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subject:"Estimation"
subject:"Volatilität"
~person:"Abberger, Klaus"
~person:"Sun, Wei"
~type_genre:"Aufsatz im Buch"
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Estimation
Volatilität
Estimation theory
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Abberger, Klaus
Sun, Wei
Songsak Sriboonchitta
5
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3
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3
Heiler, Siegfried
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Economic dynamics : theory, games and empirical studies
1
Encyclopedia of economics research ; Vol. 1
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
1
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ECONIS (ZBW)
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Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
-
2012
Persistent link: https://www.econbiz.de/10009579904
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2
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
- In:
Economic dynamics : theory, games and empirical studies
,
(pp. 171-197)
.
2009
Persistent link: https://www.econbiz.de/10003867880
Saved in:
3
Nonparametric smoothing and quantile estimation in time series
Abberger, Klaus
- In:
Risk measurement, econometrics and neural networks : …
,
(pp. 1-16)
.
1998
Persistent link: https://www.econbiz.de/10001305364
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