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type_genre:"Sammelwerk"
~person:"White, Halbert"
~subject:"Börsenkurs"
~subject:"Estimation"
~subject:"Nichtparametrisches Verfahren"
~subject:"Risk measure"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Börsenkurs
Estimation
Nichtparametrisches Verfahren
Risk measure
Estimation theory
56
Schätztheorie
56
Nonparametric statistics
18
Theorie
18
Theory
18
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9
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9
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9
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7
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White, Halbert
Linton, Oliver
79
Gao, Jiti
68
Chen, Xiaohong
49
Härdle, Wolfgang
47
Cai, Zongwu
41
Li, Qi
36
Hoderlein, Stefan
33
Horowitz, Joel
33
Newey, Whitney K.
33
Su, Liangjun
33
Florens, Jean-Pierre
32
Simar, Léopold
32
Kapetanios, George
30
Phillips, Peter C. B.
30
Racine, Jeffrey
30
Lewbel, Arthur
28
Van Keilegom, Ingrid
28
Escanciano, Juan Carlos
25
Kumbhakar, Subal
24
Li, Degui
24
Pesaran, M. Hashem
24
Mammen, Enno
23
Dette, Holger
22
Hu, Yingyao
22
Chernozhukov, Victor
21
Jochmans, Koen
21
Parmeter, Christopher F.
21
Breunig, Christoph
20
Lee, Sokbae
20
Tsionas, Efthymios G.
20
Vella, Francis
20
Gouriéroux, Christian
19
Henderson, Daniel J.
19
Hsu, Yu-Chin
19
Kristensen, Dennis
19
Lechner, Michael
19
Marcellino, Massimiliano
19
Otsu, Taisuke
19
Rothe, Christoph
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Journal of econometrics
9
Boston College working papers in economics
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Discussion paper / Department of Economics, University of California San Diego
2
Quantitative economics : QE ; journal of the Econometric Society
2
Discussion paper series / LSE Financial Markets Group
1
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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Reihe Ökonomie
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ECONIS (ZBW)
24
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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
Saved in:
22
The dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000994251
Saved in:
23
Dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
-
1998
Persistent link: https://www.econbiz.de/10000988757
Saved in:
24
Improved rates and asymptotic normality for nonparametric neural network estimators
Chen, Xiaohong
;
White, Halbert
-
1997
Persistent link: https://www.econbiz.de/10010364335
Saved in:
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