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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Cambridge working papers in economics"
~person:"Fan, Jianqing"
~person:"Härdle, Wolfgang"
~subject:"ARCH-Modell"
~subject:"Share price"
~subject:"empirical pricing kernel"
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Volatility
ARCH-Modell
Share price
empirical pricing kernel
Estimation theory
3
Schätztheorie
3
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Theorie
2
Theory
2
Volatilität
2
1985-2005
1
Aggregation
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Anlageverhalten
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Behavioural finance
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Government securities
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Multivariate Analyse
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Multivariate analysis
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Option pricing theory
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Optionspreistheorie
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Staatspapier
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Stochastic process
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Stochastischer Prozess
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Time series analysis
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USA
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United States
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Zeitreihenanalyse
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bootstrap
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confidence band
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kernel smoothing
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Fan, Jianqing
Härdle, Wolfgang
Linton, Oliver
6
Escanciano, Juan Carlos
2
Francq, Christian
2
Hoderlein, Stefan
2
Horváth, Lajos
2
Kapetanios, George
2
Lewbel, Arthur
2
Pesaran, M. Hashem
2
Srisuma, Sorawoot
2
Zakoïan, Jean-Michel
2
Ahlgren, Niklas
1
Andreou, Alena
1
Antell, Jan
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Audrino, Francesco
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Bailey, Natalia
1
Balter, Janine
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Bos, Charles S.
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Bu, Ruijun
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Carrasco, Marine
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1
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1
Cheng, Tingting
1
Christoffersen, Peter F.
1
Conrad, Christian A.
1
Di, Jianing
1
Engle, Robert F.
1
Fan, Yingying
1
Frederiksen, Per
1
Gangopadhyay, Ashis
1
Gao, Jiti
1
Ghysels, Eric
1
Haag, Berthold R.
1
Harvey, Andrew C.
1
Hassler, Uwe
1
Herwartz, Helmut
1
Ikeda, Shin S.
1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cambridge working papers in economics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Journal of econometrics
3
Journal of the American Statistical Association : JASA
2
CORE discussion paper : DP
1
Discussion paper / Center for Economic Research, Tilburg University
1
Finance and stochastics
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
International journal of theoretical and applied finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Nonparametric dynamic modelling
1
SFB 649 discussion paper
1
The econometrics journal
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Uniform confidence bands for pricing kernels
Härdle, Wolfgang
;
Okhrin, Yarema
;
Wang, Weining
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 376-413
Persistent link: https://www.econbiz.de/10011339301
Saved in:
2
Aggregation of nonparametric estimators for volatility matrix
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 321-357
Persistent link: https://www.econbiz.de/10003518410
Saved in:
3
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
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