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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Dufour, Jean-Marie"
~person:"Zheng, Xu"
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Volatility
Estimation theory
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Monte Carlo simulation
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Croux, Christophe
Dufour, Jean-Marie
Zheng, Xu
Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Kim, Donggyu
5
Li, Yingying
5
Francq, Christian
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Mykland, Per A.
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Zakoïan, Jean-Michel
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Aït-Sahalia, Yacine
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Meddahi, Nour
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Park, Joon Y.
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Varneskov, Rasmus Tangsgaard
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Wang, Yazhen
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Zhang, Lan
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Clinet, Simon
2
Fan, Jianqing
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Gallant, A. Ronald
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Gouriéroux, Christian
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Grynkiv, Iaryna
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Jasiak, Joann
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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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Journal of econometrics
KBI
4
Applied economics letters
1
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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ECONIS (ZBW)
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Testing for the presence of jump components in jump diffusion models
Wang, Bin
;
Zheng, Xu
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 483-509
Persistent link: https://www.econbiz.de/10013464085
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2
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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3
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
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