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isPartOf:"Journal of econometrics"
~person:"Corsi, Fulvio"
~person:"Hounyo, Ulrich"
~person:"Medeiros, Marcelo C."
~subject:"Forecasting model"
~subject:"Zeitreihenanalyse"
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Forecasting model
Zeitreihenanalyse
Volatility
6
Volatilität
6
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5
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3
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3
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3
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Corsi, Fulvio
Hounyo, Ulrich
Medeiros, Marcelo C.
Bollerslev, Tim
8
Todorov, Viktor
7
Andersen, Torben
6
Li, Jia
6
Patton, Andrew J.
6
Tauchen, George Eugene
6
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Li, Yingying
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4
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Journal of econometrics
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
6
Econometric Institute research papers
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
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ECONIS (ZBW)
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1
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
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2
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:
3
Is the diurnal pattern sufficient to explain intraday variation in volatility? : a nonparametric assessment
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 336-362
Persistent link: https://www.econbiz.de/10012110287
Saved in:
4
Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading
Hounyo, Ulrich
- In:
Journal of econometrics
197
(
2017
)
1
,
pp. 130-152
Persistent link: https://www.econbiz.de/10011818349
Saved in:
5
Threshold bipower variation and the impact of jumps on volatility forecasting
Corsi, Fulvio
;
Pirino, Davide
;
Renò, Roberto
- In:
Journal of econometrics
159
(
2010
)
2
,
pp. 276-288
Persistent link: https://www.econbiz.de/10008840480
Saved in:
6
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
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