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subject:"Volatilität"
~person:"Tauchen, George Eugene"
~subject:"EU-Staaten"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
EU-Staaten
Estimation
19
Schätzung
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Volatility
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Estimation theory
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Schätztheorie
12
Time series analysis
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Zeitreihenanalyse
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Capital income
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high-frequency data
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jumps
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stochastic volatility
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Tauchen, George Eugene
Gupta, Rangan
61
Bahmani-Oskooee, Mohsen
35
Ma, Feng
26
Belke, Ansgar
25
Caporale, Guglielmo Maria
25
Bouri, Elie
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Todorov, Viktor
24
McAleer, Michael
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Pierdzioch, Christian
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Xuan Vinh Vo
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Bollerslev, Tim
22
Gil-Alaña, Luis A.
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Wohar, Mark E.
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Kumar, Dilip
20
Balcilar, Mehmet
19
Tiwari, Aviral Kumar
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Kang, Sang Hoon
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Mensi, Walid
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Sosvilla-Rivero, Simón
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Apergēs, Nikolaos
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Asai, Manabu
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Rashid, Abdul
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Brooks, Robert
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Chiang, Thomas C.
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Herwartz, Helmut
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Li, Jia
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Wei, Yu
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Yoon, Seong-min
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Andersen, Torben
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Hegerty, Scott W.
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Lee, Chien-chiang
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Wang, Yudong
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Zhu, Huiming
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Chevallier, Julien
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Malik, Farooq
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Journal of econometrics
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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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ECONIS (ZBW)
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Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 180-193
Persistent link: https://www.econbiz.de/10010255447
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12
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
13
Realized Laplace transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009301899
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