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subject:"Wechselkurs"
~person:"Bollerslev, Tim"
~subject:"Capital income"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Wechselkurs
Capital income
Statistical distribution
Estimation theory
27
Schätztheorie
27
Theorie
12
Theory
12
Time series analysis
12
Zeitreihenanalyse
12
Volatility
7
Volatilität
7
Estimation
5
Schätzung
5
ARCH model
4
ARCH-Modell
4
Kapitaleinkommen
4
Autocorrelation
3
Autokorrelation
3
Börsenkurs
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Commodity exchange
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Exchange rate
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Forecasting model
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High-frequency data
3
Market microstructure
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Marktmikrostruktur
3
Metal market
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Metallmarkt
3
Nichtparametrisches Verfahren
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Nonparametric statistics
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Prognoseverfahren
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Share price
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Warenbörse
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CAPM
2
Devisenmarkt
2
Foreign exchange market
2
Microstructure noise
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Noise trading
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Bollerslev, Tim
Diebold, Francis X.
25
Phillips, Peter C. B.
21
Brandt, Michael W.
20
Linton, Oliver
19
Einmahl, John H. J.
16
Härdle, Wolfgang
12
Wu, Ximing
11
Kumar, Dilip
10
Maheswaran, S.
10
McAleer, Michael
10
White, Halbert
10
Bandi, Federico M.
9
Harvey, Andrew C.
9
Koopman, Siem Jan
9
Lucas, André
9
Tauchen, George Eugene
9
Todorov, Viktor
9
Alizadeh, Sassan
8
Dufour, Jean-Marie
8
Gao, Jiti
8
Nadarajah, Saralees
8
Paolella, Marc S.
8
Peng, Liang
8
Sentana, Enrique
8
Stambaugh, Robert F.
8
Vries, Casper G. de
8
Amengual, Dante
7
Cheung, Yin-Wong
7
Crump, Richard K.
7
Daouia, Abdelaati
7
Guirguis, Michel
7
Li, Jia
7
Luger, Richard
7
Okhrin, Yarema
7
Perote, Javier
7
Pittis, Nikitas
7
Racine, Jeffrey
7
Segers, Johan
7
Stupfler, Gilles
7
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Journal of econometrics
2
Econometric reviews
1
International finance discussion papers
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
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The review of economics and statistics
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ECONIS (ZBW)
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1
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
2
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
3
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
4
High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.
;
Bollerslev, Tim
-
1999
Persistent link: https://www.econbiz.de/10001433207
Saved in:
5
High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
Saved in:
6
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
7
Intra-day and inter-market volatility in foreign exchange rates
Baillie, Richard
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 565-585
Persistent link: https://www.econbiz.de/10001114302
Saved in:
8
Modelling the persistence of conditional variances
Engle, Robert F.
- In:
Econometric reviews
5
(
1986
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10001016525
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