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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~person:"Chen, Jia"
~person:"Francq, Christian"
~subject:"Nichtparametrisches Verfahren"
~subject:"Share price"
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Volatility
Nichtparametrisches Verfahren
Share price
Estimation theory
6
Schätztheorie
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Estimation
3
Schätzung
3
ARCH model
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ARCH-Modell
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Correlation
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Factor analysis
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Faktorenanalyse
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Maximum likelihood estimation
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Business network
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Chen, Jia
Francq, Christian
Linton, Oliver
13
Gao, Jiti
3
Li, Degui
3
Escanciano, Juan Carlos
2
Hoderlein, Stefan
2
Härdle, Wolfgang
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Lewbel, Arthur
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Pesaran, M. Hashem
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Zhang, Zheng
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Ai, Chunrong
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Bos, Charles S.
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Bu, Ruijun
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Caldeira, João F.
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Cheng, Tingting
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Croux, Christophe
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Denuit, Michel
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Di, Jianing
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Engle, Robert F.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Journal of econometrics
6
Discussion papers in economics
3
Cambridge-INET working papers
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric theory
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Janeway Institute working paper series
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Macquarie Business School Research Paper
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The econometrics journal
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Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
2
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
3
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
-
2018
-
version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
Saved in:
4
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
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