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person:"Corsi, Fulvio"
subject:"Volatilität"
~person:"Edelman, David"
~person:"Härdle, Wolfgang"
~person:"Koopman, Siem Jan"
~subject:"Schätztheorie"
~type_genre:"Book section"
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Volatilität
Schätztheorie
Estimation theory
6
Theorie
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Volatility
3
ARCH model
1
ARCH-Modell
1
Estimation
1
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Evolutionärer Algorithmus
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Corsi, Fulvio
Edelman, David
Härdle, Wolfgang
Koopman, Siem Jan
Baltagi, Badi H.
11
Ullah, Aman
10
Renault, Eric
8
Dufour, Jean-Marie
7
Gouriéroux, Christian
7
Songsak Sriboonchitta
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Judge, George G.
6
Lee, Cheng F.
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6
Maddala, Gangadharrao S.
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Barnett, William A.
5
Gredenhoff, Mikael P.
5
Newey, Whitney K.
5
Stock, James H.
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Sun, Yiguo
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Andersson, Michael K.
4
Arminger, Gerhard
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Bresson, Georges
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Carrasco, Marine
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Edgerton, David L.
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Eitrheim, Øyvind
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Lee, Myoung-jae
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Lee, Tae-hwy
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Locarek-Junge, Hermann
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Račev, Svetlozar T.
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Schneeweiß, Hans
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Su, Liangjun
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A history of market performance : from ancient Babylonia to the modern world
1
Applied quantitative finance
1
Economics essays : a Festschrift for Werner Hildenbrand
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Handbook of financial time series
1
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
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1
Time varying quantile Lasso
Härdle, Wolfgang
;
Wang, Weining
;
Zboňáková, L.
- In:
Applied quantitative finance
,
(pp. 331-353)
.
2017
Persistent link: https://www.econbiz.de/10011794971
Saved in:
2
Analysis of historical time series with messy features : the case of commodity prices in Babylonia
Koopman, Siem Jan
;
Hoogerheide, Lennart
- In:
A history of market performance : from ancient …
,
(pp. 45-67)
.
2015
Persistent link: https://www.econbiz.de/10010406614
Saved in:
3
Parameter estimation and practical aspects of modeling stochastic volatility
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
Handbook of financial time series
,
(pp. 313-344)
.
2009
Persistent link: https://www.econbiz.de/10003833957
Saved in:
4
Estimation of an EGARCH volatility option pricing model using a bacteria foraging optimisation algorithm
Dang, Jing
;
Brabazon, Anthony
;
O'Neill, Michael
; …
- In:
Natural computing in computational finance ; [the …
,
(pp. 109-127)
.
2008
Persistent link: https://www.econbiz.de/10009515172
Saved in:
5
Nonparametric estimation of additive models with homogeneous components
Härdle, Wolfgang
;
Kim, Woocheol
;
Tripathi, Gautam
- In:
Economics essays : a Festschrift for Werner Hildenbrand
,
(pp. 159-179)
.
2001
Persistent link: https://www.econbiz.de/10001597520
Saved in:
6
A new method for volatility estimation with applications in foreign exchange rate series
Bossaerts, Peter L.
- In:
Finanzmarktanalyse und -prognose mit innovativen …
,
(pp. 71-83)
.
1996
Persistent link: https://www.econbiz.de/10001318071
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