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person:"Daníelsson, Jón"
subject:"Volatility"
~accessRights:"free"
~isPartOf:"KBI"
~language:"eng"
~person:"Audrino, Francesco"
~person:"Christensen, Kim"
~person:"Corsi, Fulvio"
~person:"Croux, Christophe"
~person:"Hautsch, Nikolaus"
~person:"Li, Yingying"
~person:"Malec, Peter"
~person:"Nolte, Ingmar"
~person:"Todorov, Viktor"
~person:"Zheng, Xinghua"
~subject:"Korrelation"
~subject:"Market microstructure noise"
~subject:"Multivariate analysis"
~subject:"Noise Trading"
~subject:"Portfolio-Management"
~subject:"Stochastischer Prozess"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Volatility
Korrelation
Market microstructure noise
Multivariate analysis
Noise Trading
Portfolio-Management
Stochastischer Prozess
United States
Estimation theory
24
Schätztheorie
24
Robust statistics
14
Robustes Verfahren
14
Regression analysis
10
Regressionsanalyse
10
Time series analysis
6
Zeitreihenanalyse
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Estimation
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Econometrics
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Ranking method
2
Ranking-Verfahren
2
Theorie
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USA
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Vector Auto Regressive model
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1980-2006
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Daníelsson, Jón
Audrino, Francesco
Christensen, Kim
Corsi, Fulvio
Croux, Christophe
Hautsch, Nikolaus
Li, Yingying
Malec, Peter
Nolte, Ingmar
Todorov, Viktor
Zheng, Xinghua
Boudt, Kris
4
Claeskens, Gerda
4
Antonio, Katrien
2
Autin, F.
2
Claeskens, G.
2
Cornelissen, Jonathan
2
Gather, Ursula
2
Gelper, Sarah
2
Schettlinger, Karen
2
Verbelen, Roel
2
Aston, John
1
Autin, Florent
1
Dehon, Catherine
1
Freyermuth, J-M.
1
Freyermuth, J.
1
Freyermuth, Jean-Marc
1
Laurent, Sébastien
1
Pouet, C.
1
Smeulders, Bart
1
Tharmaratnam, Kukatharmini
1
Wilms, I.
1
Wilms, Ines
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
6
SFB 649 discussion paper
6
CREATES research paper
4
Working papers on finance
4
ERID working paper
3
CFS working paper series
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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
2
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Journal of financial econometrics
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ECONIS (ZBW)
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1
An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011658494
Saved in:
2
Robust and sparse estimation of the inverse covariance matrix using rank correlation measures
Croux, Christophe
;
Öllerer, Viktoria
-
2015
Persistent link: https://www.econbiz.de/10011290636
Saved in:
3
Robust sparse canonical correlation analysis
Wilms, Ines
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485679
Saved in:
4
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:
5
The Gaussian rank correlation estimator : robustness properties
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989132
Saved in:
6
Robustness versus efficiency for nonparametric correlation measureso
Croux, Christophe
;
Dehon, Catherine
-
2008
Persistent link: https://www.econbiz.de/10003976901
Saved in:
7
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:
8
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:
9
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:
10
Robust M-estimation of multivariate conditionally heteroscedastic time series models with elliptical innovations
Boudt, Kris
(
contributor
);
Croux, Christophe
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003624500
Saved in:
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