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subject:"Volatility"
~person:"Döpke, Jörg"
~person:"Härdle, Wolfgang"
~subject:"Nichtparametrisches Verfahren"
~subject:"Risikomaß"
~type:"article"
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Search: subject_exact:"Estimation"
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Volatility
Nichtparametrisches Verfahren
Risikomaß
Estimation
48
Schätzung
48
Deutschland
21
Germany
21
Theorie
15
Theory
15
Business cycle
14
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14
Forecasting model
13
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13
Volatilität
13
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12
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12
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7
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7
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Nonparametric statistics
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Schätztheorie
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Statistische Verteilung
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20
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Döpke, Jörg
Härdle, Wolfgang
Gupta, Rangan
68
Bahmani-Oskooee, Mohsen
33
Ma, Feng
26
McAleer, Michael
26
Pierdzioch, Christian
24
Todorov, Viktor
24
Bollerslev, Tim
23
Wohar, Mark E.
22
Balcilar, Mehmet
21
Bouri, Elie
21
Kumar, Dilip
20
Xuan Vinh Vo
20
Gil-Alaña, Luis A.
19
Kang, Sang Hoon
18
Mensi, Walid
17
Rashid, Abdul
17
Tiwari, Aviral Kumar
17
Asai, Manabu
16
Caporale, Guglielmo Maria
16
Chiang, Thomas C.
15
Kumbhakar, Subal
15
Yoon, Seong-min
15
Brooks, Robert
14
Li, Jia
14
Wei, Yu
14
Andersen, Torben
13
Bali, Turan G.
13
Hammoudeh, Shawkat
13
Hautsch, Nikolaus
13
Lee, Chien-chiang
13
McMillan, David G.
13
Tauchen, George Eugene
13
Wang, Yudong
13
Zhu, Huiming
13
Apergēs, Nikolaos
12
Belke, Ansgar
12
Caporin, Massimiliano
12
Hegerty, Scott W.
12
Linton, Oliver
12
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Applied quantitative finance
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
1
German economic review
1
International journal of theoretical and applied finance
1
International review of applied economics
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of economics & business
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of international money and finance
1
Kredit und Kapital
1
Review of derivatives research
1
Review of quantitative finance and accounting
1
The European journal of finance
1
The world economy : the leading journal on international economic relations
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ECONIS (ZBW)
20
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date (oldest first)
1
Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hansheng
;
Härdle, …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
Saved in:
2
Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan
;
Chiang, Thomas C.
;
Härdle, Wolfgang
- In:
Journal of banking & finance
93
(
2018
),
pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
Saved in:
3
Confidence corridors for multivariate generalized quantile regression
Chao, Shih-Kang
;
Proksch, Katharina
;
Dette, Holger
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011704106
Saved in:
4
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, U.
- In:
Applied quantitative finance
,
(pp. 279-294)
.
2017
Persistent link: https://www.econbiz.de/10011794967
Saved in:
5
Copula-based factor model for credit risk analysis
Lu, Meng-Jou
;
Chen, Cathy Yi-Hsuan
;
Härdle, Wolfgang
- In:
Review of quantitative finance and accounting
49
(
2017
)
4
,
pp. 949-971
Persistent link: https://www.econbiz.de/10011797579
Saved in:
6
Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
Saved in:
7
Distillation of news flow into analysis of stock reactions
Zhang, Junni L.
;
Härdle, Wolfgang
;
Chen, Cathy Y.
; …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 547-563
Persistent link: https://www.econbiz.de/10011692403
Saved in:
8
Yield curve modeling and forecasting using semiparametric factor dynamics
Härdle, Wolfgang
;
Majer, Piotr
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1109-1129
Persistent link: https://www.econbiz.de/10011715314
Saved in:
9
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
Saved in:
10
Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen
;
Härdle, Wolfgang
;
Jeong, Kiho
- In:
Journal of forecasting
29
(
2010
)
4
,
pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
Saved in:
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