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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~person:"Andreou, Alena"
~person:"Croux, Christophe"
~subject:"Correlation"
~subject:"Forecasting model"
~subject:"Schätztheorie"
~subject:"Statistical test"
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Volatility
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Nichtparametrisches Verfahren
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Andreou, Alena
Croux, Christophe
Chen, Yi-ting
3
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3
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
KBI
24
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
9
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / Center for Economic Studies, Leuven
1
Energy economics
1
European journal of operational research : EJOR
1
International journal of forecasting
1
Journal of econometric methods
1
Journal of forecasting
1
Journal of retailing
1
Metrika : international journal for theoretical and applied statistics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
The econometrics journal
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Outlyingness weighted covariation
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10009407333
Saved in:
2
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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