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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Econometric reviews"
~person:"Cai, Yuzhi"
~person:"Härdle, Wolfgang"
~person:"Koopman, Siem Jan"
~person:"Mykland, Per A."
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Volatility
Estimation theory
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Bollerslev, Tim
Cai, Yuzhi
Härdle, Wolfgang
Koopman, Siem Jan
Mykland, Per A.
Maasoumi, Esfandiar
3
Teräsvirta, Timo
3
McAleer, Michael
2
Amado, Cristina
1
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Gu, Wentao
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Large, Jeremy
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Mesters, G.
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Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
Saved in:
2
A general quantile function model for economic and financial time series
Cai, Yuzhi
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1173-1193
Persistent link: https://www.econbiz.de/10011591169
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