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subject:"Stochastischer Prozess"
subject:"Volatility"
~person:"Zhu, Ke"
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Stochastischer Prozess
Volatility
Estimation theory
14
Schätztheorie
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10
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10
ARCH model
5
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5
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Zhu, Ke
Koopman, Siem Jan
23
Phillips, Peter C. B.
23
Todorov, Viktor
19
Li, Jia
18
Kumar, Dilip
16
Li, Yingying
15
Tauchen, George Eugene
15
Teräsvirta, Timo
15
Maheswaran, S.
14
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13
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12
Hafner, Christian M.
12
Kim, Donggyu
12
McAleer, Michael
12
Sentana, Enrique
12
Ghysels, Eric
11
Härdle, Wolfgang
11
Lucas, André
11
Mancino, Maria Elvira
11
Reiß, Markus
11
Spokojnyj, Vladimir G.
11
Swanson, Norman R.
11
Andersen, Torben
10
Liu, Zhi
10
Silvennoinen, Annastiina
10
Christopeit, Norbert
9
Fan, Jianqing
9
Linton, Oliver
9
Mykland, Per A.
9
Rodriguez, Gabriel
9
Zakoïan, Jean-Michel
9
Alizadeh, Sassan
8
Bibinger, Markus
8
Cavaliere, Giuseppe
8
Francq, Christian
8
Hurvich, Clifford M.
8
Leon-Gonzalez, Roberto
8
Massmann, Michael
8
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8
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Journal of econometrics
3
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ECONIS (ZBW)
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A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
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2
Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
Saved in:
3
Non-standard inference for augmented double autoregressive models with null volatility coefficients
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012439437
Saved in:
4
Double AR model without intercept : an alternative to modeling nonstationarity and heteroscedasticity
Li, Dong
;
Shaojun, Guo
;
Zhu, Ke
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 319-331
Persistent link: https://www.econbiz.de/10012181294
Saved in:
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