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subject:"Prognoseverfahren"
subject:"USA"
~isPartOf:"Journal of financial econometrics"
~person:"Mancino, Maria Elvira"
~person:"Sucarrat, Genaro"
~subject:"Panel study"
~subject:"Volatility"
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Prognoseverfahren
USA
Panel study
Volatility
ARCH model
2
ARCH-Modell
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Estimation
2
Estimation theory
2
Schätztheorie
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central limit theorem
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expected shortfall
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financial return
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non-parametric estimation
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Mancino, Maria Elvira
Sucarrat, Genaro
Sancetta, Alessio
3
Buccheri, Giuseppe
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Cipollini, Fabrizio
1
Gallo, Giampiero M.
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Grønneberg, Steffen
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Journal of financial econometrics
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Energy economics
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic interaction and coordination
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UC3M working papers
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ECONIS (ZBW)
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Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
2
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
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