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~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of econometrics"
~person:"Bollerslev, Tim"
~person:"Kim, Donggyu"
~person:"Klein, Lawrence Robert"
~subject:"Schätztheorie"
~subject:"United States"
~subject:"Volatility"
~subject:"Volatilität"
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Schätztheorie
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Volatilität
Estimation
14
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14
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9
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9
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8
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Bollerslev, Tim
Kim, Donggyu
Klein, Lawrence Robert
Todorov, Viktor
14
Slottje, Daniel Jonathan
8
Tauchen, George Eugene
8
Gao, Jiti
6
Li, Jia
6
Linton, Oliver
6
Park, Joon Y.
6
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4
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4
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Koop, Gary
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Lu, Xun
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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China economic review : an international journal
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
6
Finance and economics discussion series
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of financial economics
5
CFS working paper series
4
CREATES research paper
4
NBER Working Paper
4
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3
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2
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2
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1
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1
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1
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1
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Discussion paper series / School of Economics and Finance, the University of Hong Kong
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Econometric analysis of financial and economic time series ; part B
1
Econometrics : open access journal
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Economic & financial modelling : a journal of the European Economics and Financial Centre
1
Economic Research Initiatives at Duke (ERID) Working Paper
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1
Infrastructure and
productivity
: an extension to private infrastructure and it
productivity
Duggal, Vijaya G.
;
Saltzman, Cynthia
;
Klein, Lawrence Robert
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 485-502
Persistent link: https://www.econbiz.de/10003569888
Saved in:
2
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
3
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
4
Time-varying jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
Saved in:
5
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
6
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
7
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
8
Structured volatility matrix
estimation
for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
9
High-dimensional multivariate realized volatility
estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
10
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
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