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subject:"Volatility"
~person:"Fan, Yingying"
~subject:"Statistische Verteilung"
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Search: subject_exact:"Estimation theory"
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Volatility
Statistische Verteilung
Estimation theory
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1985-2005
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Fan, Yingying
Koopman, Siem Jan
23
Phillips, Peter C. B.
23
Todorov, Viktor
19
Li, Jia
18
Einmahl, John H. J.
17
Härdle, Wolfgang
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Kumar, Dilip
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Linton, Oliver
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Li, Yingying
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Teräsvirta, Timo
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Maheswaran, S.
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McAleer, Michael
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Tauchen, George Eugene
14
Brandt, Michael W.
13
Lucas, André
13
Diebold, Francis X.
12
Hafner, Christian M.
12
Kim, Donggyu
12
Fan, Jianqing
11
Linton, Oliver B.
11
Mancino, Maria Elvira
11
Swanson, Norman R.
11
Wu, Ximing
11
Andersen, Torben
10
Bandi, Federico M.
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Liu, Zhi
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Sentana, Enrique
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Silvennoinen, Annastiina
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Carnero, M. Angeles
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Francq, Christian
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Mykland, Per A.
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Rodriguez, Gabriel
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Spokojnyj, Vladimir G.
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Alizadeh, Sassan
8
Gouriéroux, Christian
8
Harvey, Andrew C.
8
Hurvich, Clifford M.
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8
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the American Statistical Association : JASA
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Dynamic integration of time- and state-domain methods for volatility estimation
Fan, Jianqing
;
Fan, Yingying
;
Jiang, Jiancheng
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
478
,
pp. 619-631
Persistent link: https://www.econbiz.de/10003490437
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2
Aggregation of nonparametric estimators for volatility matrix
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 321-357
Persistent link: https://www.econbiz.de/10003518410
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