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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~person:"Carrasco, Marine"
~person:"Croux, Christophe"
~subject:"Correlation"
~subject:"Forecasting model"
~subject:"Schätztheorie"
~subject:"Statistical test"
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Volatility
Correlation
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Estimation theory
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CAPM
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Carrasco, Marine
Croux, Christophe
Chen, Yi-ting
3
Francq, Christian
3
Audrino, Francesco
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Corsi, Fulvio
2
Engle, Robert F.
2
Frederiksen, Per
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Gallant, A. Ronald
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Horváth, Lajos
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Härdle, Wolfgang
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Shephard, Neil G.
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Colletaz, Gilbert
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Czado, Claudia
1
Czellar, Veronika
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Denuit, Michel
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Di, Jianing
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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 papers / University of Kent, School of Economics
3
CEMFI working paper
2
Journal of econometrics
2
The econometrics journal
2
Annals of economics and statistics
1
CIRANO - Scientific Publications 2013s-20
1
CIRANO - Scientific Publications 2013s-22
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Cahier scientifique
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / Center for Economic Studies, Leuven
1
Econometric reviews
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
Energy economics
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
European journal of operational research : EJOR
1
Handbook of econometrics : volume 6B
1
Handbook of econometrics ; Vol. 6B
1
International financial markets
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 Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
1
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Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
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2
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
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