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person:"Daníelsson, Jón"
subject:"Volatility"
~isPartOf:"Working paper series / Department of Economics, Auckland Business School, The University of Auckland"
~person:"Croux, Christophe"
~person:"Hsu, Yu-Chin"
~person:"Li, Yingying"
~person:"Nolte, Ingmar"
~person:"Phillips, Peter C. B."
~subject:"Forecasting model"
~subject:"Market microstructure noise"
~subject:"Ranking method"
~subject:"Schätzung"
~subject:"Statistical distribution"
~subject:"Statistical test"
~subject:"United States"
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Volatility
Forecasting model
Market microstructure noise
Ranking method
Schätzung
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Daníelsson, Jón
Croux, Christophe
Hsu, Yu-Chin
Li, Yingying
Nolte, Ingmar
Phillips, Peter C. B.
Sul, Donggyu
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
Cowles Foundation discussion paper
29
Journal of econometrics
19
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12
KBI
11
IEAS working paper
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Dynamic panel estimation and homogeneity testing under cross section dependence
Phillips, Peter C. B.
;
Sul, Donggyu
-
2002
Persistent link: https://www.econbiz.de/10001722198
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