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person:"Corsi, Fulvio"
subject:"Volatilität"
~person:"Härdle, Wolfgang"
~person:"Li, Yingying"
~subject:"Nichtparametrisches Verfahren"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Volatilität
Nichtparametrisches Verfahren
Volatility
Estimation theory
179
Schätztheorie
179
Theorie
73
Theory
73
Regression analysis
48
Regressionsanalyse
48
Nonparametric statistics
43
Time series analysis
29
Zeitreihenanalyse
29
Estimation
24
Schätzung
24
Market microstructure
18
Marktmikrostruktur
18
Capital income
11
Correlation
11
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11
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11
Multivariate Analyse
11
Multivariate analysis
11
Bootstrap approach
9
Bootstrap-Verfahren
9
Deutschland
9
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9
Noise Trading
9
Noise trading
9
Option pricing theory
9
Optionspreistheorie
9
Analysis of variance
8
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8
Stochastic process
8
Stochastischer Prozess
8
Varianzanalyse
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Free
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42
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42
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English
70
Author
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Corsi, Fulvio
Härdle, Wolfgang
Li, Yingying
Linton, Oliver
86
Gao, Jiti
74
Chen, Xiaohong
65
Li, Qi
40
Newey, Whitney K.
40
Cai, Zongwu
37
Otsu, Taisuke
36
Phillips, Peter C. B.
35
Hoderlein, Stefan
34
Horowitz, Joel
34
Florens, Jean-Pierre
33
Li, Degui
33
Simar, Léopold
33
Su, Liangjun
32
Racine, Jeffrey
30
Ichimura, Hidehiko
27
Lewbel, Arthur
27
Kristensen, Dennis
26
Mammen, Enno
26
Escanciano, Juan Carlos
24
Van Keilegom, Ingrid
24
Dette, Holger
23
Sun, Yiguo
23
Ullah, Aman
23
Henderson, Daniel J.
22
Lee, Sokbae
22
Linton, Oliver B.
22
Parmeter, Christopher F.
22
Breunig, Christoph
21
Chernozhukov, Victor
21
Koopman, Siem Jan
21
Robinson, Peter M.
21
Hu, Yingyao
20
Kumbhakar, Subal
20
Rothe, Christoph
20
Feng, Yuanhua
19
Klein, Roger W.
19
Todorov, Viktor
19
White, Halbert
19
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
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SFB 649 discussion paper
16
Discussion papers of interdisciplinary research project 373
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Journal of econometrics
6
CORE discussion paper : DP
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
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1
Discussion paper / Center for Economic Research, Tilburg University
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics papers
1
Economics essays : a Festschrift for Werner Hildenbrand
1
Finance and stochastics
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Global COE Hi-Stat discussion paper series
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
Nonparametric dynamic modelling
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Quaderni del Dipartimento di economia politica e statistica
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ECONIS (ZBW)
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61
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:
62
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
;
Hafner, Christian M.
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10001486714
Saved in:
63
Nonparametric autoregression with multiplicative volatility and additive mean
Yang, Lijian
;
Härdle, Wolfgang
;
Nielsen, Jens Perch
-
1998
Persistent link: https://www.econbiz.de/10000168636
Saved in:
64
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
-
1997
Persistent link: https://www.econbiz.de/10000971105
Saved in:
65
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Saved in:
66
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
Saved in:
67
Nonparametric approaches to generalized linear models
Härdle, Wolfgang
-
1992
Persistent link: https://www.econbiz.de/10000843928
Saved in:
68
Robust locally adaptive nonparametric regression
Härdle, Wolfgang
;
Cybakov, Aleksandr B.
-
1990
Persistent link: https://www.econbiz.de/10000793285
Saved in:
69
Bootstrap simultaneous error bars for nonparametric regression
Härdle, Wolfgang
;
Marron, James Stephen
-
1989
Persistent link: https://www.econbiz.de/10000774583
Saved in:
70
Bootstrap simultaneous error bars for nonparametric regression
Härdle, Wolfgang
;
Marron, James Stephen
-
1989
Persistent link: https://www.econbiz.de/10000780899
Saved in:
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