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person:"Bollerslev, Tim"
subject:"Volatility"
~person:"Croux, Christophe"
~subject:"Estimation theory"
~subject:"Estimation"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Volatility
Estimation theory
Estimation
Schätztheorie
55
Robust statistics
19
Robustes Verfahren
19
Time series analysis
18
Zeitreihenanalyse
18
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14
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Bollerslev, Tim
Croux, Christophe
Phillips, Peter C. B.
189
Härdle, Wolfgang
132
Linton, Oliver
122
Gao, Jiti
114
Pesaran, M. Hashem
114
Newey, Whitney K.
96
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89
McAleer, Michael
89
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84
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79
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77
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76
Lütkepohl, Helmut
74
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68
Lee, Lung-fei
68
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67
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67
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64
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63
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62
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61
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61
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60
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59
Nielsen, Morten Ørregaard
59
Sentana, Enrique
59
Wooldridge, Jeffrey M.
59
Johansen, Søren
55
White, Halbert
55
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54
Su, Liangjun
53
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52
Tsionas, Efthymios G.
52
Ullah, Aman
51
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50
Koopman, Siem Jan
50
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50
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49
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48
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48
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24
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5
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ECONIS (ZBW)
55
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1
Sparse regression for large data sets with outliers
Bottmer, Lea
;
Croux, Christophe
;
Wilms, Ines
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 782-794
Persistent link: https://www.econbiz.de/10013259938
Saved in:
2
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
3
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
4
Robust estimation of linear state space models
Crevits, Ruben
;
Croux, Christophe
-
2017
Persistent link: https://www.econbiz.de/10011799036
Saved in:
5
Commodity dynamics : a sparse multi-class approach
Barbaglia, L.
;
Wilms, I.
;
Croux, Christophe
-
2016
Persistent link: https://www.econbiz.de/10011658741
Saved in:
6
Multi-class vector autoregressive models for multi-store sales data
Wilms, I.
;
Barbaglia, L.
;
Croux, Christophe
-
2016
Persistent link: https://www.econbiz.de/10011658937
Saved in:
7
An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011658494
Saved in:
8
Real or nominal variables, does it matter for the impulse response?
Reusens, Peter
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011290632
Saved in:
9
Sparse partial robust M regression
Hoffmann, Irene
;
Serneels, Sven
;
Filzmoser, Peter
; …
-
2015
Persistent link: https://www.econbiz.de/10011290635
Saved in:
10
Robust and sparse estimation of the inverse covariance matrix using rank correlation measures
Croux, Christophe
;
Öllerer, Viktoria
-
2015
Persistent link: https://www.econbiz.de/10011290636
Saved in:
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