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subject:"Volatility"
type_genre:"Article in journal"
~person:"Ghysels, Eric"
~subject:"Bayesian inference"
~subject:"Kapitaleinkommen"
~type_genre:"Amtsdruckschrift"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
Kapitaleinkommen
Estimation theory
23
Schätztheorie
23
Theorie
15
Theory
15
Time series analysis
8
Zeitreihenanalyse
8
Volatilität
6
Saisonale Schwankungen
4
Seasonal variations
4
Statistical theory
4
Statistische Methodenlehre
4
Estimation
3
Sampling
3
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3
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3
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1967-1990
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Article in journal
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English
6
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Ghysels, Eric
Kumar, Dilip
16
Maheswaran, S.
16
Tsionas, Efthymios G.
13
Tauchen, George Eugene
12
Todorov, Viktor
12
Li, Jia
11
Zhang, Xibin
9
Zhang, Xinyu
9
Andersen, Torben
8
Francq, Christian
8
Koopman, Siem Jan
8
Li, Yingying
8
Teräsvirta, Timo
8
Gallant, A. Ronald
7
Kim, Donggyu
7
Koop, Gary
7
Liu, Zhi
7
Mykland, Per A.
7
Allenby, Greg M.
6
Demetrescu, Matei
6
Fan, Jianqing
6
Han, Xiaoyi
6
Linton, Oliver
6
Taylor, Robert
6
Wang, Yazhen
6
Zakoïan, Jean-Michel
6
Bauwens, Luc
5
Bollerslev, Tim
5
Elliott, Robert J.
5
Hafner, Christian M.
5
Jing, Bingyi
5
Lopes, Hedibert Freitas
5
Rodrigues, Paulo M. M.
5
Shephard, Neil G.
5
Simoni, Anna
5
Taylor, Stephen
5
Ardia, David
4
Arnerić, Josip
4
Aït-Sahalia, Yacine
4
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric theory
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
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ECONIS (ZBW)
6
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1
Econometric analysis of volatility component models
Wang, Fangfang
;
Ghysels, Eric
- In:
Econometric theory
31
(
2015
)
2
,
pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
Saved in:
2
Moment-implied densities : properties and applications
Ghysels, Eric
;
Wang, Fangfang
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
Saved in:
3
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
4
The impact of sampling frequency and volatility estimators on change-point tests
Andreou, Alena
;
Ghysels, Eric
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 290-318
Persistent link: https://www.econbiz.de/10002214288
Saved in:
5
Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
Saved in:
6
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
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