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isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
subject:"Volatility"
~subject:"Autokorrelation"
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Search: subject_exact:"Estimation theory"
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Volatility
Autokorrelation
Estimation theory
236
Schätztheorie
236
Theorie
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Theory
155
Time series analysis
27
Zeitreihenanalyse
27
Nichtparametrisches Verfahren
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Monte Carlo simulation
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Gouriéroux, Christian
4
Jasiak, Joann
4
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Monfort, Alain
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
191
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Economics letters
59
Econometric reviews
51
Econometric theory
45
Discussion paper / Tinbergen Institute
39
Journal of empirical finance
27
The econometrics journal
24
Economic modelling
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
CREATES research paper
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
International journal of forecasting
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Econometrics : open access journal
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Journal of financial econometrics
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Quantitative finance
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Cowles Foundation discussion paper
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Finance research letters
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Journal of banking & finance
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Applied economics letters
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International journal of theoretical and applied finance
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Journal of forecasting
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Regional science & urban economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
13
Journal of risk and financial management : JRFM
12
The North American journal of economics and finance : a journal of financial economics studies
12
International journal of economics and financial issues : IJEFI
11
CESifo working papers
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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NBER Working Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
SFB 649 discussion paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Cambridge working papers in economics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Discussion papers of interdisciplinary research project 373
8
European journal of operational research : EJOR
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Properties of the QMLE and the weighted LSE for LARCH (q) models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935360
Saved in:
2
Estimation of the volatility persistence in a discretly observed diffusion model
Rosenbaum, Mathieu
-
2006
Persistent link: https://www.econbiz.de/10003342570
Saved in:
3
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
4
Pricing and inference with mixtures on conditionally normal processes
Bertholon, Henri
;
Monfort, Alain
;
Pegoraro, Fulvio
-
2006
Persistent link: https://www.econbiz.de/10003447913
Saved in:
5
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
6
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
7
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
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