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type_genre:"Graue Literatur"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"GRIPS discussion papers"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Collection of articles of several authors"
~type_genre:"Rezension"
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Search: subject_exact:"Estimation theory"
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Volatility
Volatilität
Estimation theory
179
Schätztheorie
179
Nichtparametrisches Verfahren
53
Nonparametric statistics
53
Regression analysis
49
Regressionsanalyse
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Graue Literatur
Collection of articles of several authors
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Hafner, Christian M.
3
Härdle, Wolfgang
3
Leon-Gonzalez, Roberto
3
León-González, Roberto
3
Bauwens, Luc
2
Chan, Joshua
2
Doucet, Arnaud
2
Majoni, Blessings
2
Preminger, Arie
2
Spokojnyj, Vladimir G.
2
Strachan, Rodney W.
2
Dankenbring, Henning
1
Herwartz, Helmut
1
Otranto, Edoardo
1
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Xu, Yongdeng
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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1
Exact likelihood for inverse gamma Stochastic Volatility models
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
-
This version: April 2024
Persistent link: https://www.econbiz.de/10014574199
Saved in:
2
Exact likelihood for inverse gamma stochastic volatility models
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2023
Persistent link: https://www.econbiz.de/10014330018
Saved in:
3
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
4
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
5
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
León-González, Roberto
-
2018
Persistent link: https://www.econbiz.de/10012196629
Saved in:
6
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
7
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
8
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
9
Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
Leon-Gonzalez, Roberto
-
2015
Persistent link: https://www.econbiz.de/10012195829
Saved in:
10
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329726
Saved in:
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