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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Andreou, Elena"
~person:"Dufour, Jean-Marie"
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Volatility
Estimation theory
6
Schätztheorie
6
Bias
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Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Regression analysis
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Regressionsanalyse
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Statistical test
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High-frequency volatility estimators
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Markov Chain Monte Carlo
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Croux, Christophe
Andreou, Elena
Dufour, Jean-Marie
Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Kim, Donggyu
5
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
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Koopman, Siem Jan
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Li, Guodong
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Li, Wai Keung
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Patton, Andrew J.
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Potiron, Yoann
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Wang, Bin
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Xiu, Dacheng
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Zhang, Congshan
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Zhang, Zhiyuan
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Zheng, Xinghua
2
Zheng, Xu
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Zhu, Ke
2
Zu, Yang
2
Ahn, Dong-Hyun
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Ahsan, Nazmul
1
Amengual, Dante
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Journal of econometrics
KBI
4
Econometric analysis of financial and economic time series ; part a
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
The econometrics journal
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
1
Working paper / Department of Economics, University of Cyprus
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Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
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2
On the use of high frequency measures of volatility in MIDAS regressions
Andreou, Elena
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 367-389
Persistent link: https://www.econbiz.de/10011704955
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