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~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~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
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Volatility
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3
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Allen, David E.
Andersen, Torben
Medeiros, Marcelo C.
Bollerslev, Tim
3
Li, Jia
3
Todorov, Viktor
3
Meddahi, Nour
2
Tauchen, George Eugene
2
Acemoglu, Daron
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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
Working paper / National Bureau of Economic Research, Inc.
14
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
7
Discussion paper / Tinbergen Institute
6
Journal of econometrics
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Handbook of economic forecasting ; Vol. 1
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International journal of forecasting
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International review of economics & finance : IREF
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial economics
1
NBER reporter online
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Quantitative economics : QE ; journal of the Econometric Society
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ECONIS (ZBW)
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Correcting the errors :
volatility
forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
2
Modeling and forecasting realized
volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
2
,
pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
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