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~isPartOf:"CREATES research paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Estimation"
~subject:"Mathematical analysis"
~subject:"Zinsstruktur"
~type_genre:"Non-commercial literature"
~type_genre:"Thesis"
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Estimation
Mathematical analysis
Zinsstruktur
Stochastic process
112
Stochastischer Prozess
112
Theorie
85
Theory
85
Volatility
36
Volatilität
36
Estimation theory
26
Schätztheorie
26
Time series analysis
22
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18
Nichtparametrisches Verfahren
12
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Gil-Alaña, Luis A.
3
Härdle, Wolfgang
3
Küchler, Uwe
3
Platen, Eckhard
3
Hafner, Christian M.
2
Kristensen, Dennis
2
Kruse, Robinson
2
Papapantoleon, Antonis
2
Skovmand, David
2
Spokojnyj, Vladimir G.
2
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1
Andreasen, Martin Møller
1
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1
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Barndorff-Nielsen, Ole E.
1
Basse, Tobias
1
Benth, Fred Espen
1
Benzoni, Luca
1
Bolko, Anine E.
1
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1
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1
Callot, Laurent
1
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1
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1
Cybakov, Aleksandr B.
1
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1
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1
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1
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1
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CREATES research paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Working paper
26
Discussion papers of interdisciplinary research project 373
24
Discussion paper / Tinbergen Institute
21
CAMA working paper series
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
16
SFB 649 discussion paper
16
Research paper series / Swiss Finance Institute
12
CESifo working papers
10
Discussion paper
8
Discussion paper series / IZA
8
Econometric Institute research papers
8
CIRJE discussion papers / F series
6
CoFE discussion papers
6
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Swiss Finance Institute Research Paper
6
Working paper / National Bureau of Economic Research, Inc.
6
Discussion paper / Centre for Economic Policy Research
5
Documento de trabajo
5
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
5
Discussion paper / Deutsche Bundesbank
4
Finance and economics discussion series
4
HWWA discussion paper
4
Kiel working paper
4
Lecture notes in economics and mathematical systems : LNEMS
4
Passauer Diskussionspapiere / Betriebswirtschaftliche Reihe : Diskussionsbeitrag ...
4
Reihe Quantitative Ökonomie : Ökon
4
Tübinger Diskussionsbeiträge
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Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
CARF working paper
3
CFS working paper series
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Cowles Foundation discussion paper
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Discussion papers in economics
3
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
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Documents de travail / Banque de France
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ECONIS (ZBW)
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1
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
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2
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
3
The walking debt crisis
Basse, Tobias
;
Kruse, Robinson
;
Wegener, Christoph
-
2017
Persistent link: https://www.econbiz.de/10011624094
Saved in:
4
Deterministic and stochastic trends in the Lee-Carter mortality model
Callot, Laurent
;
Haldrup, Niels
;
Kallestrup-Lamb, Malene
-
2014
Persistent link: https://www.econbiz.de/10010433248
Saved in:
5
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
6
Efficient and accurate log-Lévi approximations to Lévi driven LIBOR models
Papapantoleon, Antonis
;
Schoenmakers, John
;
Skovmand, David
-
2011
Persistent link: https://www.econbiz.de/10009152332
Saved in:
7
Stochastic volatility
Andersen, Torben
;
Benzoni, Luca
-
2010
Persistent link: https://www.econbiz.de/10003937010
Saved in:
8
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
9
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959801
Saved in:
10
The risk-return tradeoff and leverage effect in a stochastic volatility-in-mean model
Christensen, Bent Jesper
;
Posedel Šimović, Petra
-
2010
Persistent link: https://www.econbiz.de/10008651660
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