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person:"Daníelsson, Jón"
subject:"Volatility"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~isPartOf:"KBI"
~person:"Croux, Christophe"
~person:"Gather, Ursula"
~person:"Hsu, Yu-Chin"
~person:"Li, Yingying"
~person:"Nolte, Ingmar"
~person:"Phillips, Peter C. B."
~subject:"Forecasting model"
~subject:"Market microstructure noise"
~subject:"Prognoseverfahren"
~subject:"Ranking method"
~subject:"Schätzung"
~subject:"Statistical test"
~subject:"United States"
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Volatility
Forecasting model
Market microstructure noise
Prognoseverfahren
Ranking method
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Statistical test
United States
Estimation theory
25
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25
Robust statistics
14
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14
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Daníelsson, Jón
Croux, Christophe
Gather, Ursula
Hsu, Yu-Chin
Li, Yingying
Nolte, Ingmar
Phillips, Peter C. B.
Van Keilegom, Ingrid
6
Boudt, Kris
4
Granger, C. W. J.
4
White, Halbert
4
Claeskens, Gerda
3
Gelper, Sarah
3
Cornelissen, Jonathan
2
Engle, Robert F.
2
Hyung, Namwon
2
Kim, Tae-hwan
2
Reusens, Peter
2
Schettlinger, Karen
2
Aparicio Acosta, Felipe M.
1
Aston, John
1
Autin, F.
1
Bloznelis, Daumantas
1
Cao, Ricardo
1
Cavanagh, Christopher Lorne
1
Claeskens, G.
1
Crevits, Ruben
1
De Backer, Mickaël
1
Deb, Partha
1
Den Haan, Wouter J.
1
Deresa, Negera Wakgari
1
Ding, Zhuanxin
1
El Ghouch, Anouar
1
Elliott, Graham
1
Escobar-Bach, Mikael
1
Flórez, Alvaro J.
1
Freyermuth, J-M.
1
Fried, Roland
1
Geerdens, Candida
1
Hamilton, James D.
1
Janssen, Paul
1
Jin, Sainan
1
Jácome, M. Amalia
1
Kim, Tae-Hwan
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Discussion paper / Department of Economics, University of California San Diego
KBI
Cowles Foundation discussion paper
22
Journal of econometrics
17
Cowles Foundation Discussion Paper
11
IEAS working paper
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Discussion paper / Tinbergen Institute
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
The econometrics journal
4
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3
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3
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2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
Working paper / University of Toronto, Department of Economics
2
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2
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1
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1
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1
Discussion paper series / LSE Financial Markets Group
1
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1
Econometrics : open access journal
1
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1
International journal of forecasting
1
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1
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1
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Quantitative economics : QE ; journal of the Econometric Society
1
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1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
TRACE discussion papers / Tinbergen Institute
1
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
1
Working paper series / Financial Econometrics Research Centre
1
Working papers SES
1
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ECONIS (ZBW)
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1
Robust estimation of linear state space models
Crevits, Ruben
;
Croux, Christophe
-
2017
Persistent link: https://www.econbiz.de/10011799036
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
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:
4
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:
5
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:
6
The Gaussian rank correlation estimator : robustness properties
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989132
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 forecasting with exponential and Holt-Winters smoothing
Gelper, Sarah
(
contributor
);
Fried, Roland
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003623718
Saved in:
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