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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of time series econometrics"
~person:"Abergel, Frédéric"
~person:"Berens, Tobias"
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Probability theory
Time series analysis
Estimation theory
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ARCH model
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ARCH-Modell
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Estimation
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Hayashi-Yoshida estimator
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High frequency correlation
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Abergel, Frédéric
Berens, Tobias
Phillips, Peter C. B.
28
Andrews, Donald W. K.
4
Chen, Xiaohong
4
Yu, Jun
3
Arvanitis, Stelios
2
Asai, Manabu
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Dalla, Violetta
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Gao, Jiti
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Kheifets, Igor
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Kim, Chang-Jin
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Kurozumi, Eiji
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Lieberman, Offer
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McKenzie, Michael D.
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Nelson, Charles R.
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Peiris, Shelton
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Politis, Dimitris N.
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Satchell, Stephen
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Skrobotov, Anton
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Wongwachara, Warapong
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Xiao, Zhijie
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Cowles Foundation discussion paper
Journal of empirical finance
Journal of time series econometrics
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Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
2
High frequency lead/lag relationships : empirical facts
Huth, Nicolas
;
Abergel, Frédéric
- In:
Journal of empirical finance
26
(
2014
),
pp. 41-58
Persistent link: https://www.econbiz.de/10010472008
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