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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:"International journal of economics and financial issues : IJEFI"
~isPartOf:"KBI"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
149
Schätztheorie
149
Theorie
85
Theory
85
Regression analysis
41
Regressionsanalyse
41
Nichtparametrisches Verfahren
39
Nonparametric statistics
39
Time series analysis
25
Zeitreihenanalyse
25
Robust statistics
24
Robustes Verfahren
24
Estimation
23
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22
Statistical distribution
14
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14
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9
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9
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8
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8
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7
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6
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6
Markov chain
6
Markov-Kette
6
Maximum likelihood estimation
6
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6
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Croux, Christophe
4
Spokojnyj, Vladimir G.
3
Boudt, Kris
2
Gather, Ursula
2
Gelper, Sarah
2
Härdle, Wolfgang
2
Schettlinger, Karen
2
Cornelissen, Jonathan
1
Dankenbring, Henning
1
Grammig, Joachim
1
Herwartz, Helmut
1
Laurent, Sébastien
1
Mercurio, Danilo
1
Teyssière, Gilles
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
International journal of economics and financial issues : IJEFI
KBI
Discussion paper / Tinbergen Institute
27
CREATES research paper
15
SFB 649 discussion paper
8
Documento de trabajo
6
GRIPS discussion papers
6
Working paper / National Bureau of Economic Research, Inc.
6
Working papers
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
Working paper
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
CORE discussion papers : DP
4
Cambridge working papers in economics
4
Discussion papers / CEPR
4
Discussion papers of interdisciplinary research project 373
4
ERID working paper
4
IES working paper
4
Research paper series / Swiss Finance Institute
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Working papers / Rutgers University, Department of Economics
4
CAMA working paper series
3
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Cambridge-INET working papers
3
Cowles Foundation discussion paper
3
Discussion paper
3
Discussion papers in economics
3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
Finmap working paper
3
NCER working paper series
3
Série des documents de travail
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
Working papers / Rodney L. White Center for Financial Research
3
CEA_372Cass working paper series
2
CESifo working papers
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Discussion paper in financial economics : FE
2
Discussion paper series / LSE Financial Markets Group
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ECONIS (ZBW)
9
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date (oldest first)
1
Jump robust daily covariance estimation by disentangling variance and correlation components
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989131
Saved in:
2
Regression-based, regression-free and model-free approaches for robust online scale estimation
Schettlinger, Karen
;
Gelper, Sarah
;
Gather, Ursula
; …
-
2008
Persistent link: https://www.econbiz.de/10003977730
Saved in:
3
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
-
2008
Persistent link: https://www.econbiz.de/10003977900
Saved in:
4
Robust online scale estimation in time series : a regression-free approach
Gelper, Sarah
;
Schettlinger, Karen
;
Croux, Christophe
; …
-
2007
Persistent link: https://www.econbiz.de/10003623661
Saved in:
5
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
6
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
7
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:
8
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:
9
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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