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isPartOf:"Journal of econometrics"
~isPartOf:"CORE discussion paper : DP"
~person:"Francq, Christian"
~person:"Ghysels, Eric"
~person:"Mykland, Per A."
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Search: subject_exact:"Volatility"
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Volatility
18
Volatilität
18
Estimation theory
9
Schätztheorie
9
Börsenkurs
6
Estimation
6
Schätzung
6
Share price
6
ARCH model
5
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5
Capital income
5
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5
Market microstructure
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Forecasting model
4
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2
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2
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English
18
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Francq, Christian
Ghysels, Eric
Mykland, Per A.
Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
12
Aït-Sahalia, Yacine
11
McAleer, Michael
9
Meddahi, Nour
8
Xiu, Dacheng
8
Li, Jia
7
Patton, Andrew J.
7
Cavaliere, Giuseppe
6
Giot, Pierre
6
Kim, Donggyu
6
Shephard, Neil G.
6
Asai, Manabu
5
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hafner, Christian M.
5
Hallin, Marc
5
Li, Yingying
5
Renault, Eric
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Jasiak, Joann
4
Laurent, Sébastien
4
Linton, Oliver
4
Maheu, John M.
4
Park, Joon Y.
4
Rahbek, Anders
4
Renò, Roberto
4
Rombouts, Jeroen V. K.
4
Yu, Jun
4
Zakoïan, Jean-Michel
4
Bandi, Federico M.
3
Bauwens, Luc
3
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Conference on Realized Volatility <2006, Montréal>
1
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Journal of econometrics
CORE discussion paper : DP
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric theory
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
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3
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2
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2
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Cahier / Département de Sciences Économiques, Université de Montréal
1
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1
Econometric Reviews
1
Econometric analysis of financial and economic time series ; part a
1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics Papers / Economics Group, Nuffield College, University of Oxford
1
Handbook of financial time series
1
Journal of applied econometrics
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Journal of empirical finance
1
Journal of financial econometrics
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Journal of risk and financial management : JRFM
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Journal of the American Statistical Association : JASA
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Journal of time series econometrics
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Kenan Institute of Private Enterprise Research Paper
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Swiss Finance Institute Research Paper
1
The review of economics and statistics
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The review of financial studies
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Tools and techniques
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University of Cyprus Working Papers in Economics
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ECONIS (ZBW)
18
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11
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
Saved in:
12
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:
13
Realized volatility
Meddahi, Nour
;
Mykland, Per A.
;
Shephard, Neil G.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10009242567
Saved in:
14
Realized volatility : [most of the papers ... were presented at the CIRANO/CIREQ Conference on "Realized volatility", April 2006]
Meddahi, Nour
(
contributor
);
Mykland, Per A.
(
contributor
); …
-
2010
Persistent link: https://www.econbiz.de/10009244600
Saved in:
15
Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10003298564
Saved in:
16
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
Saved in:
17
Alternative models for stock price dynamics
Chernov, Mikhail
;
Gallant, A. Ronald
;
Ghysels, Eric
; …
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 225-257
Persistent link: https://www.econbiz.de/10001772148
Saved in:
18
Stochastic volatility
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10000929391
Saved in:
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