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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Di, Jianing"
~person:"Taniai, Hiroyuki"
~person:"Trojani, Fabio"
~subject:"Nonparametric statistics"
~subject:"Schätztheorie"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Nonparametric statistics
Schätztheorie
ARCH model
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ARCH-Modell
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2
Nichtparametrisches Verfahren
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Di, Jianing
Taniai, Hiroyuki
Trojani, Fabio
Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Audrino, Francesco
1
Barunik, Jozef
1
Caldeira, João F.
1
Chen, Yi-ting
1
Christoffersen, Peter F.
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Conrad, Christian A.
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Engle, Robert F.
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Gangopadhyay, Ashis
1
Haag, Berthold R.
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Mancini, Loriano
1
Moura, Guilherme Valle
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Nogales, Francisco J.
1
Pelletier, Denis
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Santos, André A. P.
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Suto, Nobuyuki
1
Taniguchi, Masanobu
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Usami, Takashi
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
Working papers on finance
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Research paper series / Swiss Finance Institute
1
The econometrics journal
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University of St.Gallen, Department of Economics, Discussion Paper
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ECONIS (ZBW)
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One-step semiparametric estimation of the GARCH model
Di, Jianing
;
Gangopadhyay, Ashis
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10010351543
Saved in:
2
Asymptotics of realized volatility with non-Gaussian ARCH(∞) Microstructure noise
Taniai, Hiroyuki
;
Usami, Takashi
;
Suto, Nobuyuki
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 617-636
Persistent link: https://www.econbiz.de/10009671895
Saved in:
3
Robust value at risk prediction
Mancini, Loriano
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 281-313
Persistent link: https://www.econbiz.de/10009125125
Saved in:
4
Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 591-623
Persistent link: https://www.econbiz.de/10003570734
Saved in:
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