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isPartOf:"Journal of econometrics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Econometric Reviews"
~person:"Ghysels, Eric"
~subject:"Financial market"
~subject:"Theory"
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Volatility
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1999-2010
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Ghysels, Eric
Aït-Sahalia, Yacine
6
Bollerslev, Tim
6
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5
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5
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4
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Journal of econometrics
Discussion paper / Centre for Economic Policy Research
Econometric Reviews
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
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Factor analysis with large panels volatility proxies
Ghysels, Eric
-
2014
Persistent link: https://www.econbiz.de/10010382083
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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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