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person:"Daníelsson, Jón"
subject:"Volatility"
~isPartOf:"Journal of econometric methods"
~person:"Croux, Christophe"
~person:"Hsu, Yu-Chin"
~person:"Li, Yingying"
~person:"Nolte, Ingmar"
~person:"Phillips, Peter C. B."
~subject:"Heteroscedasticity"
~subject:"Korrelation"
~subject:"Market microstructure noise"
~subject:"Ranking method"
~subject:"Schätzung"
~subject:"Statistical test"
~subject:"United States"
~subject:"Volatilität"
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Volatility
Heteroscedasticity
Korrelation
Market microstructure noise
Ranking method
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Statistical test
United States
Volatilität
Estimation theory
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Daníelsson, Jón
Croux, Christophe
Hsu, Yu-Chin
Li, Yingying
Nolte, Ingmar
Phillips, Peter C. B.
Bera, Anil K.
2
Montes-Rojas, Gabriel
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Journal of econometric methods
Cowles Foundation discussion paper
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Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting
Hsu, Yu-Chin
;
Huber, Martin
;
Lai, Tsung-Chih
- In:
Journal of econometric methods
8
(
2019
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012022995
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