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~person:"Li, Degui"
~person:"Renò, Roberto"
~subject:"Approximate factor model"
~subject:"Volatility"
~type:"article"
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Approximate factor model
Volatility
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
Estimation theory
16
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16
Volatilität
7
Regression analysis
6
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6
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2001-2007
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Li, Degui
Renò, Roberto
Gupta, Rangan
18
Balcilar, Mehmet
14
Todorov, Viktor
8
Wohar, Mark E.
7
Bollerslev, Tim
5
Li, Jia
5
Linton, Oliver
5
Zu, Yang
5
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4
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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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3
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3
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3
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3
Phillips, Peter C. B.
3
Pierdzioch, Christian
3
Podolskij, Mark
3
Sanfelici, Simona
3
Shahbaz, Muhammad
3
Suleman, Tahir
3
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2
Ausín, M. Concepción
2
Bandi, Federico M.
2
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2
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2
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Econometric theory
2
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2
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1
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1
International journal of theoretical and applied finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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The drift burst hypothesis
Christensen, Kim
;
Oomen, Roel
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 461-497
Persistent link: https://www.econbiz.de/10013442150
Saved in:
2
Nonparametric estimation of large covariance matrices with conditional sparsity
Wang, Hanchao
;
Peng, Bin
;
Li, Degui
;
Leng, Chenlei
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 53-72
Persistent link: https://www.econbiz.de/10012619958
Saved in:
3
Nonparametric stochastic volatility
Bandi, Federico M.
;
Renò, Roberto
- In:
Econometric theory
34
(
2018
)
6
,
pp. 1207-1255
Persistent link: https://www.econbiz.de/10012038046
Saved in:
4
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Saved in:
5
Spot volatility estimation using delta sequences
Mancini, Cecilia
;
Mattiussi, Vanessa
;
Renò, Roberto
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 261-293
Persistent link: https://www.econbiz.de/10011417938
Saved in:
6
Electricity prices : a nonparametric approach
Pirino, Davide
;
Renò, Roberto
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 285-299
Persistent link: https://www.econbiz.de/10008860393
Saved in:
7
Nonparametric estimation of the diffusion coefficient of stochastic volatility models
Renò, Roberto
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1174-1206
Persistent link: https://www.econbiz.de/10003748738
Saved in:
8
Nonparametric estimation of stochastic volatility models
Renò, Roberto
- In:
Economics letters
90
(
2006
)
3
,
pp. 390-395
Persistent link: https://www.econbiz.de/10003295287
Saved in:
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