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isPartOf:"Journal of econometrics"
~isPartOf:"Finance research letters"
~person:"Corsi, Fulvio"
~person:"Wu, Xinyu"
~subject:"HAR"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Volatility"
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HAR
Statistische Verteilung
Volatility
7
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Aktienindex
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Corsi, Fulvio
Wu, Xinyu
Bollerslev, Tim
4
Todorov, Viktor
3
Corradi, Valentina
2
Meddahi, Nour
2
Paolella, Marc S.
2
Polak, Pawel
2
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2
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1
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1
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1
Calvet, Laurent E.
1
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1
Carr, Peter
1
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1
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1
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1
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1
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1
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Journal of econometrics
Finance research letters
Economic modelling
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Journal of financial econometrics
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Journal of risk : JOR
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ECONIS (ZBW)
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1
The continuous-time limit of score-driven volatility models
Buccheri, Giuseppe
;
Corsi, Fulvio
;
Flandoli, Franco
; …
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 655-675
Persistent link: https://www.econbiz.de/10012619254
Saved in:
2
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
3
Forecasting VaR using realized EGARCH model with skewness and kurtosis
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430736
Saved in:
4
Forecasting realized variance using asymmetric HAR model with time-varying coefficients
Wu, Xinyu
;
Hou, Xinmeng
- In:
Finance research letters
30
(
2019
),
pp. 89-95
Persistent link: https://www.econbiz.de/10012420297
Saved in:
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