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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Finance research letters"
~person:"Ghysels, Eric"
~person:"Huang, Xiaozhou"
~person:"Li, Yingying"
~person:"Nagakura, Daisuke"
~subject:"Wechselkurs"
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Volatility
Wechselkurs
Estimation theory
4
Schätztheorie
4
Volatilität
4
Estimation
2
Market microstructure
2
Marktmikrostruktur
2
Schätzung
2
ARCH model
1
ARCH-Modell
1
Analysis of variance
1
China
1
Commodity derivative
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Erdöl
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Forecasting model
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High-low estimator
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Nichtlineare Regression
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Noise Trading
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Nonlinear regression
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Oil futures volatility
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Oil price
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Petroleum
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Prognoseverfahren
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Rohstoffderivat
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State space model
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Statistical error
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Statistischer Fehler
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US dollar
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Volatility forecasting
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Ghysels, Eric
Huang, Xiaozhou
Li, Yingying
Nagakura, Daisuke
Wu, Xinyu
2
Adesina, Tola
1
Andreou, Alena
1
Ardia, David
1
Arnerić, Josip
1
Balter, Janine
1
Bluteau, Keven
1
Bonaparte, Yosef
1
Bos, Charles S.
1
Caldeira, João F.
1
Carrasco, Marine
1
Chatrath, Arjun
1
Christie-David, Rohan
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frederiksen, Per
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Hou, Xinmeng
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
Kambouroudis, Dimos
1
Koopman, Siem Jan
1
Korkusuz, Burak
1
Kotchoni, Rachidi
1
Lee, Kyungsub
1
Lv, Jinchi
1
Madan, Dilip B.
1
Matković, Mario
1
McMillan, David G.
1
Moura, Guilherme Valle
1
Mykland, Per A.
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
Journal of econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Discussion paper / Centre for Economic Policy Research
1
Econometric analysis of financial and economic time series ; part a
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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The Chinese oil futures volatility : evidence from high-low estimator information
Huang, Xiaozhou
;
Wang, Yubao
;
Song, Juan
- In:
Finance research letters
56
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014473684
Saved in:
2
A state space approach to estimating the integrated variance under the existence of market microstructure noise
Nagakura, Daisuke
;
Watanabe, Toshiaki
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10010519663
Saved in:
3
Rounding errors and volatility estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
Saved in:
4
The impact of sampling frequency and volatility estimators on change-point tests
Andreou, Alena
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 290-318
Persistent link: https://www.econbiz.de/10002214288
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