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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Amengual, Dante"
~person:"Heiler, Siegfried"
~person:"Safari, Amir"
~type:"article"
~type_genre:"Book section"
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation theory
6
Schätztheorie
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Theorie
5
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5
Volatility
5
Estimation
4
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4
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Amengual, Dante
Heiler, Siegfried
Safari, Amir
Dufour, Jean-Marie
2
Feng, Yuanhua
2
Račev, Svetlozar T.
2
Seese, Detlef G.
2
Spokojnyj, Vladimir G.
2
Sun, Wei
2
Abry, Patrice
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Dhar, Subhra Sankar
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1
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Es, Bert van
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Economic dynamics : theory, games and empirical studies
1
Encyclopedia of economics research ; Vol. 1
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Institutional arrangements for global economic integration
1
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ECONIS (ZBW)
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Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 269-306)
.
2022
Persistent link: https://www.econbiz.de/10013194599
Saved in:
2
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
-
2012
Persistent link: https://www.econbiz.de/10009579904
Saved in:
3
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
- In:
Economic dynamics : theory, games and empirical studies
,
(pp. 171-197)
.
2009
Persistent link: https://www.econbiz.de/10003867880
Saved in:
4
Locally weighted autoregression
Feng, Yuanhua
;
Heiler, Siegfried
- In:
Institutional arrangements for global economic integration
,
(pp. 371-388)
.
2000
Persistent link: https://www.econbiz.de/10001533889
Saved in:
5
Locally weighted autoregression
Feng, Yuanhua
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 101-117)
.
1998
Persistent link: https://www.econbiz.de/10001301452
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