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subject:"Volatility"
~isPartOf:"Journal of econometrics"
~isPartOf:"NBER Working Paper"
~person:"Patton, Andrew J."
~subject:"Großbritannien"
~subject:"Prognoseverfahren"
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Volatility
Großbritannien
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Patton, Andrew J.
Todorov, Viktor
14
Bollerslev, Tim
12
Diebold, Francis X.
7
Tauchen, George Eugene
7
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6
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Journal of econometrics
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From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
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2
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
3
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
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