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source:"econis"
subject:"Schätztheorie"
~person:"Franses, Philip Hans"
~person:"Giles, David E. A."
~subject:"Volatility"
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Schätztheorie
Volatility
Theorie
349
Theory
349
Time series analysis
144
Zeitreihenanalyse
144
Forecasting model
91
Prognoseverfahren
91
Estimation theory
77
Saisonale Schwankungen
64
Seasonal variations
64
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18
Scientific modelling
18
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18
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17
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17
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17
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17
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16
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10
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10
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47
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English
86
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Franses, Philip Hans
Giles, David E. A.
Härdle, Wolfgang
98
McAleer, Michael
89
Bollerslev, Tim
85
Diebold, Francis X.
79
Pesaran, M. Hashem
67
Phillips, Peter C. B.
61
Gouriéroux, Christian
57
Koopman, Siem Jan
46
Andersen, Torben
45
Andrews, Donald W. K.
44
Swanson, Norman R.
44
Newey, Whitney K.
42
Bekaert, Geert
40
Lucas, André
39
Lux, Thomas
39
Engle, Robert F.
38
Lütkepohl, Helmut
38
Ghysels, Eric
37
Bauwens, Luc
35
Chiarella, Carl
35
Imbens, Guido
35
Aizenman, Joshua
33
Granger, C. W. J.
33
Robinson, Peter M.
32
Caporin, Massimiliano
31
Heckman, James J.
30
Herwartz, Helmut
29
Horowitz, Joel
29
Kohn, Robert
29
Linton, Oliver
29
Renault, Eric
29
Aït-Sahalia, Yacine
28
Baltagi, Badi H.
28
Caporale, Guglielmo Maria
28
Gupta, Rangan
28
Hafner, Christian M.
28
Krämer, Walter
27
Li, Qi
27
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European University Institute / Department of Economics
1
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Report / Econometric Institute, Erasmus University Rotterdam
15
Discussion paper / Department of Economics, University of Canterbury
11
Economics letters
9
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Discussion paper / Tinbergen Institute
5
Discussion paper
4
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Oxford bulletin of economics and statistics
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Econometric Institute research papers
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
Econometric reviews
2
Journal of applied econometrics
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
Applied financial economics letters
1
Applied mathematical finance
1
Discussion paper / Center for Economic Research, Tilburg University
1
EUI working paper / ECO
1
Econometric analysis of financial and economic time series ; part a
1
Econometric theory
1
International journal of forecasting
1
Journal of economic surveys
1
Nonparametric dynamic modelling
1
Rotterdams Instituut voor Bedrijfseconomische Studies
1
Statistics : textbooks and monographs
1
TRACE discussion papers / Tinbergen Institute
1
Testing integration and cointegration
1
The journal of international trade & economic development
1
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ECONIS (ZBW)
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1
Confidence intervals for maximal reliability of probability judgments
Lam, Kar Yin
(
contributor
);
Koning, Alex J.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003484019
Saved in:
2
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003010850
Saved in:
3
A simple test of GARCH against a stochastic volatility model
Franses, Philip Hans
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003179654
Saved in:
4
Some properties of absolute returns as a proxy for volatility
Giles, David E. A.
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 347-350
Persistent link: https://www.econbiz.de/10003807778
Saved in:
5
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
;
Dijk, Dick van
;
Franses, Philip Hans
-
2006
Persistent link: https://www.econbiz.de/10003331369
Saved in:
6
Calculating a standard error for the Gini coefficient : some further results
Giles, David E. A.
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
3
,
pp. 425-433
Persistent link: https://www.econbiz.de/10002139187
Saved in:
7
Special issue Modelling and forecasting financial volatility
Franses, Philip Hans
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001709308
Saved in:
8
Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans
;
Leij, Marco van der
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
Saved in:
9
Estimating volatility on overlapping returns when returns are autocorrelated
Kluitman, Roy
;
Franses, Philip Hans
- In:
Applied mathematical finance
9
(
2002
)
3
,
pp. 179-188
Persistent link: https://www.econbiz.de/10001718679
Saved in:
10
Unbiased variance estimators for overlapping returns when the returns have first-order dynamics
Franses, Philip Hans
;
Kluitman, Roy
-
2000
Persistent link: https://www.econbiz.de/10001504921
Saved in:
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