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~isPartOf:"Global COE Hi-Stat discussion paper series"
~isPartOf:"IDEI working papers"
~isPartOf:"Working papers / Financial Institutions Center"
~person:"Agénor, Pierre-Richard"
~person:"Andersen, Torben"
~person:"Carriero, Andrea"
~person:"Daníelsson, Jón"
~person:"Liao, Yin"
~person:"McAleer, Michael"
~person:"Meddahi, Nour"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Statistical distribution"
~subject:"Theory"
~type_genre:"Bibliography included"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Search: subject:"Volatility"
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Measurement
Prognoseverfahren
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Theory
Volatility
10
Volatilität
10
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7
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4
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4
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4
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3
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3
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Bibliography included
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8
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8
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8
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Agénor, Pierre-Richard
Andersen, Torben
Carriero, Andrea
Daníelsson, Jón
Liao, Yin
McAleer, Michael
Meddahi, Nour
Diebold, Francis X.
7
Bollerslev, Tim
4
Christoffersen, Peter F.
4
Watanabe, Toshiaki
3
Gonçalves, Sílvia
2
Hounyo, Ulrich
2
Omori, Yasuhiro
2
Villeneuve, Stéphane
2
Yu, Jun
2
Anderson, Torben G.
1
Bonomo, Marco Antonio
1
Corsi, Fulvio
1
Dovonon, Prosper
1
Décamps, Jean-Paul
1
Fulop, Andras
1
Fusari, Nicola
1
Garcia, René
1
Gollier, Christian
1
Ishida, Isao
1
Jacobs, Kris
1
Li, Junye
1
Mariano, Roberto S.
1
Mariotti, Thomas
1
Nakajima, Jouchi
1
Ornthanalai, Chayawat
1
Phillips, Peter C. B.
1
Pirino, Davide
1
Pouget, Sébastien
1
Renò, Roberto
1
Rochet, Jean-Charles
1
Strasser, Georg H.
1
Takahashi, Makoto
1
Tay, Anthony S. A.
1
Todorov, Viktor
1
Tse, Yiu Kuen
1
Tédongap, Roméo
1
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1
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Global COE Hi-Stat discussion paper series
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20
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19
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18
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11
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6
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4
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4
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3
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3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
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3
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2
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2
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1
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ECONIS (ZBW)
8
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1
Bootstrapping pre-averaged realized
volatility
under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2017
Persistent link: https://www.econbiz.de/10011731265
Saved in:
2
Bootstrapping high-frequency jump tests
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Hounyo, Ulrich
; …
-
2017
Persistent link: https://www.econbiz.de/10011731270
Saved in:
3
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10010202343
Saved in:
4
Generalized disappointment aversion, long-run
volatility
risk and asset prices
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
-
2010
Persistent link: https://www.econbiz.de/10008749056
Saved in:
5
Roughing it up : including jump components in the measurement, modeling and forecasting of return
volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003586300
Saved in:
6
Volatility
forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002636128
Saved in:
7
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return
volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Saved in:
8
Parametric and nonparametric
volatility
measurement
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001685965
Saved in:
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