Jun
-
2005
Persistent link: https://www.econbiz.de/10003000713
Saved in:
2
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
3
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462519
Saved in:
4
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
-
2009
Persistent link: https://www.econbiz.de/10003854432
Saved in:
5
A two-stage realized volatility approach to estimation of diffusion processes with discrete data
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 139-150
Persistent link: https://www.econbiz.de/10003858462
Saved in:
6
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
Saved in:
7
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
8
Forecasting volatility in the New Zealand stock market
Yu, Jun
-
1999
Persistent link: https://www.econbiz.de/10001435277
Saved in:
9
MCMC methods for estimating stochastic volatility models with leverage effects : comments on Jacquier, Polson and Rossi (2002)
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001722236
Saved in:
10
Forecasting volatility in the New Zealand stock market
Yu, Jun
- In:
Applied financial economics
12
(
2002
)
3
,
pp. 193-202
Persistent link: https://www.econbiz.de/10001640366
Saved in:
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