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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Finance and stochastics"
~person:"Härdle, Wolfgang"
~person:"Liu, Zhi"
~person:"Marie, Nicolas"
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Volatility
Estimation theory
5
Schätztheorie
5
Volatilität
4
Option pricing theory
3
Optionspreistheorie
3
Nichtparametrisches Verfahren
2
Nonparametric statistics
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Härdle, Wolfgang
Liu, Zhi
Marie, Nicolas
Andreou, Alena
1
Azencott, Robert
1
Balter, Janine
1
Bos, Charles S.
1
Caldeira, João F.
1
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1
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Koopman, Siem Jan
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Li, Yingying
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Lv, Jinchi
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Ren, Peng
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Rodrigues, Paulo M. M.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance and stochastics
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Journal of econometrics
2
CORE discussion paper : DP
1
Econometric theory
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of the American Statistical Association : JASA
1
Nonparametric dynamic modelling
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
2
Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations
Liu, Zhi
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 427-469
Persistent link: https://www.econbiz.de/10011944390
Saved in:
3
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
4
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
;
Hafner, Christian M.
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10001486714
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