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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"Handbook of financial time series"
~person:"Calvet, Laurent E."
~person:"Koopman, Siem Jan"
~subject:"Prognoseverfahren"
~type:"article"
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Volatility
Prognoseverfahren
Estimation theory
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Schätztheorie
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Estimation
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Volatilität
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Analysis of variance
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Calvet, Laurent E.
Koopman, Siem Jan
Silvennoinen, Annastiina
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Teräsvirta, Timo
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Francq, Christian
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Horváth, Lajos
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Spokojnyj, Vladimir G.
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Ikeda, Shin S.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometrics : open access journal
Handbook of financial time series
Journal of econometrics
4
Econometric reviews
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Accurate methods for approximate Bayesian Computation Filtering
Calvet, Laurent E.
;
Czellar, Veronika
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 798-838
Persistent link: https://www.econbiz.de/10011417791
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2
Spot variance path estimation and its application to high-frequency jump testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
Saved in:
3
Parameter estimation and practical aspects of modeling stochastic volatility
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
Handbook of financial time series
,
(pp. 313-344)
.
2009
Persistent link: https://www.econbiz.de/10003833957
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