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~person:"Astill, Sam"
~person:"Drapeau, Samuel"
~person:"Enders, Walter"
~person:"Mancino, Maria Elvira"
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Astill, Sam
Drapeau, Samuel
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10
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Fourier-Malliavin volatility estimation : theory and practice
Mancino, Maria Elvira
;
Recchioni, Maria Cristina
; …
-
2017
Persistent link: https://www.econbiz.de/10011638985
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2
Robust and powerful tests for nonlinear deterministic components
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Oxford bulletin of economics and statistics
77
(
2015
)
6
,
pp. 780-799
Persistent link: https://www.econbiz.de/10011396540
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3
A Fourier approach to the computation of conditional value-at-risk and optimized certainty equivalents
Drapeau, Samuel
;
Kupper, Michael
;
Papapantoleon, Antonis
- In:
Journal of risk
16
(
2013/14
)
6
,
pp. 3-29
Persistent link: https://www.econbiz.de/10010476246
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4
On the use of the Flexible Fourier Form in unit root tests, endogenous breaks, and parameter instability
Jones, Paul
;
Enders, Walter
- In:
Recent advances in estimating nonlinear models : with …
,
(pp. 59-83)
.
2014
Persistent link: https://www.econbiz.de/10011406759
Saved in:
5
Modeling structural change in money demand using a fourier-series approximation
Becker, Ralf
;
Enders, Walter
;
Hurn, Stan
-
2001
Persistent link: https://www.econbiz.de/10001732815
Saved in:
6
Fourier series method for measurement of multivariate volatilities
Malliavin, Paul
;
Mancino, Maria Elvira
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 49-61
Persistent link: https://www.econbiz.de/10001643748
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