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person:"Daníelsson, Jón"
subject:"Volatility"
~accessRights:"free"
~isPartOf:"Working paper series / Financial Econometrics Research Centre"
~language:"eng"
~person:"Audrino, Francesco"
~person:"Christensen, Kim"
~person:"Corsi, Fulvio"
~person:"Croux, Christophe"
~person:"Dette, Holger"
~person:"Hautsch, Nikolaus"
~person:"Li, Yingying"
~person:"Linton, Oliver"
~person:"Nolte, Ingmar"
~person:"Phillips, Peter C. B."
~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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Daníelsson, Jón
Audrino, Francesco
Christensen, Kim
Corsi, Fulvio
Croux, Christophe
Dette, Holger
Hautsch, Nikolaus
Li, Yingying
Linton, Oliver
Nolte, Ingmar
Phillips, Peter C. B.
Todorov, Viktor
Zheng, Xinghua
Voev, Valeri
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Working paper series / Financial Econometrics Research Centre
Cowles Foundation discussion paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
KBI
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Cambridge working papers in economics
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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SFB 649 discussion paper
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Cowles Foundation Discussion Paper
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Least squared inference on integrated volatility and the relationship between efficient prices and noise
Nolte, Ingmar
;
Voev, Valeri
-
2009
Persistent link: https://www.econbiz.de/10008856278
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