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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Working paper series economics and econometrics"
~person:"Nelson, Daniel B."
~source:"econis"
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Volatility
Estimation theory
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ARCH model
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ARCH-Modell
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Volatilität
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Croux, Christophe
Nelson, Daniel B.
Foster, Dean P.
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University of Chicago / Graduate School of Business / Department of Economics
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Working paper series economics and econometrics
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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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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000899212
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2
A note on the normalized residuals from ARCH and stochastic volatility models
Nelson, Daniel B.
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000809491
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