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~isPartOf:"CREATES research paper"
~subject:"Bootstrap-Verfahren"
~subject:"Börsenkurs"
~type_genre:"Arbeitspapier"
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Bootstrap-Verfahren
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CREATES research paper
CEMMAP working papers / Centre for Microdata Methods and Practice
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Working paper / Department of Econometrics and Business Statistics, Monash University
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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
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2017
Persistent link: https://www.econbiz.de/10011721051
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2
Bootstrapping Kernel-based semiparametric estimators
Cattaneo, Matias D.
;
Jansson, Michael
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2014
Persistent link: https://www.econbiz.de/10010394581
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3
Bootstrapping censity-weighted average derivatives
Cattaneo, Matias D.
;
Crump, Richard K.
;
Jansson, Michael
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2010
Persistent link: https://www.econbiz.de/10003968433
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