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subject:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"free"
~isPartOf:"Econometrics papers"
~isPartOf:"Working papers / TSE : WP"
~isPartOf:"Working papers"
~subject:"Outliers"
~subject:"Scientific modelling"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
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Scientific modelling
Estimation theory
145
Schätztheorie
145
Nichtparametrisches Verfahren
39
Nonparametric statistics
39
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Daouia, Abdelaati
6
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5
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2
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2
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2
Kim, Jihyun
2
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2
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2
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1
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1
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1
Conrad, Christian
1
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1
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1
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1
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1
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1
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1
Guerrero Escobar, Santiago
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Park, Joon Y.
1
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1
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42
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29
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24
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16
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16
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16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
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12
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3
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Inference for deprivation profiles in a binary setting
Pittau, Maria Grazia
;
Conti, Pier Luigi
;
Zelli, Roberto
-
2024
-
Prima edizione
Persistent link: https://www.econbiz.de/10014519219
Saved in:
2
Extreme expectile estimation for short-tailed data, with an application to market risk assessment
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2023
Persistent link: https://www.econbiz.de/10014227990
Saved in:
3
Bias-reduced and variance-corrected asymptotic Gaussian Inference about extreme expectiles
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2023
Persistent link: https://www.econbiz.de/10014286699
Saved in:
4
Exact likelihood for inverse gamma stochastic volatility models
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2023
Persistent link: https://www.econbiz.de/10014305848
Saved in:
5
Optimal pooling and distributed inference for the tail index and extreme quantiles
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2022
Persistent link: https://www.econbiz.de/10013170008
Saved in:
6
Inference for extremal regression with dependent heavy-tailed data
Daouia, Abdelaati
;
Stupfler, Gilles
;
Usseglio-Carleve, …
-
2022
Persistent link: https://www.econbiz.de/10013170015
Saved in:
7
Modelling volatility cycles : the (MF)2 GARCH model
Conrad, Christian
;
Engle, Robert F.
-
2021
-
This draft: March 14, 2021
Persistent link: https://www.econbiz.de/10012488645
Saved in:
8
A statistical approach for sizing an aircraft electrical generator using extreme value theory
Boulfani, Fériel
;
Gendre, Xavier
;
Ruiz-Gazen, Anne
; …
-
2021
Persistent link: https://www.econbiz.de/10012698509
Saved in:
9
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
-
2020
Persistent link: https://www.econbiz.de/10012216029
Saved in:
10
Volatility regressions with fat tails
Kim, Jihyun
;
Meddahi, Nour
-
2020
Persistent link: https://www.econbiz.de/10012216036
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