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isPartOf:"The journal of finance : the journal of the American Finance Association"
subject:"Volatilität"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Lag model"
~subject:"Stochastischer Prozess"
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Volatilität
Lag model
Stochastischer Prozess
Estimation theory
116
Schätztheorie
116
Theorie
107
Theory
107
Nichtparametrisches Verfahren
26
Nonparametric statistics
26
Regression analysis
20
Regressionsanalyse
20
Time series analysis
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USA
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English
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Küchler, Uwe
4
Spokojnyj, Vladimir G.
4
Härdle, Wolfgang
3
Vasiliev, Vjatscheslav A.
2
Alizadeh, Sassan
1
Brandt, Michael W.
1
Braun, Phillip A.
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Dankenbring, Henning
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Diebold, Francis X.
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Genon-Catalot, Valentine
1
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1
Guščin, Aleksandr A.
1
Herwartz, Helmut
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Horst, Ulrich
1
Jorion, Philippe
1
Kutoyants, Yu. A.
1
Laredo, Catherine
1
Liptser, R.
1
Mercurio, Danilo
1
Nelson, Daniel B.
1
Nielsen, Jens Perch
1
Nussbaum, Michael
1
Pástor, Ľuboš
1
Reiss, Markus
1
Stambaugh, Robert F.
1
Sunier, Alain M.
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The journal of finance : the journal of the American Finance Association
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Journal of econometrics
143
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Economics letters
38
Discussion paper / Tinbergen Institute
37
Econometric reviews
30
Economic modelling
28
CREATES research paper
26
Econometric theory
25
Journal of empirical finance
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
International journal of forecasting
17
Finance research letters
16
Quantitative finance
16
International journal of theoretical and applied finance
15
Journal of banking & finance
15
Journal of financial econometrics
15
Journal of forecasting
15
SFB 649 discussion paper
15
Cowles Foundation discussion paper
14
Econometrics : open access journal
14
European journal of operational research : EJOR
14
Journal of risk and financial management : JRFM
14
The econometrics journal
14
The North American journal of economics and finance : a journal of financial economics studies
12
Discussion papers of interdisciplinary research project 373
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Mathematics of operations research
11
Computational economics
10
Finance and stochastics
10
Journal of mathematical finance
10
NBER Working Paper
10
Operations research
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Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Applied economics letters
9
Insurance / Mathematics & economics
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International journal of economics and financial issues : IJEFI
9
Working paper
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Applied economics
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ECONIS (ZBW)
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1
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
2
Range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1047-1091
Persistent link: https://www.econbiz.de/10001684742
Saved in:
3
Stability of linear stochastic difference equations in controlled random environments
Horst, Ulrich
-
2002
Persistent link: https://www.econbiz.de/10001719907
Saved in:
4
On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations
Küchler, Uwe
;
Vasiliev, Vjatscheslav A.
-
2001
Persistent link: https://www.econbiz.de/10001584012
Saved in:
5
On parametric statistical models for stationary solutions of affine stochastic delay differential equations
Guščin, Aleksandr A.
;
Küchler, Uwe
-
2001
Persistent link: https://www.econbiz.de/10001659921
Saved in:
6
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
7
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
8
Asymptotic equivalence of estimating a poisson intensity and a positive diffusion drift
Genon-Catalot, Valentine
;
Laredo, Catherine
;
Nussbaum, …
-
2000
Persistent link: https://www.econbiz.de/10001528152
Saved in:
9
Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equations
Reiss, Markus
-
2000
Persistent link: https://www.econbiz.de/10001528173
Saved in:
10
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 67-121
Persistent link: https://www.econbiz.de/10001355201
Saved in:
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