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person:"Daníelsson, Jón"
subject:"Volatility"
~accessRights:"free"
~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:"Todorov, Viktor"
~person:"Zheng, Xinghua"
~subject:"Korrelation"
~subject:"Market microstructure noise"
~subject:"Multivariate Analyse"
~subject:"Multivariate analysis"
~subject:"Noise Trading"
~subject:"Portfolio-Management"
~subject:"Prognoseverfahren"
~subject:"Stochastischer Prozess"
~subject:"United States"
~type:"article"
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Daníelsson, Jón
Audrino, Francesco
Christensen, Kim
Corsi, Fulvio
Croux, Christophe
Hautsch, Nikolaus
Li, Yingying
Linton, Oliver
Nolte, Ingmar
Todorov, Viktor
Zheng, Xinghua
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Journal of financial econometrics
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Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
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2
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
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