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type_genre:"Aufsatz im Buch"
type_genre:"Congress report"
~isPartOf:"Essays in finance : commodity derivatives, volatility forecasting, and the carbon market"
~isPartOf:"Tools and techniques"
~language:"eng"
~subject:"Estimation"
~subject:"Volatility"
~type_genre:"Rezension"
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10
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5
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4
Nichtparametrisches Verfahren
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Aufsatz im Buch
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English
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Vicedom, Sebastian
3
Andersen, Torben
1
Bandi, Federico M.
1
Bibby, Bo Martin
1
Bollerslev, Tim
1
Curcuru, Stephanie E.
1
Diebold, Francis X.
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Garcia, René
1
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1
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Essays in finance : commodity derivatives, volatility forecasting, and the carbon market
Tools and techniques
Applied quantitative finance
14
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
13
Journal of economic literature
10
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
8
Forecasting volatility in the financial markets
7
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
7
The Oxford handbook of the economics of peace and conflict
7
Handbook of financial time series
6
Long memory in economics : with 50 tables
6
Technology and international trade : [Conference ... Oslo, in October 1995]
6
The economic journal : the journal of the Royal Economic Society
6
Advances in economics and econometrics ; Vol. 2
5
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
5
Exchange rate economics : where do we stand?
5
Exchange rate policy in Europe
5
Household behaviour, equivalence scales, welfare and poverty : with 70 tables
5
Statistical methods for the evaluation of educational services and quality of products
5
The theory of monetary aggregation
5
Advances in business cycle research : with application to the French and US economies
4
Deficit reduction : what pain, what gain?
4
Development, duality, and the international economic regime : essays in honor of Gustav Ranis
4
Econometric analysis of financial and economic time series ; part a
4
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
4
Empirical post Keynesian economics : looking at the real world
4
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
4
Focus on economic growth and productivity
4
Globalization : strategies and effects
4
Modern perspectives on the gold standard
4
Selected topics in applied econometrics
4
Spatial econometric interaction modelling
4
Spatial economic science : new frontiers in theory and methodology ; with 26 tables
4
The Oxford handbook of panel data
4
The complex dynamics of economic interaction : essays in economics and econophysics
4
Understanding and interpreting economic structure : with 75 tables
4
1992 proceedings of the eighty-fifth Annual Conference on Taxation : held under the auspices of the National Tax Association - Tax Institute of America at Salt Lake City, Utah, October 11 - 14, 1992
3
Advances in risk management
3
Agricultural sector modelling and policy information systems : proceedings of the 65th European seminar of the European Association of Agricultural Economists (EAAE) ; March 29 - 31, 2000, Bonn, Germany
3
Applying Kernel and nonparametric estimation to economic topics
3
Asset pricing, financial intermediation and banking supervision in the aftermath of the financial crisis
3
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ECONIS (ZBW)
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1
Commodity forward curve dynamics with inventory information
Vicedom, Sebastian
- In:
Essays in finance : commodity derivatives, volatility …
,
(pp. 8-49)
.
2016
Persistent link: https://www.econbiz.de/10011646898
Saved in:
2
Forecasting realized variance based on macroeconomic uncertainty
Vicedom, Sebastian
- In:
Essays in finance : commodity derivatives, volatility …
,
(pp. 51-114)
.
2016
Persistent link: https://www.econbiz.de/10011646902
Saved in:
3
High-frequency analysis of the carbon market: jumps, causes, and implications
Vicedom, Sebastian
- In:
Essays in finance : commodity derivatives, volatility …
,
(pp. 116-153)
.
2016
Persistent link: https://www.econbiz.de/10011646906
Saved in:
4
Parametric and nonparametric volatility measurement
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2010
Persistent link: https://www.econbiz.de/10003900630
Saved in:
5
Nonstationary continuous-time processes
Bandi, Federico M.
;
Phillips, Peter C. B.
-
2010
Persistent link: https://www.econbiz.de/10003900634
Saved in:
6
Estimating functions for discretely sampled diffusion-type models
Bibby, Bo Martin
;
Jacobsen, Martin
;
Sørensen, Michael
-
2010
Persistent link: https://www.econbiz.de/10003900641
Saved in:
7
Heterogeneity and portfolio choice : theory and evidence
Curcuru, Stephanie E.
;
Heaton, John
;
Lucas, Deborah J.
; …
-
2010
Persistent link: https://www.econbiz.de/10003900660
Saved in:
8
The econometrics of option pricing
Garcia, René
;
Ghysels, Eric
;
Renault, Eric
-
2010
Persistent link: https://www.econbiz.de/10003900680
Saved in:
9
Measuring and modeling variation in the risk-return trade-off
Lettau, Martin
;
Ludvigson, Sydney C.
-
2010
Persistent link: https://www.econbiz.de/10003900691
Saved in:
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