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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Journal of econometrics"
~person:"Diebold, Francis X."
~person:"Kim, Donggyu"
~person:"Nolte, Ingmar"
~subject:"Konjunktur"
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Search: subject_exact:"Estimation theory"
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Volatilität
Konjunktur
Estimation theory
8
Schätztheorie
8
Estimation
5
Schätzung
5
Time series analysis
5
Volatility
5
Zeitreihenanalyse
5
Börsenkurs
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Stochastic differential equation
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Agrarmarkt
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Agricultural market
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Diffusion
1
Diffusion process
1
Factor analysis
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Faktorenanalyse
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Corsi, Fulvio
Diebold, Francis X.
Kim, Donggyu
Nolte, Ingmar
Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Li, Yingying
5
Francq, Christian
4
Mykland, Per A.
4
Zakoïan, Jean-Michel
4
Aït-Sahalia, Yacine
3
Bollerslev, Tim
3
Meddahi, Nour
3
Park, Joon Y.
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Clinet, Simon
2
Fan, Jianqing
2
Gallant, A. Ronald
2
Gouriéroux, Christian
2
Grynkiv, Iaryna
2
Jasiak, Joann
2
Kong, Xin-Bing
2
Koopman, Siem Jan
2
Li, Guodong
2
Li, Wai Keung
2
Patton, Andrew J.
2
Potiron, Yoann
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Wang, Bin
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Xiu, Dacheng
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Zhang, Zhiyuan
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Zheng, Xinghua
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Zheng, Xu
2
Zhu, Ke
2
Zu, Yang
2
Ahn, Dong-Hyun
1
Ahsan, Nazmul
1
Amengual, Dante
1
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
NBER Working Paper
2
Research paper / Federal Reserve Bank of New York
2
Technical working paper / National Bureau of Economic Research
2
The review of economic studies
2
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2
Business cycles, indicators, and forecasting
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Econometrics : open access journal
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Global COE Hi-Stat discussion paper series
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International journal of forecasting
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KAIST College of Business Working Paper Series No
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Quaderni del Dipartimento di economia politica e statistica
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ECONIS (ZBW)
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1
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
2
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
3
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
4
Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
Saved in:
5
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
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