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subject:"Probability theory"
type_genre:"Collection of articles of several authors"
~person:"Nolte, Ingmar"
~subject:"Makroökonometrie"
~subject:"Statistik"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Lehrbuch"
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Search: subject_exact:"Estimation theory"
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Probability theory
Makroökonometrie
Statistik
Volatilität
Estimation theory
5
Schätztheorie
5
Forecasting model
4
Market microstructure
4
Marktmikrostruktur
4
Prognoseverfahren
4
Volatility
4
Börsenkurs
3
Share price
3
Time series analysis
3
Zeitreihenanalyse
3
Kleinste-Quadrate-Methode
2
Least squares method
2
Noise Trading
2
Noise trading
2
Analysis of variance
1
Asset Allocation
1
Autocorrelation
1
Autokorrelation
1
Capital income
1
Capital market returns
1
Correlation
1
Estimation
1
Kapitaleinkommen
1
Kapitalmarktrendite
1
Korrelation
1
Market Microstructure Noise
1
Microstructure noise
1
Portfolio selection
1
Portfolio-Management
1
Pre-averaged estimators
1
Realized Covariation
1
Realized Volatility
1
Realized volatility
1
Schätzung
1
Semi-covariance
1
Semi-variance
1
Varianzanalyse
1
Volatility Forecasting
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Collection of articles of several authors
Article in journal
Lehrbuch
Aufsatz in Zeitschrift
4
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English
4
Author
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Nolte, Ingmar
Kumar, Dilip
16
Maheswaran, S.
14
Li, Jia
12
Todorov, Viktor
12
Tauchen, George Eugene
11
Liu, Zhi
8
Mykland, Per A.
8
Teräsvirta, Timo
8
Andersen, Torben
7
Francq, Christian
7
Kim, Donggyu
7
Li, Yingying
7
Aït-Sahalia, Yacine
6
Wang, Yazhen
6
Bollerslev, Tim
5
Fan, Jianqing
5
Gallant, A. Ronald
5
Ghysels, Eric
5
Hafner, Christian M.
5
Jing, Bingyi
5
Koopman, Siem Jan
5
Linton, Oliver
5
Taylor, Stephen
5
Zakoïan, Jean-Michel
5
Akkerboom, Hans
4
Arnerić, Josip
4
Clements, Adam
4
Elliott, Robert J.
4
Fičura, Milan
4
Hoffman, Dennis L.
4
Hwang, Eunju
4
Krämer, Walter
4
Li, Wai Keung
4
Magnus, Jan R.
4
Mancino, Maria Elvira
4
McAleer, Michael
4
Park, Joon Y.
4
Renault, Eric
4
Rodriguez, Gabriel
4
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Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Quantitative finance
1
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ECONIS (ZBW)
4
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1
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
2
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
3
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
4
Least squares infernce on integrated volatility and the relationship between efficient prices and noise
Nolte, Ingmar
;
Voev, Valeri
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
1
,
pp. 94-108
Persistent link: https://www.econbiz.de/10009558954
Saved in:
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