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subject:"Volatility"
type:"book"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Statistical test"
~subject:"USA"
~type_genre:"Government document"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Volatility
Statistical test
USA
Estimation theory
82
Schätztheorie
82
Theorie
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Theory
82
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
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17
Regressionsanalyse
17
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17
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11
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15
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15
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15
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15
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Härdle, Wolfgang
4
Spokojnyj, Vladimir G.
4
Läuter, Henning
2
Teyssière, Gilles
2
Yang, Lijian
2
Chen, Song Xi
1
Dankenbring, Henning
1
Delecroix, Michel
1
Grammig, Joachim
1
Herwartz, Helmut
1
Horowitz, Joel
1
Kleinow, Torsten
1
Mercurio, Danilo
1
Moersch, Mathias
1
Nautz, Dieter
1
Nikulin, Michail
1
Park, Byeong U.
1
Protopopescu, Camelia
1
Rieder, Helmut
1
Sachsenweger, Cornelia
1
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1
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1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
CEMMAP working papers / Centre for Microdata Methods and Practice
55
Discussion paper / Tinbergen Institute
42
Working paper / National Bureau of Economic Research, Inc.
38
CREATES research paper
34
Cowles Foundation discussion paper
33
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
29
Working paper
19
Discussion paper series / IZA
18
Working paper / Department of Econometrics and Business Statistics, Monash University
17
Discussion paper / Centre for Economic Policy Research
15
SFB 649 discussion paper
15
Discussion papers of interdisciplinary research project 373
14
Technical working paper / National Bureau of Economic Research
13
CEMFI working paper
11
CESifo working papers
11
Discussion paper / Center for Economic Research, Tilburg University
11
Discussion paper
10
Working papers
10
KBI
9
NBER working paper series
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Cambridge working papers in economics
8
Discussion paper / Department of Economics, University of California San Diego
8
Discussion papers / CEPR
8
ERID working paper
8
Working papers series in theoretical and applied economics
8
GRIPS discussion papers
7
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7
Working papers / Rutgers University, Department of Economics
7
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6
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Department of Economics discussion paper series / University of Oxford
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ECONIS (ZBW)
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Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian
;
Härdle, Wolfgang
;
Park, Byeong U.
-
2002
Persistent link: https://www.econbiz.de/10001715636
Saved in:
2
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
3
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
4
An empirical likelihood goodness of fit test for time series
Chen, Song Xi
;
Härdle, Wolfgang
;
Kleinow, Torsten
-
2001
Persistent link: https://www.econbiz.de/10001580375
Saved in:
5
Long memory analysis
Teyssière, Gilles
-
2000
Persistent link: https://www.econbiz.de/10001508112
Saved in:
6
Consistency of a least squares orthonormal series estimator for a regression function
Delecroix, Michel
;
Protopopescu, Camelia
-
2000
Persistent link: https://www.econbiz.de/10001470356
Saved in:
7
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
8
One-sided confidence about functionals over tangent cones
Rieder, Helmut
-
2000
Persistent link: https://www.econbiz.de/10001485395
Saved in:
9
Parametric versus nonparametric goodness of fit : another view
Läuter, Henning
;
Nikulin, Michail
-
1999
Persistent link: https://www.econbiz.de/10001371689
Saved in:
10
An adaptive, rate optimal test of a parametric model against a nonparametric alternative
Horowitz, Joel
;
Spokojnyj, Vladimir G.
-
1999
Persistent link: https://www.econbiz.de/10001371690
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