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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Boudoukh, Jacob"
~person:"Lee, Lung-fei"
~person:"Mykland, Per A."
~subject:"Autocorrelation"
~subject:"Theory"
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Estimation theory
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Schätztheorie
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Market microstructure
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Bollerslev, Tim
Boudoukh, Jacob
Lee, Lung-fei
Mykland, Per A.
Diebold, Francis X.
4
Heckman, James J.
4
Imbens, Guido
4
Athey, Susan
3
Bekaert, Geert
3
Engle, Robert F.
3
Mairesse, Jacques
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Schorfheide, Frank
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2
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2
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2
Hall, Bronwyn H.
2
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1
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1
Card, David E.
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Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
22
Econometric theory
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric reviews
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Economics letters
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Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
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Handbook of econometrics ; Vol. 4
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Memo / Økonomisk Institut, Aarhus Universitet
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How often to sample a continuous-time process in the presence of market microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
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2003
Persistent link: https://www.econbiz.de/10001752968
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2
A multifactor, nonlinear, continuous-time model of interest rate volatility
Boudoukh, Jacob
;
Richardson, Matthew
;
Stanton, Richard
; …
-
1999
Persistent link: https://www.econbiz.de/10001394312
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