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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:"Härdle, Wolfgang"
~person:"Ikeda, Shin S."
~subject:"ARCH-Modell"
~subject:"Share price"
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Volatility
ARCH-Modell
Share price
Estimation theory
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Schätztheorie
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Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Time series analysis
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Volatilität
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Zeitreihenanalyse
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bootstrap
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empirical pricing kernel
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high frequency data
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kernel smoothing
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Härdle, Wolfgang
Ikeda, Shin S.
Linton, Oliver
6
Escanciano, Juan Carlos
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Francq, Christian
2
Hoderlein, Stefan
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Horváth, Lajos
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Kapetanios, George
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Lewbel, Arthur
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Pesaran, M. Hashem
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Srisuma, Sorawoot
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Zakoïan, Jean-Michel
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Andreou, Alena
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Bu, Ruijun
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Di, Jianing
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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
2
CORE discussion paper : DP
1
Discussion paper / Center for Economic Research, Tilburg University
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Finance and stochastics
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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International journal of theoretical and applied finance
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Nonparametric dynamic modelling
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SFB 649 discussion paper
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The econometrics journal
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Two-scale realized kernels : a univariate case
Ikeda, Shin S.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 126-165
Persistent link: https://www.econbiz.de/10010519659
Saved in:
2
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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