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subject:"Volatility"
~institution:"Centre for Analytical Finance <Århus>"
~language:"eng"
~subject:"Heteroscedasticity"
~subject:"Market microstructure noise"
~subject:"Nichtparametrisches Verfahren"
~subject:"Ranking method"
~subject:"Schätzung"
~subject:"Statistical test"
~subject:"United States"
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Volatility
Heteroscedasticity
Market microstructure noise
Nichtparametrisches Verfahren
Ranking method
Schätzung
Statistical test
United States
Estimation theory
12
Schätztheorie
12
Theorie
5
Theory
5
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
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2
Maximum likelihood estimation
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Noise Trading
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Noise trading
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Optionsanleihe
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Probability theory
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Statistischer Test
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English
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Christensen, Bent Jesper
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Poulsen, Rolf
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Ørregaard Nielsen, Morten
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
96
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
62
OECD
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International Energy Agency
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Center for Economic Research <Tilburg>
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Centre for Microdata Methods and Practice <London>
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Ekonomiska forskningsinstitutet <Stockholm>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Forschungsinstitut zur Zukunft der Arbeit
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London School of Economics and Political Science
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Rodney L. White Center for Financial Research
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University of California, San Diego / Department of Economics
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University of Chicago / Graduate School of Business
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Suntory-Toyota International Centre for Economics and Related Disciplines
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University of York / Department of Economics and Related Studies
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World Health Organization
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"Econometrics of Complex Survey Data Theory and Applications" Conference <2017, Ottawa>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
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Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
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