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Golosnoy, Vasyl's
Scholarly Papers
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Total Downloads
334 |
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1.
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Golosnoy, Vasyl University of Kiel Gribisch, Bastian University of Cologne Liesenfeld, Roman University of Cologne, Department of Economics
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13 Jun 10
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Last Revised:
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07 Dec 11
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132
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Component volatility models, Covariance matrix, Mixed data sampling, Observation-driven models, Realized volatility
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Golosnoy, Vasyl University of Kiel Okhrin, Iryna affiliation not provided to SSRN Schmid, Wolfgang Europa-Universitaet Viadrina
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Control charts, Integrated volatility, Jumps, Realized volatility, State space model
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Golosnoy, Vasyl University of Kiel Gribisch, Bastian University of Cologne Liesenfeld, Roman University of Cologne, Department of Economics
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Conditional autoregressive Wishart model, Impulse Response Analysis, Observation-driven models, Realized covariance matrix
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4.
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Golosnoy, Vasyl University of Kiel Liesenfeld, Roman University of Cologne, Department of Economics
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estimation risk, feasible estimators, interval information, mean square error, shrinkage estimator
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