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Schätzung
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Gil-Alaña, Luis A.
181
Caporale, Guglielmo Maria
169
McAleer, Michael
63
Koopman, Siem Jan
55
Pesaran, M. Hashem
54
Gupta, Rangan
52
Zaremba, Adam
46
Härdle, Wolfgang
41
Kapetanios, George
34
Todorov, Viktor
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33
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31
Herwartz, Helmut
31
Koop, Gary
30
Timmermann, Allan
30
Chang, Tsangyao
29
Gao, Jiti
29
Gil-Alana, Luis A.
29
Hautsch, Nikolaus
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Ghysels, Eric
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Chan, Joshua
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Marcellino, Massimiliano
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Franses, Philip Hans
25
Tiwari, Aviral Kumar
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Lucas, André
24
Sibbertsen, Philipp
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Asai, Manabu
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Caporin, Massimiliano
21
Kunst, Robert M.
21
Lütkepohl, Helmut
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Guidolin, Massimo
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Moosa, Imad A.
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Swanson, Norman R.
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Watson, Mark W.
20
Huber, Florian
19
Mumtaz, Haroon
19
Prokopczuk, Marcel
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Österholm, Pär
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Bali, Turan G.
18
Lux, Thomas
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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Eric Cuvillier <Firma>
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Federal Reserve Bank of St. Louis
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Gottfried Wilhelm Leibniz Universität Hannover
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Queen Mary College / Department of Economics
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Umeå universitet
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Centre for Economic Policy Research
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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University of Hong Kong / School of Economics and Finance
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Journal of econometrics
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Applied economics
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Economic modelling
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of empirical finance
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Applied economics letters
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Journal of banking & finance
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Economics letters
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Journal of financial economics
93
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91
Discussion paper / Tinbergen Institute
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Finance research letters
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CESifo working papers
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International journal of forecasting
83
International review of economics & finance : IREF
82
Energy economics
78
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
73
Working paper / National Bureau of Economic Research, Inc.
72
International review of financial analysis
68
NBER working paper series
65
The North American journal of economics and finance : a journal of financial economics studies
63
Econometric reviews
62
Journal of international money and finance
57
NBER Working Paper
57
Applied financial economics
56
Journal of forecasting
56
Journal of applied econometrics
52
The journal of futures markets
52
Journal of economic dynamics & control
50
Journal of international financial markets, institutions & money
48
Discussion paper / Centre for Economic Policy Research
44
The journal of finance : the journal of the American Finance Association
44
Journal of risk and financial management : JRFM
41
Pacific-Basin finance journal
41
International journal of finance & economics : IJFE
40
Research in international business and finance
39
Research paper series / Swiss Finance Institute
38
CAMA working paper series
37
SFB 649 discussion paper
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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RePEc
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USB Cologne (business full texts)
1
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1
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
2
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
Saved in:
3
Detection of mispricing in the Black-Scholes PDE using the derivative-free nonlinear Kalman Filter
Rigatos, G.
;
Zervos, N.
- In:
Computational economics
50
(
2017
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011762181
Saved in:
4
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
5
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
6
A multivariate stochastic volatility model with applications in the foreign exchange market
Escobar, Marcos
;
Gschnaidtner, Christoph
- In:
Review of derivatives research
21
(
2018
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10012055729
Saved in:
7
Estimation of a longitudinal multivariate stochastic volatility model for the analysis of intra-day electricity prices
Smith, Michael S.
(
contributor
);
Cottet, Remy
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003301799
Saved in:
8
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
9
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
-
2011
Persistent link: https://www.econbiz.de/10009720703
Saved in:
10
Multivariate stochastic volatility estimation with sparse grid integration
Esen, Halil Erturk
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011543122
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