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subject:"Share price"
subject:"World"
~isPartOf:"Journal of econometrics"
~person:"Bollerslev, Tim"
~person:"Van Reenen, John"
~subject:"Kapitaleinkommen"
~subject:"United Kingdom"
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Share price
World
Kapitaleinkommen
United Kingdom
Estimation
8
Schätzung
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Volatility
8
Volatilität
8
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5
High-frequency data
4
Time series analysis
4
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Bollerslev, Tim
Van Reenen, John
Todorov, Viktor
10
Li, Jia
5
Tauchen, George Eugene
5
Kim, Donggyu
4
Xiu, Dacheng
4
Andersen, Torben
3
Wang, Yazhen
3
Andreou, Elena
2
Aït-Sahalia, Yacine
2
Fan, Jianqing
2
Francq, Christian
2
Harvey, Andrew C.
2
Kong, Xin-Bing
2
Li, Kunpeng
2
Li, Yingying
2
Linton, Oliver
2
Meddahi, Nour
2
Paolella, Marc S.
2
Patton, Andrew J.
2
Pelger, Markus
2
Pesaran, M. Hashem
2
Phillips, Peter C. B.
2
Polak, Pawel
2
Zakoïan, Jean-Michel
2
Zhang, Congshan
2
Asai, Manabu
1
Atak, Alev
1
Bakalli, Gaetan
1
Baldovin, Fulvio
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Bandi, Federico M.
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1
Bonomo, Marco Antonio
1
Bouezmarni, Taoufik
1
Breidt, F. Jay
1
Caginalp, Gunduz
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Journal of econometrics
NBER Working Paper
11
NBER working paper series
11
Working paper / National Bureau of Economic Research, Inc.
10
Discussion paper
9
Discussion paper / Centre for Economic Policy Research
9
CREATES research paper
5
Journal of financial economics
5
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4
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Handbook of economic forecasting ; 1
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Journal of applied econometrics
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Journal of international money and finance
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Journal of political economy
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Journal of the European Economic Association : JEEA
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Strategic management journal
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Symposium on forecasting and empirical methods in macroeconomics and finance
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1
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
2
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
3
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
4
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
5
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
6
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
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