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~isPartOf:"CREATES research paper"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Index"
~subject:"Volatility"
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Search: subject_exact:"Nichtparametrisches Verfahren"
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Index
Volatility
Nichtparametrisches Verfahren
67
Nonparametric statistics
67
Estimation theory
26
Schätztheorie
26
Theorie
17
Theory
17
Time series analysis
12
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Hounyo, Ulrich
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
Journal of econometrics
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
SFB 649 discussion paper
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Econometric reviews
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Economics letters
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International journal of forecasting
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Cambridge working papers in economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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Is the diurnal pattern sufficient to explain the intraday variation in volatility? : a nonparametric assessment
Christensen, Kimberly
;
Hounyo, Ulrich
;
Podolskij, Mark
-
2017
Persistent link: https://www.econbiz.de/10011721051
Saved in:
2
Dissecting characteristics nonparametrically
Freyberger, Joachim
;
Neuhierl, Andreas
;
Weber, Michael
-
2017
Persistent link: https://www.econbiz.de/10011634681
Saved in:
3
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
4
Moment inequalities for multinomial choice with fixed effects
Pakes, Ariel
;
Porter, Jack
-
2016
Persistent link: https://www.econbiz.de/10011432273
Saved in:
5
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
Saved in:
6
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
-
2010
Persistent link: https://www.econbiz.de/10003959796
Saved in:
7
The pricing of short-term market risk : evidence from weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2015
Persistent link: https://www.econbiz.de/10011347366
Saved in:
8
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
Saved in:
9
Unstable volatility functions : the break preserving local linear estimator
Casas, Isabel
;
Gijbels, Irène
-
2009
Persistent link: https://www.econbiz.de/10003892556
Saved in:
10
A tale of two time scales : determining integrated volatility with noisy high-frequency data
Zhang, Lan
;
Mykland, Per A.
;
Aït-Sahalia, Yacine
-
2003
Persistent link: https://www.econbiz.de/10001833930
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