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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"CREATES research paper"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"SFB 649 discussion paper"
~person:"Sibbertsen, Philipp"
~subject:"Monte-Carlo-Simulation"
~subject:"Produktionsfunktion"
~subject:"Schätztheorie"
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Stochastischer Prozess
Volatility
Monte-Carlo-Simulation
Produktionsfunktion
Schätztheorie
Estimation theory
4
Börsenkurs
1
Capital income
1
Deutschland
1
Germany
1
Kapitaleinkommen
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Share price
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Structural break
1
Strukturbruch
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Sibbertsen, Philipp
Härdle, Wolfgang
29
Nielsen, Morten Ørregaard
15
Teräsvirta, Timo
11
Bibinger, Markus
10
Johansen, Søren
10
Kristensen, Dennis
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Reiß, Markus
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Podolskij, Mark
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Cattaneo, Matias D.
6
Hautsch, Nikolaus
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Kruse, Robinson
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Lütkepohl, Helmut
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Schienle, Melanie
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Spokojnyj, Vladimir G.
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Christensen, Bent Jesper
5
Christensen, Kim
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Hounyo, Ulrich
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Krämer, Walter
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MacKinnon, James G.
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Mammen, Enno
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Varneskov, Rasmus Tangsgaard
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Yang, Lijian
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4
Breunig, Christoph
4
Hillebrand, Eric
4
Lunde, Asger
4
Rahbek, Anders
4
Santucci de Magistris, Paolo
4
Silvennoinen, Annastiina
4
Staszewska-Bystrova, Anna
4
Taylor, Robert
4
Wang, Weining
4
Winker, Peter
4
Agiakloglou, Christos N.
3
Bennedsen, Mikkel
3
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CREATES research paper
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
SFB 649 discussion paper
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
11
Applied economics letters
1
Department of Economics discussion papers
1
Econometrics : open access journal
1
Economics letters
1
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
1
Journal of econometrics
1
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ECONIS (ZBW)
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A unified framework for testing in the linear regression model under unknown order of fractional integration
Christensen, Bent Jesper
;
Kruse, Robinson
;
Sibbertsen, …
-
2013
Persistent link: https://www.econbiz.de/10010195657
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2
On tests for linearity against STAR models with deterministic trends
Kaufmann, Hendrik
;
Kruse, Robinson
;
Sibbertsen, Philipp
-
2012
Persistent link: https://www.econbiz.de/10009535121
Saved in:
3
Long memory and changing persistence
Kruse, Robinson
;
Sibbertsen, Philipp
-
2010
Persistent link: https://www.econbiz.de/10008651702
Saved in:
4
Long memory in volatilities of German stock returns
Sibbertsen, Philipp
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
3
,
pp. 477-488
Persistent link: https://www.econbiz.de/10002222104
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