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~isPartOf:"International finance discussion papers"
~person:"Allen, David E."
~person:"Andersen, Torben"
~person:"Bloom, Nicholas"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Japan"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
Börsenkurs
Japan
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Monte-Carlo-Simulation
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United States
Analysis of variance
1
Electronic trading
1
Elektronisches Handelssystem
1
Functional Filtering
1
High-Frequency Data
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Inference on Integrated Variance
1
Inference on Jumps
1
Integrated Quarticity
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Robust Neighborhood Truncation Estimator
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Robust statistics
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Robustes Verfahren
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Share price
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Allen, David E.
Andersen, Torben
Bloom, Nicholas
Medeiros, Marcelo C.
Bodenstein, Martin
4
Guerrieri, Luca
3
Chaboud, Alain
2
Dobrev, Dobrislav
2
Hjalmarsson, Erik
2
Howorka, Edward
2
Kohlhagen, Steven W.
2
Leduc, Sylvain
2
Londono, Juan M.
2
Rogers, John H.
2
Scotti, Chiara
2
Wright, Jonathan H.
2
Ahmed, Shaghil
1
Arias, Jonas E.
1
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1
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Fan, Zhenzhen
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International finance discussion papers
Working paper / National Bureau of Economic Research, Inc.
18
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
7
Discussion paper / Tinbergen Institute
6
School of Accounting, Finance and Economics & FEMARC working paper series
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Discussion paper
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Handbook of economic forecasting ; Vol. 1
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The journal of economic perspectives : EP ; a journal of the American Economic Association
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A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2013
Persistent link: https://www.econbiz.de/10009735127
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