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person:"Daníelsson, Jón"
subject:"Volatility"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"KBI"
~isPartOf:"Strathclyde discussion papers in economics"
~person:"Croux, Christophe"
~person:"Dufour, Jean-Marie"
~person:"Hsu, Yu-Chin"
~person:"Huber, Florian"
~person:"Härdle, Wolfgang"
~person:"Jochmans, Koen"
~person:"Koop, Gary"
~person:"Li, Yingying"
~person:"Nolte, Ingmar"
~person:"Phillips, Peter C. B."
~subject:"Gaussian approximation"
~subject:"Market microstructure noise"
~subject:"Ranking method"
~subject:"Schätzung"
~subject:"Statistical distribution"
~subject:"Statistical test"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Volatility
Gaussian approximation
Market microstructure noise
Ranking method
Schätzung
Statistical distribution
Statistical test
United States
Estimation theory
36
Schätztheorie
36
Robust statistics
14
Robustes Verfahren
14
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10
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Estimation
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Cointegration
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Econometrics
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Daníelsson, Jón
Croux, Christophe
Dufour, Jean-Marie
Hsu, Yu-Chin
Huber, Florian
Härdle, Wolfgang
Jochmans, Koen
Koop, Gary
Li, Yingying
Nolte, Ingmar
Phillips, Peter C. B.
Van Keilegom, Ingrid
7
Claeskens, Gerda
6
Boudt, Kris
4
Antonio, Katrien
3
Chen, Yi-ting
3
Verbelen, Roel
3
Audrino, Francesco
2
Cornelissen, Jonathan
2
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Gelper, Sarah
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Mitchell, James
2
Schettlinger, Karen
2
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1
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Antell, Jan
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Bloznelis, Daumantas
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Bu, Ruijun
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1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
KBI
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25
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23
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1
Bayesian inference in high-dimensional time-varying parameter models using integrated rotated Gaussian approximations
Huber, Florian
;
Koop, Gary
;
Pfarrhfer, Michael
-
2023
Persistent link: https://www.econbiz.de/10014316036
Saved in:
2
Investigating growth at risk using a multi-country non-parametric quantile factor model
Clark, Todd E.
;
Huber, Florian
;
Koop, Gary
;
Marcellino, …
-
2023
Persistent link: https://www.econbiz.de/10014316039
Saved in:
3
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
4
Incorporating short data into large mixed- frequency VARs for regional nowcasting
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
-
2023
Persistent link: https://www.econbiz.de/10014316254
Saved in:
5
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:
6
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:
7
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:
8
The Gaussian rank correlation estimator : robustness properties
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989132
Saved in:
9
Rounding errors and volatility estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
Saved in:
10
Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
Jochmann, Markus
;
Koop, Gary
;
Leon-Gonzalez, Roberto
; …
-
2009
Persistent link: https://www.econbiz.de/10008696134
Saved in:
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