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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Working paper series economics and econometrics"
~person:"Engle, Robert F."
~subject:"Estimation"
~subject:"Schätzung"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation
Schätzung
Time series analysis
ARCH model
1
ARCH-Modell
1
Commodity exchange
1
Estimation theory
1
Metal market
1
Metallmarkt
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Schätztheorie
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Croux, Christophe
Engle, Robert F.
Nelson, Daniel B.
8
Rossi, Peter E.
2
Bollerslev, Tim
1
Foster, Dean P.
1
Gallant, A. Ronald
1
Jacquier, Eric
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Polson, Nicholas G.
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Tauchen, George Eugene
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University of Chicago / Graduate School of Business / Department of Economics
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Working paper series economics and econometrics
KBI
11
Discussion paper / Department of Economics, University of California San Diego
8
Advanced texts in econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
NBER working paper series
2
Working paper / National Bureau of Economic Research, Inc.
2
Discussion paper / Tinbergen Institute
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of econometric methods
1
Journal of econometrics
1
Journal of forecasting
1
Model reliability
1
NBER Working Paper
1
NYU Stern School of Business
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
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ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
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