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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"
~subject:"Lag model"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Estimation theory"
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Volatility
Lag model
Estimation theory
82
Schätztheorie
82
Theorie
82
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82
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
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17
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17
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11
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Graue Literatur
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Küchler, Uwe
4
Spokojnyj, Vladimir G.
3
Härdle, Wolfgang
2
Vasiliev, Vjatscheslav A.
2
Dankenbring, Henning
1
Grammig, Joachim
1
Guščin, Aleksandr A.
1
Herwartz, Helmut
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
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
CAMA working paper series
5
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 paper
4
Discussion papers / CEPR
4
Discussion papers of interdisciplinary research project 373
4
ERID working paper
4
IES working paper
4
KBI
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
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Cambridge-INET working papers
3
Cowles Foundation 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
Working papers / TSE : WP
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
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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
On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations
Küchler, Uwe
;
Vasiliev, Vjatscheslav A.
-
2001
Persistent link: https://www.econbiz.de/10001584012
Saved in:
3
On parametric statistical models for stationary solutions of affine stochastic delay differential equations
Guščin, Aleksandr A.
;
Küchler, Uwe
-
2001
Persistent link: https://www.econbiz.de/10001659921
Saved in:
4
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
5
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:
6
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:
7
On sequential parameter estimation for some linear stochastic diffential equations with time delay
Küchler, Uwe
;
Vasiliev, Vjatscheslav A.
-
1998
Persistent link: https://www.econbiz.de/10000998119
Saved in:
8
Delay estimation for some stationary diffusion-type processes
Küchler, Uwe
;
Kutoyants, Yu. A.
-
1998
Persistent link: https://www.econbiz.de/10000992277
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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