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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:"Working paper / National Bureau of Economic Research, Inc."
~person:"Brandt, Michael W."
~person:"Li, Jia"
~person:"Spokojnyj, Vladimir G."
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation theory
5
Schätztheorie
5
Theorie
3
Theory
3
Volatility
3
Börsenkurs
2
Capital income
2
Kapitaleinkommen
2
Nichtparametrisches Verfahren
2
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Share price
2
semimartingale
2
Confidence set
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1
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1
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1
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Time series analysis
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Zeitreihenanalyse
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high frequency data
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high-frequency data
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jump power variation
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jumps
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Corsi, Fulvio
Brandt, Michael W.
Li, Jia
Spokojnyj, Vladimir G.
Alizadeh, Sassan
1
Boudoukh, Jacob
1
Creal, Drew
1
Dai, Qiang
1
Das, Sanjiv R.
1
Diebold, Francis X.
1
Fernández-Villaverde, Jesús
1
Foster, Dean P.
1
Hansen, Bruce E.
1
Jacod, Jean
1
Li, Yingying
1
Mykland, Per A.
1
Nelson, Daniel B.
1
Richardson, Matthew
1
Rubio-Ramírez, Juan Francisco
1
Sakata, Shinichi
1
Singleton, Kenneth J.
1
Stanton, Richard
1
Sundaram, Rangarajan K.
1
Tauchen, George Eugene
1
Todorov, Viktor
1
Uhlig, Harald
1
White, Halbert
1
Whitelaw, Robert F.
1
Wu, Jing Cynthia
1
Zhang, Lan
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
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Working papers / Rodney L. White Center for Financial Research
3
Chicago Booth Research Paper
2
Discussion papers of interdisciplinary research project 373
2
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
NBER Working Paper
2
Applied quantitative finance
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Cowles Foundation discussion paper
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Financial Institutions Center
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Global COE Hi-Stat discussion paper series
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Handbook of financial time series
1
International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
NBER technical working paper series
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Quaderni del Dipartimento di economia politica e statistica
1
Research paper series / Swiss Finance Institute
1
Technical working paper / National Bureau of Economic Research
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
2
Robust estimation and inference for jumps in noisy high frequency data : a local-to-continuity theory for the pre-averaging method
Li, Jia
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1673-1693
Persistent link: https://www.econbiz.de/10009793469
Saved in:
3
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2001
Persistent link: https://www.econbiz.de/10001561834
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