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United States
Theorie
73
Theory
72
Volatility
58
Volatilität
58
Estimation theory
49
Schätztheorie
49
Estimation
38
Schätzung
38
Time series analysis
37
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37
Börsenkurs
29
Share price
29
Stochastic process
28
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28
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27
Capital income
26
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26
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25
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24
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24
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19
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16
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USA
15
stochastic volatility
14
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11
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11
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11
Wahrscheinlichkeitsrechnung
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high-frequency data
11
Aktienmarkt
10
Method of moments
10
Option pricing theory
10
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10
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9
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English
15
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Tauchen, George Eugene
10
Gallant, A. Ronald
9
Zhou, Hao
3
Bansal, Ravi
2
Bollerslev, Tim
2
Rossi, Peter E.
2
Ahn, Dong-Hyun
1
Dittmar, Robert F.
1
Durham, Garland B.
1
Fleissig, Adrian R.
1
Hong, Han
1
Hsu, Chiente
1
Seater, John J.
1
Sizova, Natalia
1
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The review of financial studies
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Macroeconomic dynamics
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
CREATES research paper
1
Computation and estimation in finance and economics
1
Finance and economics discussion series
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The review of economics and statistics
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ECONIS (ZBW)
15
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1
Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald
;
Hsu, Chiente
;
Tauchen, George Eugene
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
Saved in:
2
Stock prices and volume
Gallant, A. Ronald
- In:
The review of financial studies
5
(
1992
)
2
,
pp. 199-242
Persistent link: https://www.econbiz.de/10001123796
Saved in:
3
Nonlinear dynamic structures
Gallant, A. Ronald
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 871-907
Persistent link: https://www.econbiz.de/10001147138
Saved in:
4
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:
5
An introduction to econometric theory : measure-theoretic probability and statistics with applications to economics
Gallant, A. Ronald
-
1997
Persistent link: https://www.econbiz.de/10000619800
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
A statistical inquiry into the plausibility of recursive utility
Gallant, A. Ronald
;
Hong, Han
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 523-559
Persistent link: https://www.econbiz.de/10003570720
Saved in:
8
Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes
Durham, Garland B.
;
Gallant, A. Ronald
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 297-316
Persistent link: https://www.econbiz.de/10001694701
Saved in:
9
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
Saved in:
10
Separability, aggregation, and Euler equation estimation
Fleissig, Adrian R.
;
Gallant, A. Ronald
;
Seater, John J.
- In:
Macroeconomic dynamics
4
(
2000
)
4
,
pp. 547-572
Persistent link: https://www.econbiz.de/10001548635
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