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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~person:"Brandt, Michael W."
~person:"Ghysels, Eric"
~person:"Gouriéroux, Christian"
~subject:"Theory"
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Volatilität
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Estimation theory
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Corsi, Fulvio
Brandt, Michael W.
Ghysels, Eric
Gouriéroux, Christian
Diebold, Francis X.
3
Alizadeh, Sassan
2
Kadlec, Gregory B.
2
Pástor, Ľuboš
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Working papers / Rodney L. White Center for Financial Research
Série des documents de travail / Centre de Recherche en Économie et Statistique
18
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12
Journal of econometrics
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Annales d'économie et de statistique
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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L' Actualité économique : revue trimest.
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Mélanges économiques : essais en l'honneur de Edmond Malinvaud
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Cahier / Département de Sciences Économiques, Université de Montréal
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International economic review
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Duration transition and count data models
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Econometric analysis of financial and economic time series ; part a
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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
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Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
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High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
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2
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
3
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023808
Saved in:
4
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011289
Saved in:
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