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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Bianchi, Daniele"
~person:"Bouri, Elie"
~person:"Hautsch, Nikolaus"
~person:"Härdle, Wolfgang"
~person:"Li, Wai Keung"
~source:"econis"
~subject:"United Kingdom"
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Volatility
Yield curve
United Kingdom
Estimation
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Time series analysis
4
Zeitreihenanalyse
4
Börsenkurs
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Estimation theory
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Bianchi, Daniele
Bouri, Elie
Hautsch, Nikolaus
Härdle, Wolfgang
Li, Wai Keung
Bollerslev, Tim
2
Chan, Joshua
2
Enders, Walter
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Bibinger, Markus
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
SFB 649 discussion paper
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Energy economics
5
Applied quantitative finance
4
CFS working paper series
4
Discussion papers of interdisciplinary research project 373
4
Department of Economics working paper series
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3
Journal of forecasting
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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2
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2
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2
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1
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1
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1
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1
Emerging markets review
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European finance review : the official journal of the European Finance Association
1
Finance research letters
1
International review of economics & finance : IREF
1
Journal of behavioral and experimental finance
1
Journal of risk
1
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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The European journal of finance
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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1
Estimating the spot covariation of asset prices : statistical theory and empirical evidence
Bibinger, Markus
;
Hautsch, Nikolaus
;
Malec, Peter
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10012178185
Saved in:
2
Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10011704120
Saved in:
3
Distillation of news flow into analysis of stock reactions
Zhang, Junni L.
;
Härdle, Wolfgang
;
Chen, Cathy Y.
; …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 547-563
Persistent link: https://www.econbiz.de/10011692403
Saved in:
4
A new Pearson-type QMLE for conditionally heteroscedastic models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 552-565
Persistent link: https://www.econbiz.de/10011403239
Saved in:
5
Preaveraging-based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
2
,
pp. 165-183
Persistent link: https://www.econbiz.de/10009754008
Saved in:
6
A stochastic volatility model with Markov switching
So, Mike Ka-pui
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 244-253
Persistent link: https://www.econbiz.de/10001243996
Saved in:
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