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person:"Daníelsson, Jón"
subject:"Volatility"
~isPartOf:"KBI"
~person:"Claeskens, Gerda"
~person:"Croux, Christophe"
~person:"Li, Yingying"
~person:"Nolte, Ingmar"
~person:"Sentana, Enrique"
~subject:"Market microstructure noise"
~subject:"Marktmikrostruktur"
~subject:"United States"
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Search: subject_exact:"Estimation theory"
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Volatility
Market microstructure noise
Marktmikrostruktur
United States
Estimation theory
36
Schätztheorie
36
Regression analysis
15
Regressionsanalyse
15
Robust statistics
15
Robustes Verfahren
15
Time series analysis
8
Zeitreihenanalyse
8
Estimation
6
Schätzung
6
Correlation
5
Korrelation
5
Multivariate Analyse
5
Multivariate analysis
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Volatilität
4
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3
Kleinste-Quadrate-Methode
3
Least squares method
3
Modellierung
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Prognoseverfahren
3
Scientific modelling
3
Sparse estimation
3
State space model
3
Statistical distribution
3
Statistische Verteilung
3
Theorie
3
Theory
3
USA
3
VAR model
3
VAR-Modell
3
Zustandsraummodell
3
Econometrics
2
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2
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Daníelsson, Jón
Claeskens, Gerda
Croux, Christophe
Li, Yingying
Nolte, Ingmar
Sentana, Enrique
Boudt, Kris
3
Gather, Ursula
2
Gelper, Sarah
2
Schettlinger, Karen
2
Cornelissen, Jonathan
1
Laurent, Sébastien
1
Tharmaratnam, Kukatharmini
1
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Journal of econometrics
7
Discussion paper / Tinbergen Institute
3
CEMFI working paper
2
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2
Annales d'économie et de statistique
1
CREATES research paper
1
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1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion paper series / LSE Financial Markets Group
1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the American Statistical Association : JASA
1
Oxford Financial Research Centre economics series
1
Quantitative finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
TRACE discussion papers / Tinbergen Institute
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
Working paper / Centro de Estudios Monetarios y Financieros / Centro de Estudios Monetarios y Financieros
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S-estimation and a robust conditional Akaike information criterion for linear mixed models
Tharmaratnam, Kukatharmini
;
Claeskens, Gerda
-
2011
Persistent link: https://www.econbiz.de/10009377334
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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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