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person:"Daníelsson, Jón"
subject:"Volatility"
~isPartOf:"KBI"
~person:"Croux, Christophe"
~person:"Li, Yingying"
~person:"Nolte, Ingmar"
~person:"Sentana, Enrique"
~subject:"Market microstructure noise"
~subject:"Marktmikrostruktur"
~subject:"Sparse estimation"
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Volatility
Market microstructure noise
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Estimation theory
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Daníelsson, Jón
Croux, Christophe
Li, Yingying
Nolte, Ingmar
Sentana, Enrique
Boudt, Kris
2
Gather, Ursula
2
Gelper, Sarah
2
Schettlinger, Karen
2
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Cornelissen, Jonathan
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Multi-class vector autoregressive models for multi-store sales data
Wilms, I.
;
Barbaglia, L.
;
Croux, Christophe
-
2016
Persistent link: https://www.econbiz.de/10011658937
Saved in:
2
Sparse partial robust M regression
Hoffmann, Irene
;
Serneels, Sven
;
Filzmoser, Peter
; …
-
2015
Persistent link: https://www.econbiz.de/10011290635
Saved in:
3
Sparse cointegration
Wilms, Ines
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485685
Saved in:
4
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:
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:
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