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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Fan, Jianqing"
~subject:"Share price"
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1985-2005
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Fan, Jianqing
Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Francq, Christian
6
Li, Jia
6
Li, Yingying
6
Kim, Donggyu
5
Mykland, Per A.
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Zakoïan, Jean-Michel
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Koopman, Siem Jan
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Zhang, Lan
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Aït-Sahalia, Yacine
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Wang, Yazhen
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Xiu, Dacheng
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Clinet, Simon
2
Engle, Robert F.
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Gallant, A. Ronald
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Ghysels, Eric
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Gouriéroux, Christian
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Grynkiv, Iaryna
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Härdle, Wolfgang
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Ikeda, Shin S.
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Potiron, Yoann
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
Journal of the American Statistical Association : JASA
2
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ECONIS (ZBW)
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Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
2
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
3
Aggregation of nonparametric estimators for volatility matrix
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 321-357
Persistent link: https://www.econbiz.de/10003518410
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