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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Croux, Christophe"
~subject:"Capital income"
~subject:"Estimation theory"
~subject:"Theorie"
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Volatilität
Capital income
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Corsi, Fulvio
Croux, Christophe
Chen, Yi-ting
3
Francq, Christian
3
Audrino, Francesco
2
Engle, Robert F.
2
Frederiksen, Per
2
Gallant, A. Ronald
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
KBI
24
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
9
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
International journal of forecasting
2
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / Center for Economic Studies, Leuven
1
Energy economics
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European journal of operational research : EJOR
1
Global COE Hi-Stat discussion paper series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometric methods
1
Journal of forecasting
1
Journal of retailing
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Metrika : international journal for theoretical and applied statistics
1
Quaderni del Dipartimento di economia politica e statistica
1
Research paper series / Swiss Finance Institute
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
The econometrics journal
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Working papers on finance
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A Bayesian high-frequency estimator of the multivariate covariance of noisy and asynchronous returns
Peluso, Stefano
;
Corsi, Fulvio
;
Mira, Antonietta
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 665-697
Persistent link: https://www.econbiz.de/10011339256
Saved in:
2
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
Saved in:
3
Outlyingness weighted covariation
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10009407333
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