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subject:"Schätztheorie"
~isPartOf:"Journal of econometrics"
~person:"Gupta, Rangan"
~person:"Härdle, Wolfgang"
~subject:"Börsenkurs"
~subject:"Volatility"
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Schätztheorie
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Gupta, Rangan
Härdle, Wolfgang
Chib, Siddhartha
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Phillips, Peter C. B.
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Aït-Sahalia, Yacine
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Gouriéroux, Christian
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Lee, Lung-fei
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Journal of econometrics
SFB 649 discussion paper
34
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
CORE discussion paper : DP
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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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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