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subject:"Estimation theory"
~person:"Deschamps, Jean-Philippe"
~person:"Giot, Pierre"
~subject:"USA"
~subject:"Volatilität"
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Estimation theory
USA
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9
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9
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8
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Deschamps, Jean-Philippe
Giot, Pierre
Diebold, Francis X.
110
Härdle, Wolfgang
107
Bollerslev, Tim
93
Heckman, James J.
93
McAleer, Michael
91
Pesaran, M. Hashem
87
Phillips, Peter C. B.
71
Christiano, Lawrence J.
63
Franses, Philip Hans
62
Acemoglu, Daron
61
Gouriéroux, Christian
60
Engle, Robert F.
59
Fabozzi, Frank J.
59
Koopman, Siem Jan
59
Caporale, Guglielmo Maria
58
Mankiw, Nicholas Gregory
56
Caballero, Ricardo J.
54
Swanson, Norman R.
54
Bekaert, Geert
53
Glaeser, Edward L.
52
Stock, James H.
49
Hall, Robert Ernest
48
Gupta, Rangan
47
Andrews, Donald W. K.
46
Lütkepohl, Helmut
46
Andersen, Torben
45
Campbell, John Y.
45
Lucas, André
45
Newey, Whitney K.
45
Ghysels, Eric
44
Gil-Alaña, Luis A.
44
Mishkin, Frederic S.
43
Granger, C. W. J.
42
Imbens, Guido
42
Hautsch, Nikolaus
41
Chiarella, Carl
40
Eichenbaum, Martin S.
40
Fernández-Villaverde, Jesús
40
Timmermann, Allan
40
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CORE discussion paper : DP
9
Annales d'économie et de statistique
2
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2
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2
CORE discussion papers : DP
1
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1
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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ECONIS (ZBW)
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1
Volatility regimes and the provision of liquidity in order book markets
Beltran Lopez, Helena
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002793222
Saved in:
2
Volatility regimes and the provision of liquidity in order book markets
Beltran Lopez, Helena
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10003278494
Saved in:
3
The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
4
The information content of implied volatility indexes for forecasting volatility and market risk
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001791288
Saved in:
5
Implied volatility indices as leading indicators of stock index returns?
Giot, Pierre
-
2002
Persistent link: https://www.econbiz.de/10001713160
Saved in:
6
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001596369
Saved in:
7
Intraday value-at-risk
Giot, Pierre
-
2000
Persistent link: https://www.econbiz.de/10001529425
Saved in:
8
A flexible prior distribution for Markov switching autoregressions with student-t errors
Deschamps, Jean-Philippe
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 153-190
Persistent link: https://www.econbiz.de/10003354563
Saved in:
9
Asymmetric ACD models: introducing price information in ACD models
Bauwens, Luc
;
Giot, Pierre
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 709-731
Persistent link: https://www.econbiz.de/10001798161
Saved in:
10
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
- In:
Journal of applied econometrics
18
(
2003
)
6
,
pp. 641-664
Persistent link: https://www.econbiz.de/10001843499
Saved in:
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