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person:"Daníelsson, Jón"
subject:"Volatility"
~accessRights:"free"
~isPartOf:"Janeway Institute working paper series"
~language:"eng"
~person:"Audrino, Francesco"
~person:"Christensen, Kim"
~person:"Corsi, Fulvio"
~person:"Croux, Christophe"
~person:"Hautsch, Nikolaus"
~person:"Li, Yingying"
~person:"Linton, Oliver"
~person:"Nolte, Ingmar"
~person:"Phillips, Peter C. B."
~person:"Sibbertsen, Philipp"
~person:"Todorov, Viktor"
~person:"Zheng, Xinghua"
~subject:"Korrelation"
~subject:"Market microstructure noise"
~subject:"Multivariate Analyse"
~subject:"Multivariate analysis"
~subject:"Noise Trading"
~subject:"Portfolio-Management"
~subject:"Stochastischer Prozess"
~subject:"Theory"
~subject:"United States"
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Volatility
Korrelation
Market microstructure noise
Multivariate Analyse
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United States
Estimation theory
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Estimation
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Nichtparametrisches Verfahren
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Daníelsson, Jón
Audrino, Francesco
Christensen, Kim
Corsi, Fulvio
Croux, Christophe
Hautsch, Nikolaus
Li, Yingying
Linton, Oliver
Nolte, Ingmar
Phillips, Peter C. B.
Sibbertsen, Philipp
Todorov, Viktor
Zheng, Xinghua
Li, Degui
2
Bu, Ruijun
1
Chen, Jia
1
Li, Yuning
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Wang, Hanchao
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Janeway Institute working paper series
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
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