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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"
~person:"Brandt, Michael W."
~person:"Fernández-Villaverde, Jesús"
~person:"Li, Jia"
~subject:"Bayes-Statistik"
~subject:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Volatilität
Bayes-Statistik
Schätzung
Börsenkurs
2
Estimation theory
2
Schätztheorie
2
Share price
2
Volatility
2
semimartingale
2
Capital income
1
Confidence set
1
Efficient estimation
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Estimation
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high frequency data
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jump power variation
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pre-averaging
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Corsi, Fulvio
Brandt, Michael W.
Fernández-Villaverde, Jesús
Li, Jia
Davidson, Russell
2
Duclos, Jean-Yves
2
Uhlig, Harald
2
Angelo, Mele
1
Berry, Steven
1
Blomquist, Nils Sören
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Blundell, Richard W.
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Caetano, Carolina
1
Card, David E.
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Chen, Xiaohong
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Jacod, Jean
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Lee, David S.
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Lewbel, Arthur
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Li, Yingying
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Matzkin, Rosa L.
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Mykland, Per A.
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Müller, Ulrich K.
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Nelson, Daniel B.
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Pakes, Ariel
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Pei, Zhuan
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Sakata, Shinichi
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Sims, Christopher A.
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Tauchen, George Eugene
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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 econometrics
7
NBER Working Paper
3
Working papers / Rodney L. White Center for Financial Research
3
Chicago Booth Research Paper
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Discussion papers / CEPR
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Documentos de trabajo / Fundación de Estudios de Economía Aplicada
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Econometric theory
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Working paper / National Bureau of Economic Research, Inc.
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Annual review of economics
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CESifo Working Paper
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Global COE Hi-Stat discussion paper series
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International journal of forecasting
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Journal of financial economics
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Quaderni del Dipartimento di economia politica e statistica
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Research paper series / Swiss Finance Institute
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The journal of finance : the journal of the American Finance Association
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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
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