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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Gouriéroux, Christian"
~person:"Härdle, Wolfgang"
~person:"Sluis, Pieter J. van der"
~person:"Tauchen, George Eugene"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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Croux, Christophe
Gouriéroux, Christian
Härdle, Wolfgang
Sluis, Pieter J. van der
Tauchen, George Eugene
Spokojnyj, Vladimir G.
3
Dankenbring, Henning
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper / Tinbergen Institute
4
ERID working paper
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KBI
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Discussion papers of interdisciplinary research project 373
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Economic Research Initiatives at Duke (ERID) Working Paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
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2001
Persistent link: https://www.econbiz.de/10001580374
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Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
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