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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Dufour, Jean-Marie"
~person:"Kong, Xin-Bing"
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Volatility
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Croux, Christophe
Dufour, Jean-Marie
Kong, Xin-Bing
Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Kim, Donggyu
5
Li, Yingying
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Francq, Christian
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Mykland, Per A.
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Zakoïan, Jean-Michel
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Clinet, Simon
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Fan, Jianqing
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Gallant, A. Ronald
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Gouriéroux, Christian
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Koopman, Siem Jan
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Patton, Andrew J.
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Journal of econometrics
KBI
4
Econometric analysis of financial and economic time series ; part a
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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The econometrics journal
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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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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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
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3
Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi
;
Kong, Xin-Bing
;
Jing, Bingyi
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
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