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~isPartOf:"Econometric theory"
~isPartOf:"Economics Series Working Papers / Department of Economics, Oxford University"
~isPartOf:"Revista Brasileira de Finanças : RBFin"
~person:"Castro, Paula Baião Fisher de"
~person:"Koopman, Siem Jan"
~person:"Medeiros, Marcelo C."
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Volatility
3
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3
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1
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1
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1
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Castro, Paula Baião Fisher de
Koopman, Siem Jan
Medeiros, Marcelo C.
Shephard, Neil
31
Barndorff-Nielsen, Ole E.
14
Sheppard, Kevin
5
Klotzle, Marcelo Cabus
3
Pinto, Antônio Carlos Figueiredo
3
Taylor, Robert
3
Aiube, Fernando Antônio Lucena
2
Barndorff-Nielsen, Ole
2
Cavaliere, Giuseppe
2
Chen, Xiaohong
2
Chib, Siddhartha
2
Harvey, David I.
2
Hounyo, Ulrich
2
Hurvich, Clifford M.
2
Kristensen, Dennis
2
Large, Jeremy
2
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Econometric theory
Economics Series Working Papers / Department of Economics, Oxford University
Revista Brasileira de Finanças : RBFin
Discussion paper / Tinbergen Institute
43
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31
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1
Economic gains of realized
volatility
in the Brazilian stock market
Garcia, Márcio Gomes Pinto
;
Medeiros, Marcelo C.
; …
- In:
Revista Brasileira de Finanças : RBFin
12
(
2014
)
3
,
pp. 319-349
Persistent link: https://www.econbiz.de/10011585234
Saved in:
2
Assessing day-to-day
volatility
: does the trading time matter?
Vicente, José Valentim Machado
;
Araújo, Gustavo Silva
; …
- In:
Revista Brasileira de Finanças : RBFin
12
(
2014
)
1
,
pp. 41-66
Persistent link: https://www.econbiz.de/10010402920
Saved in:
3
Testing the assumptions behind the use of importance sampling
Shephard, Neil
;
Koopman, Siem Jan
-
Department of Economics, Oxford University
-
2002
maximum simulated likelihood analysis of the stochastic
volatility
model. …
Persistent link: https://www.econbiz.de/10010605276
Saved in:
4
Modeling multiple regimes in financial
volatility
with a flexible coefficient GARCH (1,1) model
Medeiros, Marcelo C.
;
Veiga, Alvaro
- In:
Econometric theory
25
(
2009
)
1
,
pp. 117-161
Persistent link: https://www.econbiz.de/10003816219
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