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subject:"Volatility"
~person:"Horváth, Lajos"
~subject:"Nonparametric statistics"
~subject:"Prognoseverfahren"
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Volatility
Nonparametric statistics
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Horváth, Lajos
Linton, Oliver
87
Gao, Jiti
77
Chen, Xiaohong
65
Cai, Zongwu
50
Härdle, Wolfgang
50
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46
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Su, Liangjun
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Ichimura, Hidehiko
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Lewbel, Arthur
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Kristensen, Dennis
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Ullah, Aman
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Corradi, Valentina
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Diebold, Francis X.
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Lee, Sokbae
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Marcellino, Massimiliano
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Linton, Oliver B.
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Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
2
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
Saved in:
3
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935355
Saved in:
4
Asymptotic properties of nonparametric frontier estimators
Horváth, Lajos
;
Horváth, Zsuzsanna
;
Zhou, Wang
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1607-1627
Persistent link: https://www.econbiz.de/10003771886
Saved in:
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