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~isPartOf:"Econometric theory"
~person:"Andersen, Torben"
~person:"Christiansen, Charlotte"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"High-Frequency Data"
~subject:"Japan"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
Börsenkurs
High-Frequency Data
Japan
Measurement
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United States
Volatility
2
Volatilität
2
ARCH-Modell
1
Analysis of variance
1
Electronic trading
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Elektronisches Handelssystem
1
Financial economics
1
Functional Filtering
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Inference on Integrated Variance
1
Inference on Jumps
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Integrated Quarticity
1
Kapitalmarkttheorie
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Robust Neighborhood Truncation Estimator
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Robust statistics
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Robustes Verfahren
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Andersen, Torben
Christiansen, Charlotte
Medeiros, Marcelo C.
Hurvich, Clifford M.
2
Taylor, Robert
2
Arteche, Josu
1
Carrasco, Marine
1
Cavaliere, Giuseppe
1
Chen, Xiaohong
1
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1
Deo, Rohit S.
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1
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Econometric theory
Working paper / National Bureau of Economic Research, Inc.
14
CREATES research paper
10
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
7
Journal of econometrics
6
The journal of finance : the journal of the American Finance Association
6
Working paper
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
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Econometric Institute research papers
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Econometric reviews
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Global COE Hi-Stat discussion paper series
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International economic review
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international financial markets, institutions & money
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American Economic Review papers and proceedings
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Department of Economics discussion paper series / University of Oxford
1
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European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
Handbook of economic forecasting ; Vol. 1
1
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International journal of finance & economics : IJFE
1
International journal of forecasting
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International review of financial analysis
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Econometric theory
30
(
2014
)
1
,
pp. 3-59
Persistent link: https://www.econbiz.de/10010399788
Saved in:
2
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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