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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Econometric analysis of financial and economic time series ; part a"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Dufour, Jean-Marie"
~person:"Gao, Jiti"
~subject:"Prognoseverfahren"
~subject:"Statistical inference"
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Stochastischer Prozess
Volatility
Prognoseverfahren
Statistical inference
Estimation theory
7
Schätztheorie
7
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Estimation
3
Panel
3
Panel study
3
Schätzung
3
Time series analysis
3
Zeitreihenanalyse
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Local linear estimation
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Volatilität
2
1928-1987
1
Aktienindex
1
Asymptotic theory
1
Bandwidth
1
Bayes-Statistik
1
Bayesian inference
1
Bootstrap method
1
Concentrated quasi-maximum likelihood estimation
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Heterogenous autoregressive model
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IV-Schätzung
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Instrumental variable approach
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Instrumental variables
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Local constant estimator
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Local linear smoothing
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Locally stationary process
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Markov chain
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Markov chain Monte Carlo
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Markov-Kette
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Nonparametric method
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Nonstationary panel data
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Orthogonal series method
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Panel data
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Dufour, Jean-Marie
Gao, Jiti
Cai, Zongwu
3
Ghysels, Eric
3
Ling, Shiqing
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Peng, Liang
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Andreou, Elena
2
Belloni, Alexandre
2
Chernozhukov, Victor
2
Hautsch, Nikolaus
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Jing, Bingyi
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Kozbur, Damian
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Matsushita, Yukitoshi
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Müller, Ulrich K.
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Otsu, Taisuke
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Russell, Jeffrey R.
2
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2
Tsay, Ruey S.
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Xu, Ke-li
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Yang, Xiye
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Alfelt, Gustav
1
Amado, Cristina
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Andersen, Torben
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Antoine, Bertille
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Econometric analysis of financial and economic time series ; part a
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Cambridge working papers in economics
3
The econometrics journal
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Econometric reviews
2
Journal of econometrics
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L' Actualité économique : revue trimest.
2
CIRANO - Scientific Publications 2013s-40
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CIRANO - Scientific Publications 2014s-17
1
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Cowles Foundation Discussion Paper
1
Essays in honor of Joon Y. Park : econometric theory
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
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Journal of banking & finance
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
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The Canadian journal of economics
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Saved in:
2
On a simple two-stage closed-form estimator for a stochastic volatility in a general linear regression
Dufour, Jean-Marie
;
Valéry, Pascale
-
2006
Persistent link: https://www.econbiz.de/10003331387
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