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~person:"Li, Degui"
~person:"Pierdzioch, Christian"
~person:"Renò, Roberto"
~subject:"Volatility"
~type:"article"
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Search: subject:"Nonparametric statistics"
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Volatility
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Estimation theory
16
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16
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10
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6
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6
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Li, Degui
Pierdzioch, Christian
Renò, Roberto
Gupta, Rangan
18
Balcilar, Mehmet
14
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8
Wohar, Mark E.
7
Bollerslev, Tim
5
Li, Jia
5
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5
Zu, Yang
5
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4
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4
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4
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4
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3
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3
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3
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3
Li, Yingying
3
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3
Podolskij, Mark
3
Sanfelici, Simona
3
Shahbaz, Muhammad
3
Suleman, Tahir
3
Andersen, Torben
2
Ausín, M. Concepción
2
Bandi, Federico M.
2
Barunik, Jozef
2
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2
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2
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2
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2
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2
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2
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2
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1
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10
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1
The drift burst hypothesis
Christensen, Kim
;
Oomen, Roel
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 461-497
Persistent link: https://www.econbiz.de/10013442150
Saved in:
2
Nonparametric stochastic volatility
Bandi, Federico M.
;
Renò, Roberto
- In:
Econometric theory
34
(
2018
)
6
,
pp. 1207-1255
Persistent link: https://www.econbiz.de/10012038046
Saved in:
3
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Saved in:
4
Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The European journal of finance
24
(
2018
)
4/6
,
pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
Saved in:
5
On exchange-rate movements and gold-price fluctuations : evidence for gold-producing countries from a nonparametric causality-in-quantiles test
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
- In:
International economics and economic policy : IEEP
14
(
2017
)
4
,
pp. 691-700
Persistent link: https://www.econbiz.de/10011878130
Saved in:
6
Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
Saved in:
7
Spot volatility estimation using delta sequences
Mancini, Cecilia
;
Mattiussi, Vanessa
;
Renò, Roberto
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 261-293
Persistent link: https://www.econbiz.de/10011417938
Saved in:
8
Electricity prices : a nonparametric approach
Pirino, Davide
;
Renò, Roberto
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 285-299
Persistent link: https://www.econbiz.de/10008860393
Saved in:
9
Nonparametric estimation of the diffusion coefficient of stochastic volatility models
Renò, Roberto
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1174-1206
Persistent link: https://www.econbiz.de/10003748738
Saved in:
10
Nonparametric estimation of stochastic volatility models
Renò, Roberto
- In:
Economics letters
90
(
2006
)
3
,
pp. 390-395
Persistent link: https://www.econbiz.de/10003295287
Saved in:
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