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subject:"Volatility"
type_genre:"Article in journal"
~person:"Dufour, Jean-Marie"
~subject:"Börsenkurs"
~type_genre:"Book section"
~type_genre:"Conference paper"
~type_genre:"Konferenzschrift"
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Volatility
Börsenkurs
Estimation theory
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Schätztheorie
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9
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Dufour, Jean-Marie
Kumar, Dilip
16
Maheswaran, S.
15
Todorov, Viktor
12
Li, Jia
11
Tauchen, George Eugene
11
Teräsvirta, Timo
9
Francq, Christian
8
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7
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7
Koopman, Siem Jan
7
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7
Liu, Zhi
7
Mykland, Per A.
7
Zakoïan, Jean-Michel
7
Feng, Yuanhua
6
Hafner, Christian M.
6
Sentana, Enrique
6
Taylor, Stephen
6
Wang, Yazhen
6
Bauwens, Luc
5
Bollerslev, Tim
5
Engle, Robert F.
5
Faff, Robert W.
5
Fan, Jianqing
5
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5
Härdle, Wolfgang
5
Jing, Bingyi
5
Li, Wai Keung
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Nolte, Ingmar
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Zhang, Lan
5
Arnerić, Josip
4
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4
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Econometric analysis of financial and economic time series ; part a
1
Journal of econometrics
1
The econometrics journal
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
1
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ECONIS (ZBW)
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1
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
2
A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
Saved in:
3
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
4
On a simple two-stage closed-form estimator for a stochastic volatility in a general linear regression
Dufour, Jean-Marie
;
Valéry, Pascale
-
2006
Persistent link: https://www.econbiz.de/10003331387
Saved in:
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