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subject:"Deutschland"
subject:"Forecasting model"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Hautsch, Nikolaus"
~subject:"Momentenmethode"
~subject:"Sampling schemes"
~subject:"Volatilität"
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Deutschland
Forecasting model
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Börsenkurs
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Estimation
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Estimation theory
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Hautsch, Nikolaus
Kumar, Dilip
4
Maheswaran, S.
3
Cai, Zongwu
2
Caner, Mehmet
2
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2
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1
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Economic modelling
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
SFB 649 discussion paper
4
CFS working paper series
1
Journal of econometrics
1
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ECONIS (ZBW)
2
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Estimating the spot covariation of asset prices : statistical theory and empirical evidence
Bibinger, Markus
;
Hautsch, Nikolaus
;
Malec, Peter
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10012178185
Saved in:
2
Preaveraging-based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 165-183
Persistent link: https://www.econbiz.de/10009754008
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