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isPartOf:"Journal of econometrics"
~isPartOf:"CORE discussion paper : DP"
~person:"Francq, Christian"
~person:"Ghysels, Eric"
~person:"Mykland, Per A."
~subject:"Theory"
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Search: subject_exact:"Volatility"
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Volatility
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Francq, Christian
Ghysels, Eric
Mykland, Per A.
Aït-Sahalia, Yacine
6
Bollerslev, Tim
5
Andersen, Torben
4
Hafner, Christian M.
4
Hallin, Marc
4
McAleer, Michael
4
Renault, Eric
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Tauchen, George Eugene
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Todorov, Viktor
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Asai, Manabu
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Mancini, Loriano
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Journal of econometrics
CORE discussion paper : DP
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Research paper series / Swiss Finance Institute
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Annals of economics and statistics
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Cahier / Département de Sciences Économiques, Université de Montréal
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Discussion paper / Centre for Economic Policy Research
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Handbook of financial time series
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of time series econometrics
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Statistical methods in finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Jumps in equilibrium prices and market microstructure noise
Lee, Suzanne S.
;
Mykland, Per A.
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 396-406
Persistent link: https://www.econbiz.de/10009612713
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2
Volatility forecasting and microstructure noise
Ghysels, Eric
;
Sinko, Arthur
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 257-271
Persistent link: https://www.econbiz.de/10009242520
Saved in:
3
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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