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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~language:"eng"
~person:"Gobet, Emmanuel"
~person:"Hafner, Christian M."
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Volatilität
Nichtparametrisches Verfahren
Estimation theory
10
Schätztheorie
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ARCH model
4
ARCH-Modell
4
Correlation
2
Korrelation
2
Linear algebra
2
Lineare Algebra
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
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Volatility
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Correlation matrix
1
Estimation
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GARCH
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Innovation diffusion
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Innovationsdiffusion
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Kronecker product
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Markov chain
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Matrix logarithm
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Scientific modelling
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Gobet, Emmanuel
Hafner, Christian M.
Härdle, Wolfgang
5
Spokojnyj, Vladimir G.
5
Van Bellegem, Sébastien
5
Bouezmarni, Taoufik
4
Kim, Woocheol
4
Johannes, Jan
3
Rieder, Helmut
3
Rombouts, Jeroen V. K.
3
Bauwens, Luc
2
Butucea, Cristina
2
Horowitz, Joel
2
Preminger, Arie
2
Teyssière, Gilles
2
Tripathi, Gautam
2
Vanhems, Anne
2
Bertanha, Marinho
1
Birke, Melanie
1
Bunke, Olaf
1
Cosma, Antonio
1
Dankenbring, Henning
1
Delecroix, Michel
1
Florens, Jean-Pierre
1
Franke, Jürgen
1
Galli, Fausto
1
Grammig, Joachim
1
Grassmann, J.
1
Herwartz, Helmut
1
Hoffmann, Marc
1
Holzberger, Harriet
1
Karlsen, Hans Arnfinn
1
Klinke, Sigbert
1
Lavergne, Pascal
1
Mammen, Enno
1
Mercurio, Danilo
1
Myklebust, Terje
1
Müller, Marlene
1
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Polzehl, Jörg
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CORE discussion papers : DP
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
CORE discussion paper : DP
2
Discussion papers of interdisciplinary research project 373
2
Econometric Institute research papers
1
Econometrics papers
1
SFB 649 discussion paper
1
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ECONIS (ZBW)
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On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
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2
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329726
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3
Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed
Gobet, Emmanuel
;
Hoffmann, Marc
;
Reiß, Markus
-
2002
Persistent link: https://www.econbiz.de/10001697748
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