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subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~isPartOf:"Review of derivatives research"
~person:"Härdle, Wolfgang"
~subject:"Volatility"
~type:"article"
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Härdle, Wolfgang
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Journal of econometrics
Review of derivatives research
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International review of financial analysis
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Journal of productivity analysis
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Nonparametric dynamic modelling
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Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
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The dynamics of implied volatilities : a common principal components approach
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Villa, Christophe
- In:
Review of derivatives research
6
(
2003
)
3
,
pp. 179-202
Persistent link: https://www.econbiz.de/10001905297
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2
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
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