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~subject:"Estimation"
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Estimation
Theorie
81
Theory
80
Volatility
62
Volatilität
62
Estimation theory
50
Schätztheorie
50
Schätzung
41
Time series analysis
37
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37
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32
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32
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28
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28
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28
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27
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27
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26
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11
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high-frequency data
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26
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9
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1
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English
41
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Tauchen, George Eugene
26
Todorov, Viktor
16
Gallant, A. Ronald
12
Li, Jia
8
Grynkiv, Iaryna
6
Zhou, Hao
4
Ahn, Dong-Hyun
3
Bollerslev, Tim
3
Hong, Han
3
Hsu, Chiente
3
Baek, In Seok
2
Bansal, Ravi
2
Davies, Robert
2
Khwaja, Ahmed
2
Kugler, Peter
2
Tauchen, George
2
Ahna, Dong-hyun
1
Andersen, Torben
1
Baillie, Richard T.
1
Bondarenko, Oleg
1
Chen, Rui
1
Chung, Chae-shick
1
Dittmar, Robert F.
1
Fleissig, Adrian R.
1
Giacomini, Raffaella
1
Hall, Alastair R.
1
In Seok Baek
1
Jahan-Parvar, Mohammad R.
1
Leung, Michael P.
1
Li, Jessie
1
Lin, Huidi
1
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1
Osterrieder, Daniela
1
Pedroni, Peter Louis
1
Ragusa, Giuseppe
1
Reiß, Markus
1
Seater, John J.
1
Sizova, Natalia
1
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1
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Journal of econometrics
11
ERID working paper
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Economic Research Initiatives at Duke (ERID) Working Paper
2
Macroeconomic dynamics
2
The review of financial studies
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Computation and estimation in finance and economics
1
Diskussionsbeiträge / Volkswirtschaftliches Institut Bern, Abteilung für Angewandte Mikroökonomie
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
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1
Economic Research Initiatives at Duke (ERID) Working Paper Series
1
FRB International Finance Discussion Paper
1
Faculty research papers / The Fuqua School of Business, Duke University
1
Finance and economics discussion series
1
International finance discussion papers
1
Journal of financial economics
1
Lecture notes in economics and mathematical systems : LNEMS
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Quantitative economics : QE ; journal of the Econometric Society
1
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1
Swiss journal of economics and statistics
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ECONIS (ZBW)
41
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1
Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald
- In:
Macroeconomic dynamics
1
(
1997
)
1
,
pp. 135-168
Persistent link: https://www.econbiz.de/10001337436
Saved in:
2
The relative efficiency of method of moments estimators
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 149-172
Persistent link: https://www.econbiz.de/10001400094
Saved in:
3
Term premium and volatility : a nonlinear analysis of the Swiss interest rates
Hsu, Chiente
- In:
Swiss journal of economics and statistics
132
(
1996
)
2
,
pp. 153-176
Persistent link: https://www.econbiz.de/10001201657
Saved in:
4
The revival of the expectations hypothesis of the US term structure of interest rates
Hsu, Chiente
;
Kugler, Peter
-
1996
Persistent link: https://www.econbiz.de/10000933041
Saved in:
5
Volume and the nonlinear dynamics of stock returns
Hsu, Chiente
-
1998
Persistent link: https://www.econbiz.de/10013278146
Saved in:
6
New minimum chi-square methods in empirical finance
Tauchen, George Eugene
-
1997
Persistent link: https://www.econbiz.de/10001328729
Saved in:
7
New directions in nonlinear structural estimation : Bayes and Frequentist: editorial
Tauchen, George Eugene
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10013441706
Saved in:
8
Estimating a dynamic oligopolistic game with serially correlated unobserved production costs
Gallant, A. Ronald
;
Hong, Han
;
Khwaja, Ahmed
-
2008
Persistent link: https://www.econbiz.de/10003819987
Saved in:
9
Can we explain the sign-switching behavior of cross-country interest rate correlations?
Ahna, Dong-hyun
;
In Seok Baek
;
Gallant, A. Ronald
-
2011
Persistent link: https://www.econbiz.de/10009560226
Saved in:
10
Quadratic term structure models : theory and evidence
Ahn, Dong-Hyun
;
Dittmar, Robert F.
;
Gallant, A. Ronald
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 243-288
Persistent link: https://www.econbiz.de/10001639617
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