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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:"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
Market microstructure noise
Ranking method
Schätzung
Statistical distribution
Statistical test
United States
Estimation theory
24
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24
Robust statistics
14
Robustes Verfahren
14
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10
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10
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6
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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
Antonio, Katrien
3
Verbelen, Roel
3
Cornelissen, Jonathan
2
Gather, Ursula
2
Gelper, Sarah
2
Schettlinger, Karen
2
Alfons, Andreas
1
Aston, John
1
Autin, F.
1
Badescu, Andrei
1
Bloznelis, Daumantas
1
Cao, Ricardo
1
Chown, Justin
1
Claeskens, G.
1
Consentino, Fabrizio
1
De Backer, Mickaël
1
Deresa, Negera Wakgari
1
El Ghouch, Anouar
1
Escobar-Bach, Mikael
1
Filzmoser, Peter
1
Flórez, Alvaro J.
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Freyermuth, J-M.
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Geerdens, Candida
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Gong, Lan
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Heuchenne, Cédric
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Janssen, Paul
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Jácome, M. Amalia
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Krivobokova, Tatyana
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Laurent, Sébastien
1
Lin, Sheldon
1
López-Cheda, Ana
1
Molenberghs, Geert
1
Opsomer, Jean D.
1
Pouet, C.
1
Reusens, Peter
1
Templ, Matthias
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Cowles Foundation discussion paper
25
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18
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10
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8
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7
Econometric theory
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4
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3
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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TRACE discussion papers / Tinbergen Institute
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
The review of economic studies
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
1
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1
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:
2
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:
3
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:
4
The Gaussian rank correlation estimator : robustness properties
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989132
Saved in:
5
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:
6
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:
7
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:
8
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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