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~isPartOf:"CREATES research paper"
~person:"Cattaneo, Matias D."
~person:"Hounyo, Ulrich"
~person:"Tjostheim, Dag"
~type_genre:"Arbeitspapier"
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Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Estimation theory
6
Schätztheorie
6
Bootstrap approach
2
Bootstrap-Verfahren
2
Statistical test
2
Statistischer Test
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Bias
1
Börsenkurs
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Robust statistics
1
Robustes Verfahren
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Cattaneo, Matias D.
Hounyo, Ulrich
Tjostheim, Dag
Kristensen, Dennis
6
Jansson, Michael
4
Kanaya, Shin
4
Crump, Richard K.
3
Barndorff-Nielsen, Ole E.
2
Casas, Isabel
2
Nielsen, Morten Ørregaard
2
Podolskij, Mark
2
Andersen, Torben
1
Ang, Andrew
1
Aslanidis, Nektarios
1
Bennedsen, Mikkel
1
Bollerslev, Tim
1
Bu, Ruijun
1
Christensen, Kimberly
1
Corcuera, José Manual
1
Dobrev, Dobrislav
1
Ergemen, Yunus Emre
1
Gao, Jiti
1
Gijbels, Irène
1
Gørgens, Tue
1
Hadri, Kaddour
1
Iacone, Fabrizio
1
Li, Degui
1
Nielsen, Frank
1
Rasmussen, Torben B.
1
Schaumburg, Ernst
1
Taylor, Robert
1
Todorov, Viktor
1
Veliyev, Bezirgen
1
Velsaco, Carlos
1
Veraart, Almut E. D.
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CREATES research paper
Staff reports / Federal Reserve Bank of New York
3
Discussion papers of interdisciplinary research project 373
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
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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
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2
Validity of Edgeworth expansions for realized volatility estimators
Hounyo, Ulrich
;
Veliyev, Bezirgen
-
2015
Persistent link: https://www.econbiz.de/10010529455
Saved in:
3
Bootstrapping Kernel-based semiparametric estimators
Cattaneo, Matias D.
;
Jansson, Michael
-
2014
Persistent link: https://www.econbiz.de/10010394581
Saved in:
4
Uniform consistency for nonparametric estimators in null recurrent time series
Gao, Jiti
;
Kanaya, Shin
;
Li, Degui
;
Tjostheim, Dag
-
2013
Persistent link: https://www.econbiz.de/10009790613
Saved in:
5
Generalized jackknife estimators of weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
-
2011
Persistent link: https://www.econbiz.de/10008986686
Saved in:
6
Bootstrapping censity-weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
-
2010
Persistent link: https://www.econbiz.de/10003968433
Saved in:
7
Robust data-driven inference for density-weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
-
2009
Persistent link: https://www.econbiz.de/10003883600
Saved in:
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