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subject:"Stochastischer Prozess"
subject:"Volatility"
~accessRights:"free"
~isPartOf:"Working papers / TSE : WP"
~isPartOf:"Working papers"
~subject:"Extreme values"
~subject:"Scientific modelling"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Extreme values
Scientific modelling
Estimation theory
107
Schätztheorie
107
Regression analysis
26
Regressionsanalyse
26
Nichtparametrisches Verfahren
25
Nonparametric statistics
25
Estimation
17
Schätzung
17
Statistical distribution
15
Statistische Verteilung
15
Induktive Statistik
9
Statistical inference
9
Time series analysis
9
Zeitreihenanalyse
9
Ausreißer
8
Forecasting model
8
IV-Schätzung
8
Instrumental variables
8
Outliers
8
Prognoseverfahren
8
Stochastic process
8
Volatilität
8
Panel
7
Panel study
7
Risikomaß
7
Risk measure
7
Sampling
7
Stichprobenerhebung
7
Autocorrelation
6
Autokorrelation
6
Bayes-Statistik
6
Bayesian inference
6
Bias
6
Statistical test
6
Statistischer Test
6
Systematischer Fehler
6
Econometrics
5
Heavy tails
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English
18
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Daouia, Abdelaati
4
Stupfler, Gilles
4
Casarin, Roberto
3
Costa, Manon
2
Gadat, Sébastien
2
Kim, Jihyun
2
Padoan, Simone A.
2
Afonso, António
1
Ahelegbey, Daniel Felix
1
Bercu, Bernard
1
Billio, Monica
1
Conrad, Christian
1
Conti, Pier Luigi
1
Corradin, Fausto
1
Engle, Robert F.
1
Gaillac, Christophe
1
Gautier, Eric
1
Girard, Stéphane
1
Guerrero Escobar, Santiago
1
Hernández del Valle, Gerardo
1
Hernández, Juan Ramón
1
Jalles, João Tovar
1
Juárez Torres, Miriam
1
Leon-Gonzalez, Roberto
1
Majoni, Blessings
1
Meddahi, Nour
1
Park, Joon Y.
1
Pittau, Maria Grazia
1
Ravazzolo, Francesco
1
Sartore, Domenico
1
Usseglio-Carleve, Antoine
1
Wang, Bin
1
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Discussion paper / Tinbergen Institute
38
CREATES research paper
29
CEMMAP working papers / Centre for Microdata Methods and Practice
24
Cowles Foundation discussion paper
16
SFB 649 discussion paper
15
Discussion papers of interdisciplinary research project 373
12
KBI
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
CEMFI working paper
7
CORE discussion papers : DP
7
Série des documents de travail
7
Working paper
7
Documento de trabajo
6
GRIPS discussion papers
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
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5
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5
Discussion paper series / IZA
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5
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4
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4
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4
IES working paper
4
Queen's Economics Department working paper
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
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4
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4
Working papers / Federal Reserve Bank of Boston
4
Working papers series in theoretical and applied economics
4
Discussion papers / Department of Economics, University of Copenhagen
3
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
3
Finmap working paper
3
NCER working paper series
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Staff working paper / Bank of Canada
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ECONIS (ZBW)
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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
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:
7
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:
8
Volatility regressions with fat tails
Kim, Jihyun
;
Meddahi, Nour
-
2020
Persistent link: https://www.econbiz.de/10012216036
Saved in:
9
Stochastic approximation algorithms for superquantiles estimation
Bercu, Bernard
;
Costa, Manon
;
Gadat, Sébastien
-
2020
Persistent link: https://www.econbiz.de/10012286349
Saved in:
10
Non asymptotic controls on a stochastic algorithm for superquantile approximation
Costa, Manon
;
Gadat, Sébastien
-
2020
Persistent link: https://www.econbiz.de/10012316959
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