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~person:"Martin, Gael M."
~person:"Meddahi, Nour"
~person:"Medeiros, Marcelo C."
~subject:"Measurement"
~subject:"Theorie"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Search: subject:"Volatility"
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Measurement
Theorie
Volatilität
58
Volatility
55
Theory
26
Prognoseverfahren
23
Forecasting model
21
Stochastic process
17
Stochastischer Prozess
17
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16
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15
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15
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15
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15
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14
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12
Bayes-Statistik
11
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11
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11
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9
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9
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9
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9
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8
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8
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8
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8
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ARCH-Modell
5
Bayesian Markov chain Monte Carlo
5
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5
Market microstructure
5
Marktmikrostruktur
5
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5
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5
realized volatility
5
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26
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26
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Working Paper
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26
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25
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25
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18
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18
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1
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1
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English
26
Author
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Martin, Gael M.
Meddahi, Nour
Medeiros, Marcelo C.
Diebold, Francis X.
35
Koopman, Siem Jan
34
Bollerslev, Tim
30
Lux, Thomas
30
McAleer, Michael
28
Andersen, Torben
27
Härdle, Wolfgang
25
Merkl, Christian
20
Bos, Charles S.
18
Lucas, André
18
Chiarella, Carl
17
Fernández-Villaverde, Jesús
17
Hautsch, Nikolaus
17
Pierdzioch, Christian
15
Mittnik, Stefan
14
Agénor, Pierre-Richard
13
Aizenman, Joshua
13
Christensen, Bent Jesper
13
Hafner, Christian M.
13
Mumtaz, Haroon
13
Carriero, Andrea
12
Clark, Todd E.
12
Clements, Adam
12
Herwartz, Helmut
12
Lütkepohl, Helmut
12
Marcellino, Massimiliano
12
Rubio-Ramírez, Juan Francisco
12
Asai, Manabu
11
Gonçalves, Sílvia
11
Guerrón-Quintana, Pablo A.
11
Rose, Andrew
11
Bertola, Giuseppe
10
Caballero, Ricardo J.
10
Christoffersen, Peter F.
10
Nielsen, Morten Ørregaard
10
Platen, Eckhard
10
Schlag, Christian
10
Swanson, Norman R.
10
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Center for Economic Research <Tilburg>
1
Université de Montréal / Département de sciences économiques
1
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Working paper / Department of Econometrics and Business Statistics, Monash University
10
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
CREATES research paper
2
Cahier / Département de Sciences Économiques, Université de Montréal
2
IDEI working papers
2
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2
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2
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1
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ECONIS (ZBW)
26
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1
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
2
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
3
Inference on self-exciting jumps in prices and
volatility
using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
4
Bootstrapping pre-averaged realized
volatility
under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2017
Persistent link: https://www.econbiz.de/10012265896
Saved in:
5
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:
6
Construction and visualization of optimal confidence sets for frequentist distributional forecasts
Harris, David
;
Martin, Gael M.
;
Perera, Indeewara
; …
-
2017
Persistent link: https://www.econbiz.de/10011782085
Saved in:
7
Inference on self-exciting jumps in prices and
volatility
using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
Saved in:
8
Optimal probabilistic forecasts : when do they work?
Martin, Gael M.
;
Loiza-Maya, Ruben
;
Frazier, David T.
; …
-
2020
Persistent link: https://www.econbiz.de/10012610795
Saved in:
9
Bootstrapping pre-averaged realized
volatility
under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2016
Persistent link: https://www.econbiz.de/10011479764
Saved in:
10
Inference on self-exciting jumps in prices and
volatility
using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2013
Persistent link: https://www.econbiz.de/10010245443
Saved in:
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