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subject:"Volatilität"
type_genre:"Working Paper"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Estimation"
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation
Estimation theory
236
Schätztheorie
236
Theorie
155
Theory
155
Time series analysis
27
Zeitreihenanalyse
27
Nichtparametrisches Verfahren
22
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22
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11
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11
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10
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12
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12
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6
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6
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13
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Gouriéroux, Christian
4
Jasiak, Joann
4
Abowd, John M.
1
Babsiri, Mohamed el
1
Bertholon, Henri
1
Bolduc, Denis
1
Cybakov, Aleksandr B.
1
Davezies, Laurent
1
Fermanian, Jean-David
1
Ferrara, Laurent
1
Ghysels, Eric
1
Guégan, Dominique
1
Le Barbanchon, Thomas
1
Malongo, Hassan
1
Monfort, Alain
1
Pegoraro, Fulvio
1
Rohde, Angelika
1
Rosenbaum, Mathieu
1
Sufana, Razvan
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Discussion paper series / IZA
58
Discussion paper / Tinbergen Institute
53
CEMMAP working papers / Centre for Microdata Methods and Practice
49
Working paper / Department of Econometrics and Business Statistics, Monash University
39
Working paper / National Bureau of Economic Research, Inc.
36
Working paper
34
CESifo working papers
32
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30
CREATES research paper
27
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25
SFB 649 discussion paper
23
Discussion paper / Centre for Economic Policy Research
21
Working papers series in theoretical and applied economics
19
Discussion papers of interdisciplinary research project 373
15
Finance and economics discussion series
15
KBI
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
15
Working papers
14
Discussion paper / Center for Economic Research, Tilburg University
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Boston College working papers in economics
11
Queen's Economics Department working paper
11
Cowles Foundation discussion paper
10
Technical working paper / National Bureau of Economic Research
10
Working paper series
10
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10
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9
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
9
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9
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8
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8
Série des documents de travail
8
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8
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8
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7
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ECONIS (ZBW)
13
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1
Regression discontinuity design with continuous measurement error in the running variable
Davezies, Laurent
;
Le Barbanchon, Thomas
-
2014
Persistent link: https://www.econbiz.de/10010457133
Saved in:
2
On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David
;
Malongo, Hassan
-
2013
Persistent link: https://www.econbiz.de/10010342712
Saved in:
3
Estimation of high-dimensional low rank matrices
Rohde, Angelika
;
Cybakov, Aleksandr B.
-
2010
Persistent link: https://www.econbiz.de/10009405980
Saved in:
4
Estimation of the volatility persistence in a discretly observed diffusion model
Rosenbaum, Mathieu
-
2006
Persistent link: https://www.econbiz.de/10003342570
Saved in:
5
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
6
Pricing and inference with mixtures on conditionally normal processes
Bertholon, Henri
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2006
Persistent link: https://www.econbiz.de/10003447913
Saved in:
7
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
8
Estimation and applications of Gegenbauer processes
Ferrara, Laurent
;
Guégan, Dominique
-
1999
Persistent link: https://www.econbiz.de/10001391170
Saved in:
9
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
10
Contemporaneous asymmetry in GARCH processes
Babsiri, Mohamed el
;
Zakoïan, Jean-Michel
-
1997
Persistent link: https://www.econbiz.de/10000956285
Saved in:
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