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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~person:"Ghysels, Eric"
~person:"Gouriéroux, Christian"
~subject:"Risikomanagement"
~subject:"Schätztheorie"
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Corsi, Fulvio
Ghysels, Eric
Gouriéroux, Christian
Andrews, Donald W. K.
21
Newey, Whitney K.
15
Phillips, Peter C. B.
11
Horowitz, Joel
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Imbens, Guido
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Robinson, Peter M.
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Kitamura, Yuichi
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Hirano, Keisuke
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Honoré, Bo E.
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Série des documents de travail / Centre de Recherche en Économie et Statistique
28
Journal of econometrics
16
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
14
Série des documents de travail
11
Econometric theory
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Annales d'économie et de statistique
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
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Cahier / Département de Sciences Économiques, Université de Montréal
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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L' Actualité économique : revue trimest.
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Mélanges économiques : essais en l'honneur de Edmond Malinvaud
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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International economic review
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Working paper series / Department of Economics, University of Missouri-Columbia
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Collection "Economie et statistiques avancées"
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Duration transition and count data models
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Econometric analysis of financial and economic time series ; part a
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Econométrie non linéaire asymptotique
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Essays in honor of Peter C. B. Phillips
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Global COE Hi-Stat discussion paper series
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Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
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Quaderni del Dipartimento di economia politica e statistica
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Research paper series / Swiss Finance Institute
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Special section on small-sample properties of generalized method of moments (GMM)
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Instrumental models and indirect encompassing
Dhaene, Geert
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
3
,
pp. 673-688
Persistent link: https://www.econbiz.de/10001240756
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