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person:"Daníelsson, Jón"
subject:"Volatility"
~isPartOf:"Econometric theory"
~isPartOf:"KBI"
~person:"Croux, Christophe"
~person:"Hsu, Yu-Chin"
~person:"Li, Yingying"
~person:"Nolte, Ingmar"
~person:"Phillips, Peter C. B."
~subject:"Market microstructure noise"
~subject:"Ranking method"
~subject:"Schätzung"
~subject:"Statistical distribution"
~subject:"Statistical test"
~subject:"United States"
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Volatility
Market microstructure noise
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Daníelsson, Jón
Croux, Christophe
Hsu, Yu-Chin
Li, Yingying
Nolte, Ingmar
Phillips, Peter C. B.
Van Keilegom, Ingrid
7
Claeskens, Gerda
6
Boudt, Kris
4
Pötscher, Benedikt M.
4
Antonio, Katrien
3
Guggenberger, Patrik
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Leeb, Hannes
3
Linton, Oliver
3
Verbelen, Roel
3
Zhang, Rongmao
3
Bera, Anil K.
2
Cai, Zongwu
2
Chan, Ngai Hang
2
Cornelissen, Jonathan
2
Gather, Ursula
2
Gelper, Sarah
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Hidalgo, Javier
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Hill, Jonathan B.
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Lee, Lung-fei
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1
Estimation and inference with near unit roots
Phillips, Peter C. B.
- In:
Econometric theory
39
(
2023
)
2
,
pp. 221-263
Persistent link: https://www.econbiz.de/10014306253
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
Testing generalized regression monotonicity
Hsu, Yu-Chin
;
Liu, Chu-An
;
Shi, Xiaoxia
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1146-1200
Persistent link: https://www.econbiz.de/10012149282
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 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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