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isPartOf:"Journal of econometrics"
~person:"Ghysels, Eric"
~person:"Mykland, Per A."
~person:"Renault, Eric"
~subject:"Share price"
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Ghysels, Eric
Mykland, Per A.
Renault, Eric
Tauchen, George Eugene
8
Todorov, Viktor
8
Li, Jia
5
Kim, Donggyu
4
Bollerslev, Tim
3
Wang, Yazhen
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Andersen, Torben
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Aït-Sahalia, Yacine
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Zakoïan, Jean-Michel
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Zhang, Congshan
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Ahsan, Nazmul
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Andreou, Elena
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Baldovin, Fulvio
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Bauer, Gregory H.
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Bibinger, Markus
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Journal of econometrics
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Centre for Economic Policy Research
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Econometric analysis of financial and economic time series ; part a
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Kenan Institute of Private Enterprise Research Paper
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The review of economics and statistics
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ECONIS (ZBW)
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Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
2
Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data
Chen, Richard Y.
;
Mykland, Per A.
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 79-103
Persistent link: https://www.econbiz.de/10011897700
Saved in:
3
Between data cleaning and inference : pre-averaging and robust estimators of the efficient price
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 242-262
Persistent link: https://www.econbiz.de/10011705124
Saved in:
4
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
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