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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Alizadeh, Sassan"
~person:"Brännäs, Kurt"
~person:"Ohtani, Kazuhiro"
~subject:"Theory"
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Stochastischer Prozess
Volatility
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Estimation theory
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Alizadeh, Sassan
Brännäs, Kurt
Ohtani, Kazuhiro
Heckman, James J.
5
Diebold, Francis X.
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Imbens, Guido
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Athey, Susan
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Bekaert, Geert
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Engle, Robert F.
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Brandt, Michael W.
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Hall, Bronwyn H.
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Onatski, Alexei
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Ang, Andrew
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Working paper / National Bureau of Economic Research, Inc.
Umeå economic studies
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Kobe University economic review
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Count data autoregression modelling
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Discussion paper / Department of Economics, University of Canterbury
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Econometric advances in spatial modelling and methodology : essays in honour of Jean Paelinck
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Proceedings of the Second Würzburg-Umeå Conference in Statistics : Bayerische Julius-Maximilians-Universität Würzburg, May 18 - 21, 1992
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High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2001
Persistent link: https://www.econbiz.de/10001561834
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