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type_genre:"Sammelwerk"
~person:"White, Halbert"
~subject:"Börsenkurs"
~subject:"Estimation"
~subject:"Nichtparametrisches Verfahren"
~subject:"Risk measure"
~subject:"Robustes Verfahren"
~type_genre:"Aufsatz in Zeitschrift"
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Börsenkurs
Estimation
Nichtparametrisches Verfahren
Risk measure
Robustes Verfahren
Estimation theory
35
Schätztheorie
35
Theorie
12
Theory
12
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10
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7
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7
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6
Statistical theory
6
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Panel study
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White, Halbert
Linton, Oliver
37
Li, Qi
33
Su, Liangjun
28
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24
Kumbhakar, Subal
23
Parmeter, Christopher F.
21
Florens, Jean-Pierre
20
Phillips, Peter C. B.
20
Racine, Jeffrey
20
Tsionas, Efthymios G.
19
Cai, Zongwu
18
Chen, Xiaohong
18
Chen, Songnian
17
Simar, Léopold
17
Li, Degui
16
Escanciano, Juan Carlos
15
Sun, Yiguo
15
Henderson, Daniel J.
14
Kumar, Dilip
14
Ullah, Aman
14
Horowitz, Joel
13
Lewbel, Arthur
13
Maheswaran, S.
13
Tauchen, George Eugene
13
Fan, Jianqing
12
Hsiao, Cheng
12
Baltagi, Badi H.
11
Fan, Yanqin
11
Hoderlein, Stefan
11
Jochmans, Koen
11
Li, Jia
11
Lu, Xun
11
Otsu, Taisuke
11
Robinson, Peter M.
11
Sasaki, Yuya
11
Van Keilegom, Ingrid
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Yao, Feng
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10
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Journal of econometrics
9
Quantitative economics : QE ; journal of the Econometric Society
2
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Finance research letters
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ECONIS (ZBW)
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11
Mixtures of t-distributions for finance and forecasting
Giacomini, Raffaella
;
Gottschling, Andreas
;
Häfke, …
- In:
Journal of econometrics
144
(
2008
)
1
,
pp. 175-192
Persistent link: https://www.econbiz.de/10003723638
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12
On more robust estimation of skewness and kurtosis
Kim, Tae-hwan
;
White, Halbert
- In:
Finance research letters
1
(
2004
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10003307251
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13
Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice
;
Häfke, Christian
;
Politis, Dimitris N.
; …
- In:
Journal of econometrics
120
(
2004
)
2
,
pp. 295-326
Persistent link: https://www.econbiz.de/10002028637
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14
High breakdown point conditional dispersion estimation with application to S&P 500 daily returns to volatility
Sakata, Shinichi
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
3
,
pp. 529-567
Persistent link: https://www.econbiz.de/10001240761
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