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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"CBN journal of applied statistics"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Deutschland"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Volatility
Deutschland
Estimation theory
247
Schätztheorie
247
Theorie
98
Theory
98
Time series analysis
81
Zeitreihenanalyse
81
Nichtparametrisches Verfahren
64
Nonparametric statistics
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Estimation
49
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Härdle, Wolfgang
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Spokojnyj, Vladimir G.
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Breitung, Jörg
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Maneesoonthorn, Worapree
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Martin, Gael M.
2
Yang, Lijian
2
Benkwitz, Alexander
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Candelon, Bertrand
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Chen, Xiangjin B.
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Dankenbring, Henning
1
Forbes, Catherine Scipione
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Frazier, David T.
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Gao, Jiti
1
Grammig, Joachim
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Gómez, Víctor
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Harris, David
1
Herwartz, Helmut
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Jaschke, Stefan R.
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Kew, Hsein
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King, Maxwell L.
1
Li, Degui
1
Lütkepohl, Helmut
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McCabe, Brendon P. M.
1
Mercurio, Danilo
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Moersch, Mathias
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Nautz, Dieter
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Silvapulle, Paramsothy
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Teyssière, Gilles
1
Tschernig, Rolf
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
CBN journal of applied statistics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
28
CREATES research paper
15
Discussion paper
14
SFB 649 discussion paper
13
Discussion paper series / IZA
10
Working paper / National Bureau of Economic Research, Inc.
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Discussion papers of interdisciplinary research project 373
8
Kieler Arbeitspapiere
8
Working papers
7
Discussion paper / Center for Economic Research, Tilburg University
6
Diskussionsbeiträge / 2
6
Documento de trabajo
6
GRIPS discussion papers
6
Working paper
6
Discussion paper / Centre for Economic Policy Research
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Discussion papers / CEPR
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
IES working paper
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
ZEW discussion papers
5
CORE discussion papers : DP
4
Cowles Foundation discussion paper
4
ERID working paper
4
KBI
4
Kiel advanced studies working papers : advanced studies in international economic policy research
4
Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
4
Research paper series / Swiss Finance Institute
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Working papers / Rutgers University, Department of Economics
4
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
3
Arbeitspapier / Institut für Statistik und Ökonometrie
3
Arbeitspapier / Institut für Statistik und Ökonometrie, STATOEK
3
CEMMAP working papers / Centre for Microdata Methods and Practice
3
CESifo working papers
3
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
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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
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
3
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
Saved in:
4
Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
-
2013
Persistent link: https://www.econbiz.de/10010189526
Saved in:
5
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
-
2004
Persistent link: https://www.econbiz.de/10002479501
Saved in:
6
Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian
;
Härdle, Wolfgang
;
Park, Byeong U.
-
2002
Persistent link: https://www.econbiz.de/10001715636
Saved in:
7
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
8
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
9
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
10
Common cycles : a frequency domain approach
Breitung, Jörg
;
Candelon, Bertrand
-
2000
Persistent link: https://www.econbiz.de/10001558560
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