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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Economics discussion papers"
~person:"Herbst, Edward P."
~person:"Shephard, Neil G."
~subject:"Monte-Carlo-Simulation"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Volatilität
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Estimation theory
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ECONIS (ZBW)
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Econometric analysis of multivariate realised QML : efficient positive semi-definite estimators of the covariation of equity prices
Shephard, Neil G.
;
Xiu, Dacheng
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2012
Persistent link: https://www.econbiz.de/10009532682
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Multivariate realised kernels : consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
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2008
Persistent link: https://www.econbiz.de/10003807445
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