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person:"Daníelsson, Jón"
subject:"Volatility"
~accessRights:"free"
~isPartOf:"KBI"
~person:"Bailey, Natalia"
~person:"Croux, Christophe"
~person:"Li, Yingying"
~person:"Linton, Oliver"
~person:"Nolte, Ingmar"
~person:"Tauchen, George Eugene"
~subject:"Cross-section analysis"
~subject:"Faktorenanalyse"
~subject:"Market microstructure noise"
~subject:"United States"
~subject:"VAR-Modell"
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Volatility
Cross-section analysis
Faktorenanalyse
Market microstructure noise
United States
VAR-Modell
Estimation theory
24
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Robust statistics
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Robustes Verfahren
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Daníelsson, Jón
Bailey, Natalia
Croux, Christophe
Li, Yingying
Linton, Oliver
Nolte, Ingmar
Tauchen, George Eugene
Boudt, Kris
3
Gather, Ursula
2
Gelper, Sarah
2
Reusens, Peter
2
Schettlinger, Karen
2
Barbaglia, L.
1
Claeskens, Gerda
1
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Multi-class vector autoregressive models for multi-store sales data
Wilms, I.
;
Barbaglia, L.
;
Croux, Christophe
-
2016
Persistent link: https://www.econbiz.de/10011658937
Saved in:
2
Real or nominal variables, does it matter for the impulse response?
Reusens, Peter
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011290632
Saved in:
3
Detecting time variation in the price puzzle : an improved prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485677
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
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:
6
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:
7
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:
8
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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