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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"KBI"
~person:"Gouriéroux, Christian"
~person:"Li, Jia"
~person:"Liu, Zhi"
~subject:"Core"
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Search: subject_exact:"Estimation theory"
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Croux, Christophe
Gouriéroux, Christian
Li, Jia
Liu, Zhi
Phillips, Peter C. B.
6
Sun, Yixiao
3
Boudt, Kris
2
Gather, Ursula
2
Gelper, Sarah
2
Jin, Sainan
2
Schettlinger, Karen
2
Bandi, Federico M.
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Barral, Julien
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Cornelissen, Jonathan
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Laurent, Sébastien
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Mandelbrot, Benoît B.
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Shi, Shuping
1
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Cowles Foundation discussion paper
KBI
Journal of econometrics
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Econometric theory
3
Chicago Booth Research Paper
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
2
Jump robust daily covariance estimation by disentangling variance and correlation components
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989131
Saved in:
3
Regression-based, regression-free and model-free approaches for robust online scale estimation
Schettlinger, Karen
;
Gelper, Sarah
;
Gather, Ursula
; …
-
2008
Persistent link: https://www.econbiz.de/10003977730
Saved in:
4
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
-
2008
Persistent link: https://www.econbiz.de/10003977900
Saved in:
5
Robust online scale estimation in time series : a regression-free approach
Gelper, Sarah
;
Schettlinger, Karen
;
Croux, Christophe
; …
-
2007
Persistent link: https://www.econbiz.de/10003623661
Saved in:
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