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~person:"Bandi, Federico M."
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5
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Bandi, Federico M.
Elrod, J. C.
31
Russell, Jeffrey R.
20
Raunikar, Robert
15
Engle, Robert F.
10
Purcell, Joseph C.
10
Ford, K. E.
9
Purcell, J. C.
9
Russell, J. R.
7
Amick, R. J.
3
Allison, J. R.
2
Bandi, F. M.
2
Goodwin, J. D.
2
Morrical, D. G.
2
Tsay, Ruey S.
2
Yang, Chen
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Bai, Xuezheng
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Bollerslev, Tim
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McCullough, M. E.
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ECONIS (ZBW)
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1
Realized volatility forecasting and option pricing
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10003783782
Saved in:
2
Volatility
Bandi, Federico M.
;
Russell, Jeffrey R.
- In:
Financial engineering
,
(pp. 183-222)
.
2008
Persistent link: https://www.econbiz.de/10003567122
Saved in:
3
Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations
Bandi, Federico M.
;
Russell, Jeffrey R.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 145-159
Persistent link: https://www.econbiz.de/10009242529
Saved in:
4
Realized volatility forecasting in the presence of time-varying noise
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
3
,
pp. 331-345
Persistent link: https://www.econbiz.de/10009785979
Saved in:
5
Using high-frequency data in dynamic portfolio choice
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Zhu, Yinghua
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 163-198
Persistent link: https://www.econbiz.de/10003761222
Saved in:
6
Separating microstructure noise from volatility
Bandi, Federico M.
;
Russell, Jeffrey R.
- In:
Journal of financial economics
79
(
2006
)
3
,
pp. 655-692
Persistent link: https://www.econbiz.de/10003289304
Saved in:
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