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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Alizadeh, Sassan"
~person:"Chaves, Leonardo Salim Saker"
~person:"Hafner, Christian M."
~person:"Kim, Donggyu"
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Volatility
Estimation theory
3
Schätztheorie
3
Stochastic process
3
Stochastischer Prozess
3
Volatilität
3
Börsenkurs
2
Estimation
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
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2
Share price
2
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Jumps
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Log-GARCH
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Maximum likelihood
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Prognoseverfahren
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Quasi-maximum likelihood estimation
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Croux, Christophe
Alizadeh, Sassan
Chaves, Leonardo Salim Saker
Hafner, Christian M.
Kim, Donggyu
Ghysels, Eric
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Shephard, Neil G.
2
Yang, Xiye
2
Alfelt, Gustav
1
Amado, Cristina
1
Andersen, Torben
1
Andreou, Elena
1
Bandi, Federico M.
1
Bauwens, Luc
1
Bibinger, Markus
1
Bodnar, Taras
1
Bollerslev, Tim
1
Bormetti, Giacomo
1
Boswijk, Herman Peter
1
Buccheri, Giuseppe
1
Chan, Joshua
1
Chen, Wilson Ye
1
Chen, Xiangjin B.
1
Corsi, Fulvio
1
Dueker, Michael
1
Engle, Robert F.
1
Escanciano, Juan Carlos
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Foster, F. Douglas
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Francq, Christian
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Gao, Jiti
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Gerlach, Richard H.
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Hu, Yu-Pin
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1
James, Lancelot F.
1
Javed, Farrukh
1
Kalnina, Ilze
1
Kong, Xinbing
1
Koopman, Siem Jan
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
6
KBI
4
CORE discussion papers : DP
2
Working papers / Rodney L. White Center for Financial Research
2
CORE discussion paper : DP
1
Contributions to economics
1
Discussion papers of interdisciplinary research project 373
1
Econometrics : open access journal
1
Economics letters
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Finance and stochastics
1
Financial Institutions Center
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Journal of applied econometrics
1
KAIST College of Business Working Paper Series No
1
NBER Working Paper
1
NBER working paper series
1
SFB 649 discussion paper
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
The journal of finance : the journal of the American Finance Association
1
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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1
Overnight GARCH-Itô volatility models
Kim, Donggyu
;
Shin, Minseok
;
Wang, Yazhen
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1215-1227
Persistent link: https://www.econbiz.de/10014448607
Saved in:
2
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
3
Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 589-603
Persistent link: https://www.econbiz.de/10012499104
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