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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Kim, Donggyu"
~person:"Nelson, Daniel B."
~subject:"Robustes Verfahren"
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Search: subject_exact:"Estimation theory"
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Volatilität
Robustes Verfahren
Estimation theory
7
Schätztheorie
7
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5
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5
Time series analysis
5
Zeitreihenanalyse
5
Volatility
3
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2
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Estimation
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Corsi, Fulvio
Kim, Donggyu
Nelson, Daniel B.
Li, Jia
3
Ghysels, Eric
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Mykland, Per A.
2
Shephard, Neil G.
2
Yang, Xiye
2
Ahn, Hyungtaik
1
Alfelt, Gustav
1
Amado, Cristina
1
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Andreou, Elena
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Bandi, Federico M.
1
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1
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1
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1
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1
Bonhomme, Stéphane
1
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1
Boswijk, Herman Peter
1
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1
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1
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Francq, Christian
1
Gao, Jiti
1
Gerlach, Richard H.
1
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1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
5
Working paper series economics and econometrics
2
Econometrics : open access journal
1
Global COE Hi-Stat discussion paper series
1
International journal of forecasting
1
KAIST College of Business Working Paper Series
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KAIST College of Business Working Paper Series No
1
NBER Working Paper
1
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Quaderni del Dipartimento di economia politica e statistica
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
2
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
3
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
1
,
pp. 139-174
Persistent link: https://www.econbiz.de/10001194163
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