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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Econometrics : open access journal"
~isPartOf:"Handbook of financial time series"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Bootstrap approach"
~type_genre:"Arbeitspapier"
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Volatility
Bootstrap approach
Estimation theory
82
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82
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82
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23
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23
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Spokojnyj, Vladimir G.
3
Härdle, Wolfgang
2
Benkwitz, Alexander
1
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1
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1
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1
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1
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1
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1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Econometrics : open access journal
Handbook of financial time series
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Tinbergen Institute
37
CEMMAP working papers / Centre for Microdata Methods and Practice
33
CREATES research paper
26
Cowles Foundation discussion paper
16
Queen's Economics Department working paper
14
SFB 649 discussion paper
14
Discussion papers of interdisciplinary research project 373
13
Working paper / Department of Econometrics and Business Statistics, Monash University
12
KBI
10
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
Working paper series
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Working paper
8
Working paper / National Bureau of Economic Research, Inc.
8
Working papers
8
Working papers / Rutgers University, Department of Economics
8
Discussion papers / Department of Economics, University of Copenhagen
6
Documento de trabajo
6
Research paper series / Swiss Finance Institute
6
Working paper series / University of Zurich, Department of Economics
6
CESifo working papers
5
Discussion paper / Center for Economic Research, Tilburg University
5
Discussion paper / Centre for Economic Policy Research
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Discussion papers / CEPR
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Discussion papers in economics
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Discussion paper
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Technical working paper / National Bureau of Economic Research
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4
CEA_372Cass working paper series
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ECONIS (ZBW)
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1
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
2
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
3
Empirical likelihood-based inference in linear errors-in-covariables models with validation data
Wang, Qihua
;
Rao, J. N. K.
-
2001
Persistent link: https://www.econbiz.de/10001618715
Saved in:
4
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:
5
Asymptotic properties of robust three stage procedure based on bootstrap for M-estimator
Hlávka, Zdeněk
-
2000
Persistent link: https://www.econbiz.de/10001558564
Saved in:
6
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Wolters, Jürgen
-
1999
Persistent link: https://www.econbiz.de/10001373298
Saved in:
7
Volatility estimates of the short term interest rate with an application to German data
Dankenbring, Henning
-
1998
Persistent link: https://www.econbiz.de/10000997987
Saved in:
8
Modeling the Deutsche Telekom IPO using a new ACD specification : an application of the Burr-ACD model using high frequency Ibis data
Grammig, Joachim
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000992448
Saved in:
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