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person:"Bollerslev, Tim"
~subject:"Schätzung"
~subject:"Share price"
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Search: subject_exact:"Estimation theory"
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Schätzung
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Estimation theory
27
Schätztheorie
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Theorie
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Time series analysis
12
Zeitreihenanalyse
12
Volatility
7
Volatilität
7
Estimation
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Bollerslev, Tim
Pesaran, M. Hashem
42
Gao, Jiti
41
Linton, Oliver
35
Kapetanios, George
30
Cai, Zongwu
23
Diebold, Francis X.
22
Koop, Gary
22
Marcellino, Massimiliano
20
Winkelmann, Rainer
19
Hsu, Yu-Chin
18
Tauchen, George Eugene
17
Chudik, Alexander
16
Härdle, Wolfgang
16
Koopman, Siem Jan
16
Kumbhakar, Subal
16
Lütkepohl, Helmut
16
Baltagi, Badi H.
15
Heckman, James J.
15
Hoderlein, Stefan
15
Hsiao, Cheng
15
Lechner, Michael
15
Su, Liangjun
15
Kim, Donggyu
14
Pei, Zhuan
14
Phillips, Peter C. B.
14
Teräsvirta, Timo
14
Todorov, Viktor
14
Jochmans, Koen
13
Kumar, Dilip
13
Schorfheide, Frank
13
Weber, Andrea
13
Weidner, Martin
13
Zakoïan, Jean-Michel
13
Bekaert, Geert
12
Escanciano, Juan Carlos
12
Maheswaran, S.
12
Sentana, Enrique
12
Swanson, Norman R.
12
Bailey, Natalia
11
Berg, Gerard J. van den
11
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
The journal of finance : the journal of the American Finance Association
1
Working paper
1
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ECONIS (ZBW)
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1
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
2
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
3
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
4
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
5
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
6
Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
Persistent link: https://www.econbiz.de/10000896214
Saved in:
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