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subject:"Panel"
subject:"Stochastic process"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Hautsch, Nikolaus"
~subject:"Correlation"
~subject:"Statistical distribution"
~subject:"Time series analysis"
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Panel
Stochastic process
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Börsenkurs
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Estimation
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Hautsch, Nikolaus
Nielsen, Morten Ørregaard
13
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7
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6
Kristensen, Dennis
6
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5
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CREATES research paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
SFB 649 discussion paper
5
CFS working paper series
2
Journal of applied econometrics
1
Journal of financial 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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