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person:"Croux, Christophe"
subject:"Volatility"
~accessRights:"free"
~person:"Li, Degui"
~subject:"Multivariate analysis"
~subject:"Regression analysis"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Volatility
Multivariate analysis
Regression analysis
Estimation theory
42
Schätztheorie
42
Time series analysis
18
Zeitreihenanalyse
18
Robust statistics
16
Robustes Verfahren
16
Regressionsanalyse
13
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
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9
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7
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6
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Croux, Christophe
Li, Degui
Dette, Holger
37
Härdle, Wolfgang
33
Phillips, Peter C. B.
33
Gao, Jiti
22
Chernozhukov, Victor
21
Linton, Oliver
17
Weidner, Martin
14
Otsu, Taisuke
13
Arai, Yoichi
12
Cai, Zongwu
12
Fernández-Val, Iván
11
Neumeyer, Natalie
11
Jochmans, Koen
10
Van Keilegom, Ingrid
10
Belloni, Alexandre
9
Chen, Xiaohong
9
Claeskens, Gerda
9
Hansen, Christian Bailey
9
Koopman, Siem Jan
9
Cattaneo, Matias D.
8
Florens, Jean-Pierre
8
Reiß, Markus
8
Sibbertsen, Philipp
8
Teräsvirta, Timo
8
Honda, Toshio
7
Koop, Gary
7
Melas, Vjačeslav Borisovič
7
Newey, Whitney K.
7
Pesaran, M. Hashem
7
Sentana, Enrique
7
Shephard, Neil G.
7
Sun, Yixiao
7
Słoczyński, Tymon
7
Thomas-Agnan, Christine
7
Yang, Lijian
7
Birke, Melanie
6
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6
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KBI
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2
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2
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2
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1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
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ECONIS (ZBW)
21
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1
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
3
Commodity dynamics : a sparse multi-class approach
Barbaglia, L.
;
Wilms, I.
;
Croux, Christophe
-
2016
Persistent link: https://www.econbiz.de/10011658741
Saved in:
4
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:
5
An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011658494
Saved in:
6
Sparse partial robust M regression
Hoffmann, Irene
;
Serneels, Sven
;
Filzmoser, Peter
; …
-
2015
Persistent link: https://www.econbiz.de/10011290635
Saved in:
7
Robust sparse canonical correlation analysis
Wilms, Ines
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485679
Saved in:
8
Sparse cointegration
Wilms, Ines
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485685
Saved in:
9
Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
-
2013
Persistent link: https://www.econbiz.de/10010189526
Saved in:
10
Uniform consistency of nonstationary Kernel-Weighted sample covariances for nonparametric regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010226787
Saved in:
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