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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"CORE discussion paper : DP"
~person:"Alizadeh, Sassan"
~person:"Hafner, Christian M."
~subject:"ARCH-Modell"
~subject:"Schätztheorie"
~subject:"Volatilität"
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Volatility
ARCH-Modell
Schätztheorie
Volatilität
Estimation theory
3
Theorie
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Theory
3
ARCH model
2
Nichtparametrisches Verfahren
1
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Option pricing theory
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Croux, Christophe
Alizadeh, Sassan
Hafner, Christian M.
Härdle, Wolfgang
24
Simar, Léopold
13
Bauwens, Luc
11
Park, Byeong U.
10
Cybakov, Aleksandr B.
6
Nesterov, Jurij Evgenʹevič
6
Hall, Peter
5
Broze, Laurence
4
Deprins, Dominique
4
Giot, Pierre
4
Marron, James Stephen
4
Mouchart, Michel
4
Dufour, Jean-Marie
3
Grund, Birgit
3
Mammen, Enno
3
Nesterov, Yurii
3
Osiewalski, Jacek
3
Rombouts, Jeroen V. K.
3
Steel, Mark F. J.
3
Turlach, Berwin A.
3
Zakoïan, Jean-Michel
3
Cocchi, Daniela
2
Gonzalo, Jesús
2
Kneip, Alois
2
Lejeune, Bernard
2
Lubrano, Michel
2
Magee, Lonnie
2
Nussbaum, Michael
2
Park, Byong U.
2
Pitarakis, Jean-Yves
2
Ritter, Christian
2
Rodríguez Poo, Juan Manuel
2
Scaillet, Olivier
2
Sickles, Robin C.
2
Tsybakov, A. B.
2
Vial, Jean-Philippe
2
Wilson, Paul W.
2
Babsiri, Mohamed el
1
Banerjee, Anurag Narayan
1
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CORE discussion paper : DP
KBI
24
CORE discussion papers : DP
9
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
9
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Econometric theory
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Economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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Discussion papers of interdisciplinary research project 373
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Econometric analysis of financial and economic time series ; part a
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European journal of operational research : EJOR
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Finance research letters
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Financial Institutions Center
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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International journal of forecasting
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Metrika : international journal for theoretical and applied statistics
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Semiparametric multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001790716
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2
Estimation of temporally aggregated multivariate GARCH models
Hafner, Christian M.
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001876196
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3
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
-
1997
Persistent link: https://www.econbiz.de/10000971105
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