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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Journal of econometrics"
~person:"Härdle, Wolfgang"
~person:"Linton, Oliver"
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Volatilität
Estimation theory
22
Schätztheorie
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Time series analysis
9
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Corsi, Fulvio
Härdle, Wolfgang
Linton, Oliver
Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Kim, Donggyu
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Li, Yingying
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Francq, Christian
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Mykland, Per A.
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Zakoïan, Jean-Michel
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Aït-Sahalia, Yacine
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Gallant, A. Ronald
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Gouriéroux, Christian
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Grynkiv, Iaryna
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Jasiak, Joann
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Li, Wai Keung
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Journal of econometrics
Cambridge working papers in economics
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Cambridge-INET working papers
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Econometric theory
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Finance and stochastics
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Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
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Global COE Hi-Stat discussion paper series
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International journal of forecasting
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Janeway Institute working paper series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quaderni del Dipartimento di economia politica e statistica
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Efficient estimation of a multivariate multiplicative volatility model
Hafner, Christian M.
;
Linton, Oliver
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 55-73
Persistent link: https://www.econbiz.de/10008839940
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2
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
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