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person:"Croux, Christophe"
subject:"Volatility"
~person:"Tauchen, George Eugene"
~subject:"Regressionsanalyse"
~subject:"Stochastischer Prozess"
~subject:"VAR-Modell"
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Volatility
Regressionsanalyse
Stochastischer Prozess
VAR-Modell
Estimation theory
94
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Robust statistics
37
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Croux, Christophe
Tauchen, George Eugene
Phillips, Peter C. B.
106
Härdle, Wolfgang
58
Lütkepohl, Helmut
51
Gao, Jiti
48
Dette, Holger
42
Linton, Oliver
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Sentana, Enrique
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Estimation of stochastic volatility models with diagnostics
Gallant, A. Ronald
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10001336798
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52
Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald
- In:
Macroeconomic dynamics
1
(
1997
)
1
,
pp. 135-168
Persistent link: https://www.econbiz.de/10001337436
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