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subject:"United States"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Liu, Zhi"
~subject:"Börsenkurs"
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United States
Volatility
Börsenkurs
Analysis of variance
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Capital income
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Central limit theorem
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Estimation
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Estimation theory
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High frequency data
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Itô semimartingale
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Liu, Zhi
Todorov, Viktor
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Tauchen, George Eugene
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Andersen, Torben
6
Li, Jia
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Francq, Christian
5
Kim, Donggyu
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Li, Yingying
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Mykland, Per A.
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Zakoïan, Jean-Michel
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Zhang, Lan
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Aït-Sahalia, Yacine
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Bollerslev, Tim
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Koopman, Siem Jan
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Meddahi, Nour
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Park, Joon Y.
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Varneskov, Rasmus Tangsgaard
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Wang, Yazhen
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Xiu, Dacheng
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Clinet, Simon
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Fan, Jianqing
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Gallant, A. Ronald
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Gouriéroux, Christian
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Grynkiv, Iaryna
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Jasiak, Joann
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Kong, Xin-Bing
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LaFrance, Jeffrey T.
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Li, Guodong
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Li, Wai Keung
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Mayer, Walter James
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Mroz, Thomas A.
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Patton, Andrew J.
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Pope, Rulon D.
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Potiron, Yoann
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Rodrigues, Paulo M. M.
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Shephard, Neil G.
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Taylor, Robert
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Wang, Bin
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Zhang, Congshan
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Journal of econometrics
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Finance and stochastics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics
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Journal of the American Statistical Association : JASA
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The North American journal of economics and finance : a journal of financial economics studies
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Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi
;
Kong, Xin-Bing
;
Jing, Bingyi
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
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