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~isPartOf:"Cowles Foundation discussion paper"
~language:"eng"
~person:"Arvanitis, Stelios"
~person:"Chong, Carsten"
~person:"Giraitis, Liudas"
~person:"Kardaras, Constantinos"
~person:"Leitner, Johannes"
~person:"Tauchen, George Eugene"
~subject:"Estimation theory"
~subject:"Kapitalmarkttheorie"
~subject:"Theory"
~subject:"high-frequency data"
~type_genre:"Graue Literatur"
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Estimation theory
Kapitalmarkttheorie
Theory
high-frequency data
Correlation
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Heteroscedasticity
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Heteroskedastizität
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Korrelation
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Martingal
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Arvanitis, Stelios
Chong, Carsten
Giraitis, Liudas
Kardaras, Constantinos
Leitner, Johannes
Tauchen, George Eugene
Phillips, Peter C. B.
6
Cheng, Xu
1
Comte, Fabienne
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Dalla, Violetta
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Jin, Sainan
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Li, Yufei
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Liang, Hanying
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Lieberman, Offer
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Qiying, Wang
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Cowles Foundation discussion paper
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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ECONIS (ZBW)
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Robust inference on correlation under general heterogeneity
Giraitis, Liudas
;
Li, Yufei
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10014235297
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Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
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