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person:"Daníelsson, Jón"
subject:"Volatility"
~isPartOf:"KBI"
~person:"Croux, Christophe"
~person:"Hsu, Yu-Chin"
~person:"Li, Yingying"
~person:"Nolte, Ingmar"
~person:"Phillips, Peter C. B."
~subject:"Forecasting model"
~subject:"Market microstructure noise"
~subject:"Multivariate Analyse"
~subject:"Ranking method"
~subject:"Schätzung"
~subject:"Statistical distribution"
~subject:"Statistical test"
~subject:"United States"
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Volatility
Forecasting model
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Multivariate Analyse
Ranking method
Schätzung
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Statistical test
United States
Estimation theory
24
Schätztheorie
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Robust statistics
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Daníelsson, Jón
Croux, Christophe
Hsu, Yu-Chin
Li, Yingying
Nolte, Ingmar
Phillips, Peter C. B.
Claeskens, Gerda
7
Van Keilegom, Ingrid
7
Boudt, Kris
4
Antonio, Katrien
3
Gelper, Sarah
3
Verbelen, Roel
3
Autin, F.
2
Claeskens, G.
2
Cornelissen, Jonathan
2
Gather, Ursula
2
Reusens, Peter
2
Schettlinger, Karen
2
Alfons, Andreas
1
Aston, John
1
Autin, Florent
1
Badescu, Andrei
1
Bloznelis, Daumantas
1
Cao, Ricardo
1
Chown, Justin
1
Consentino, Fabrizio
1
Crevits, Ruben
1
De Backer, Mickaël
1
Deresa, Negera Wakgari
1
El Ghouch, Anouar
1
Escobar-Bach, Mikael
1
Filzmoser, Peter
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Flórez, Alvaro J.
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Freyermuth, J-M.
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Freyermuth, J.
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Freyermuth, Jean-Marc
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Fried, Roland
1
Geerdens, Candida
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Gong, Lan
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Heuchenne, Cédric
1
Janssen, Paul
1
Jácome, M. Amalia
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Krivobokova, Tatyana
1
Laurent, Sébastien
1
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Cowles Foundation discussion paper
28
Journal of econometrics
19
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12
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8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Discussion paper / Tinbergen Institute
4
Econometric theory
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3
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2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
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2
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2
Annales d'économie et de statistique
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Econometric reviews
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Economics letters
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International journal of forecasting
1
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Quantitative economics : QE ; journal of the Econometric Society
1
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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
The review of economic studies
1
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
1
Working paper series / Financial Econometrics Research Centre
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
An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011658494
Saved in:
3
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:
4
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:
5
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:
6
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:
7
The Gaussian rank correlation estimator : robustness properties
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989132
Saved in:
8
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:
9
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:
10
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:
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