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person:"Daníelsson, Jón"
subject:"Volatility"
~isPartOf:"Journal of financial econometrics"
~person:"Croux, Christophe"
~person:"Li, Yingying"
~person:"Nolte, Ingmar"
~subject:"Capital income"
~subject:"Estimation"
~subject:"Market microstructure noise"
~subject:"Portfolio-Management"
~subject:"United States"
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Daníelsson, Jón
Croux, Christophe
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Journal of financial econometrics
Journal of econometrics
8
KBI
7
Discussion paper / Tinbergen Institute
3
Annales d'économie et de statistique
1
CREATES research paper
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Discussion paper / Tinbergen Institute / Tinbergen Institute
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of banking & finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quantitative finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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TRACE discussion papers / Tinbergen Institute
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
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