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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"hun"
~person:"Blundell, Richard W."
~person:"Xiu, Dacheng"
~subject:"EU-Staaten"
~subject:"Supply chain"
~subject:"United Kingdom"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Konferenzschrift"
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EU-Staaten
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Volatilität
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Blundell, Richard W.
Xiu, Dacheng
Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
12
Andersen, Torben
11
McAleer, Michael
9
Meddahi, Nour
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
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6
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Kim, Donggyu
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Asai, Manabu
5
Gallant, A. Ronald
5
Gouriéroux, Christian
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Hallin, Marc
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Li, Yingying
5
Linton, Oliver
5
Park, Joon Y.
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Rahbek, Anders
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Taylor, Robert
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Zhou, Hao
5
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4
Boswijk, Herman Peter
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Francq, Christian
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Jasiak, Joann
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Maheu, John M.
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3
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3
Carriero, Andrea
3
Chang, Chia-Lin
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Journal of econometrics
IFS working paper
27
Discussion paper series / IZA
11
Working paper / National Bureau of Economic Research, Inc.
11
Fiscal studies : the journal of the Institute for Fiscal Studies
9
Discussion paper / Centre for Economic Policy Research
8
The economic journal : the journal of the Royal Economic Society
8
IFS working paper series
7
Discussion paper series / UCL Economics
5
The American economic review
5
The review of economic studies
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
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3
Economica
3
Journal of the European Economic Association
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Cowles Foundation discussion paper
2
Journal of applied econometrics
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Journal of public economics
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Oxford review of economic policy
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Cahier / Départment de Sciences Économiques, Université de Montréal
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Discussion paper series / School of Economics and Finance, the University of Hong Kong
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Discussion paper series / University of Essex, Department of Economics
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Discussion papers / Wissenschaftszentrum Berlin für Sozialforschung, Abteilung Wettbewerbsfähigkeit und Industrieller Wandel ; Abteilung Marktprozesse und Steuerung ; Arbeitsgruppe Institutionen, Staaten, Märkte ; Abteilung Wettbewerb und Innovation ; Abteilung Verhalten auf Märkten; Forschungsprofessur The Future of Fiscal Federalism ; Forschungs-Gruppe Wettbewerb und Innovation : Schwerpunkt II Märkte und Politik
1
Finance and economics discussion series
1
IDEI working papers
1
International economic review
1
International tax and public finance
1
Journal of human resources : JHR
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Journal of labor economics
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Journal of labor economics : JOLE
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ECONIS (ZBW)
9
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1
High-frequency factor models and regressions
Aït-Sahalia, Yacine
;
Kalnina, Ilze
;
Xiu, Dacheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 86-105
Persistent link: https://www.econbiz.de/10012439640
Saved in:
2
A Hausman test for the presence of market microstructure noise in high frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
211
(
2019
)
1
,
pp. 176-205
Persistent link: https://www.econbiz.de/10012303614
Saved in:
3
Resolution of policy uncertainty and sudden declines in volatility
Amengual, Dante
;
Xiu, Dacheng
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011974676
Saved in:
4
Using principal component analysis to estimate a high dimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10011920525
Saved in:
5
Increased correlation among asset classes : Are volatility or jumps to blame, or both?
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 205-219
Persistent link: https://www.econbiz.de/10011705106
Saved in:
6
A tale of two option markets : pricing kernels and volatility risk
Song, Zhaogang
;
Xiu, Dacheng
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 176-196
Persistent link: https://www.econbiz.de/10011591632
Saved in:
7
Hermite polynomial based expansion of European option prices
Xiu, Dacheng
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10010372651
Saved in:
8
Quasi-maximum likelihood estimation of volatility with high frequency data
Xiu, Dacheng
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 235-250
Persistent link: https://www.econbiz.de/10008839925
Saved in:
9
Investment and Tobin's Q : evidence from company panel data
Blundell, Richard W.
(
contributor
)
- In:
Journal of econometrics
51
(
1992
)
1
,
pp. 233-257
Persistent link: https://www.econbiz.de/10001118266
Saved in:
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