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person:"Croux, Christophe"
subject:"Volatility"
~person:"Hautsch, Nikolaus"
~person:"Nelson, Daniel B."
~subject:"Analysis of variance"
~subject:"Maximum-Likelihood-Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Estimation theory"
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Volatility
Analysis of variance
Maximum-Likelihood-Schätzung
Estimation theory
25
Schätztheorie
25
Time series analysis
12
Zeitreihenanalyse
12
Theorie
10
Theory
10
Volatilität
5
Correlation
4
Estimation
4
Korrelation
4
Schätzung
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VAR model
4
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USA
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Vector AutoRegressive model
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vector autoregression
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1926-1990
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Croux, Christophe
Hautsch, Nikolaus
Nelson, Daniel B.
Lee, Lung-fei
18
Kumar, Dilip
16
Maheswaran, S.
14
Todorov, Viktor
12
Francq, Christian
11
Li, Jia
11
Tauchen, George Eugene
10
Li, Yingying
9
Zakoïan, Jean-Michel
9
Teräsvirta, Timo
8
Andersen, Torben
7
Jin, Fei
7
Kim, Donggyu
7
Koopman, Siem Jan
7
Liu, Zhi
7
Mykland, Per A.
7
Tsionas, Efthymios G.
7
Fan, Jianqing
6
Jing, Bingyi
6
Shin, Dong-wan
6
Wang, Yazhen
6
Yu, Jihai
6
Zheng, Xinghua
6
Aït-Sahalia, Yacine
5
Bai, Jushan
5
Bodnar, Taras
5
Bollerslev, Tim
5
Cavaliere, Giuseppe
5
Ghysels, Eric
5
Hafner, Christian M.
5
Hurn, Stan
5
Li, Dong
5
Li, Kunpeng
5
Lucas, André
5
McAleer, Michael
5
Park, Joon Y.
5
Sucarrat, Genaro
5
Taylor, Robert
5
Taylor, Stephen
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
7
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1
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
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2
Estimating the spot covariation of asset prices : statistical theory and empirical evidence
Bibinger, Markus
;
Hautsch, Nikolaus
;
Malec, Peter
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10012178185
Saved in:
3
Preaveraging-based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 165-183
Persistent link: https://www.econbiz.de/10009754008
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4
A blocking and regularization approach to high-dimensional realized covariance estimation
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Oomen, Roel C. A.
- In:
Journal of applied econometrics
27
(
2012
)
4
,
pp. 625-645
Persistent link: https://www.econbiz.de/10009618510
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5
Outlyingness weighted covariation
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10009407333
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6
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
1
,
pp. 139-174
Persistent link: https://www.econbiz.de/10001194163
Saved in:
7
Good news, bad news, volatility, and betas
Braun, Phillip A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
5
,
pp. 1575-1603
Persistent link: https://www.econbiz.de/10001191709
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