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~subject:"Volatilität"
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Volatilität
Theorie
62
Theory
61
Estimation theory
53
Schätztheorie
53
Volatility
51
Zeitreihenanalyse
44
Time series analysis
43
Stochastic process
39
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39
Econometrics
34
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32
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26
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26
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25
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25
Markov chain Monte Carlo
22
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20
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19
Zustandsraummodell
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stochastic volatility
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Realised volatility
17
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Schätzung
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Bayes-Statistik
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12
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Semimartingale
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11
particle filter
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28
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English
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Shephard, Neil G.
38
Barndorff-Nielsen, Ole E.
16
Sheppard, Kevin
7
Chib, Siddhartha
6
Shephard, Neil
5
Andersen, Torben
4
Nakajima, Jouchi
3
Nardari, Federico
3
Noureldin, Diaa
3
Omori, Yasuhiro
3
Harvey, Andrew C.
2
Meddahi, Nour
2
Mykland, Per A.
2
Bos, Charles S.
1
Cavaliere, Giuseppe
1
Engle, Robert F.
1
Graversen, Svend Erik
1
Hoyle, Edward
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Nuffield College
4
Centre for Analytical Finance <Århus>
1
Conference on Realized Volatility <2006, Montréal>
1
Oxford Financial Research Centre
1
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Economics discussion papers
9
Journal of econometrics
6
Oxford Financial Research Centre economics series
5
Department of Economics discussion paper series / University of Oxford
3
Advanced texts in econometrics
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Advances in economics and econometrics ; Vol. 3
1
Discussion paper / Tinbergen Institute
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Handbook of financial time series
1
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ECONIS (ZBW)
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Stochastic volatility : selected readings
Shephard, Neil G.
(
contributor
);
Shephard, Neil
(
ed.
)
-
2005
Persistent link: https://www.econbiz.de/10001718768
Saved in:
2
Stochastic volatility
Shephard, Neil G.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003067547
Saved in:
3
The econometrics of stochastic volatility
Harvey, Andrew C.
;
Shephard, Neil G.
-
1993
Persistent link: https://www.econbiz.de/10000865088
Saved in:
4
[Rezension von: Stochastic volatility, selected readings, ed. by Neil Shephard]
Cavaliere, Giuseppe
- In:
The economic journal : the journal of the Royal …
116
(
2006
),
pp. 306-325
Persistent link: https://www.econbiz.de/10003333926
Saved in:
5
Stochastic volatility: origins and overview
Shephard, Neil G.
;
Andersen, Torben
- In:
Handbook of financial time series
,
(pp. 233-254)
.
2009
Persistent link: https://www.econbiz.de/10003833953
Saved in:
6
Stochastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003807435
Saved in:
7
Modelling and measuring volatility
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2008
Persistent link: https://www.econbiz.de/10003807449
Saved in:
8
Stoachastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003818421
Saved in:
9
Realising the future : forecasting with high-frequency-based volatility (heavy) models
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 197-231
Persistent link: https://www.econbiz.de/10008667609
Saved in:
10
Multivariate high-frequency-based volatility (HEAVY) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2011
Persistent link: https://www.econbiz.de/10008842201
Saved in:
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