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person:"Croux, Christophe"
subject:"Volatility"
~person:"Daníelsson, Jón"
~person:"Gouriéroux, Christian"
~type_genre:"Government document"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
87
Schätztheorie
87
Theorie
37
Theory
37
Time series analysis
23
Zeitreihenanalyse
23
Robust statistics
22
Robustes Verfahren
22
Volatilität
14
Regression analysis
13
Regressionsanalyse
13
Estimation
12
Schätzung
12
Risikomanagement
8
Risk management
8
VAR model
8
VAR-Modell
8
Core
5
Correlation
5
Korrelation
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
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5
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5
Risikomaß
5
Risk measure
5
Capital income
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4
Kapitaleinkommen
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Multivariate Analyse
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Probability theory
4
Prognoseverfahren
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Schock
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Croux, Christophe
Daníelsson, Jón
Gouriéroux, Christian
Koopman, Siem Jan
9
Brandt, Michael W.
6
Härdle, Wolfgang
6
Lucas, André
6
Spokojnyj, Vladimir G.
6
Teräsvirta, Timo
6
Bibinger, Markus
5
Diebold, Francis X.
5
Hafner, Christian M.
5
Linton, Oliver
5
Reiß, Markus
5
Rodriguez, Gabriel
5
Alizadeh, Sassan
4
Blasques, Francisco
4
Chan, Joshua
4
Craig, Ben R.
4
Dijk, Dick van
4
Keller, Joachim G.
4
Leon-Gonzalez, Roberto
4
León-González, Roberto
4
Malec, Peter
4
Sentana, Enrique
4
Sibbertsen, Philipp
4
Silvennoinen, Annastiina
4
Sluis, Pieter J. van der
4
Swanson, Norman R.
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Zaffaroni, Paolo
4
Andersen, Torben
3
Bos, Charles S.
3
Corsi, Fulvio
3
Doucet, Arnaud
3
Fernández-Villaverde, Jesús
3
Franses, Philip Hans
3
Gather, Ursula
3
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3
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1
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TRACE discussion papers / Tinbergen Institute
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
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11
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1998
Persistent link: https://www.econbiz.de/10000980737
Saved in:
12
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
13
Value-at-risk and extreme returns
Daníelsson, Jón
;
Vries, Casper G. de
-
1997
Persistent link: https://www.econbiz.de/10000975058
Saved in:
14
Multivariate stochastic volatility
Daníelsson, Jón
-
1995
Persistent link: https://www.econbiz.de/10000913125
Saved in:
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