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person:"Stambaugh, Robert F."
subject:"Share price"
~person:"Brooks, Robert"
~person:"Feng, Yuanhua"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Share price
Volatility
Estimation theory
46
Schätztheorie
46
Theorie
30
Theory
30
Nichtparametrisches Verfahren
16
Nonparametric statistics
16
Estimation
13
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13
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bandwidth selection
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15
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Stambaugh, Robert F.
Brooks, Robert
Feng, Yuanhua
Koopman, Siem Jan
20
Todorov, Viktor
19
Li, Jia
17
Kumar, Dilip
16
Linton, Oliver
16
Teräsvirta, Timo
16
Li, Yingying
15
Maheswaran, S.
15
Tauchen, George Eugene
15
Brandt, Michael W.
13
Kapetanios, George
13
Diebold, Francis X.
12
Hafner, Christian M.
12
Härdle, Wolfgang
12
Kim, Donggyu
12
Pesaran, M. Hashem
12
Hautsch, Nikolaus
11
Mancino, Maria Elvira
11
Sentana, Enrique
11
Andersen, Torben
10
Fan, Jianqing
10
Ghysels, Eric
10
Lucas, André
10
Silvennoinen, Annastiina
10
Swanson, Norman R.
10
Zakoïan, Jean-Michel
10
Bauwens, Luc
9
Daníelsson, Jón
9
Engle, Robert F.
9
Gao, Jiti
9
Liu, Zhi
9
Mykland, Per A.
9
Rodriguez, Gabriel
9
Spokojnyj, Vladimir G.
9
Alizadeh, Sassan
8
Bailey, Natalia
8
Bibinger, Markus
8
Bollerslev, Tim
8
Francq, Christian
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Rodney L. White Center for Financial Research
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Advances in investment analysis and portfolio management : a research annual
1
CIE working paper series
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Econometric theory
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Economic modelling
1
Institutional arrangements for global economic integration
1
Journal of financial economics
1
Journal of international financial markets, institutions & money
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1
Pacific-Basin finance journal
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Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
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1
Fast computation and bandwidth selection algorithms for smoothing functional time series
Schäfer, Bastian
;
Feng, Yuanhua
-
2021
Persistent link: https://www.econbiz.de/10012628585
Saved in:
2
Semiparametric GARCH models with long memory applied to value-at-risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
- In:
Journal of risk
25
(
2022
)
2
,
pp. 75-105
Persistent link: https://www.econbiz.de/10014342468
Saved in:
3
Simultaneously modelling conditional heteroskedasticity and scale change
Feng, Yuanhua
-
2002
Persistent link: https://www.econbiz.de/10001686434
Saved in:
4
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
5
Simultaneously modeling conditional heteroskedasticity and scale change
Feng, Yuanhua
- In:
Econometric theory
20
(
2004
)
3
,
pp. 563-596
Persistent link: https://www.econbiz.de/10002068275
Saved in:
6
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
;
Stambaugh, Robert F.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 315-349
Persistent link: https://www.econbiz.de/10001661695
Saved in:
7
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002011410
Saved in:
8
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001551884
Saved in:
9
Locally weighted autoregression
Feng, Yuanhua
;
Heiler, Siegfried
- In:
Institutional arrangements for global economic integration
,
(pp. 371-388)
.
2000
Persistent link: https://www.econbiz.de/10001533889
Saved in:
10
Locally weighted autoregression
Feng, Yuanhua
- In:
Econometrics in theory and practice : Festschrift for …
,
(pp. 101-117)
.
1998
Persistent link: https://www.econbiz.de/10001301452
Saved in:
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