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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"International finance discussion papers"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Großbritannien
Volatilität
Estimation theory
100
Schätztheorie
100
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88
Theory
88
Nichtparametrisches Verfahren
24
Nonparametric statistics
24
Time series analysis
23
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23
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18
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18
Estimation
14
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11
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10
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11
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11
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Spokojnyj, Vladimir G.
3
Härdle, Wolfgang
2
Wright, Jonathan H.
2
Bollerslev, Tim
1
Breitung, Jörg
1
Candelon, Bertrand
1
Dankenbring, Henning
1
Ericsson, Neil R.
1
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1
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1
Herwartz, Helmut
1
Lillestøl, Jostein
1
Mercurio, Danilo
1
Teyssière, Gilles
1
Tran, Hong-anh
1
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1
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1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
International finance discussion papers
Discussion paper / Tinbergen Institute
29
CREATES research paper
15
Working paper / National Bureau of Economic Research, Inc.
11
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9
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8
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7
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7
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6
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6
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6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
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5
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5
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5
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5
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5
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5
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4
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4
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4
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4
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3
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ECONIS (ZBW)
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1
Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns
Wright, Jonathan H.
-
2000
Persistent link: https://www.econbiz.de/10001531381
Saved in:
2
High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.
;
Bollerslev, Tim
-
1999
Persistent link: https://www.econbiz.de/10001433207
Saved in:
3
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
4
Time inhomogeneous multiple volatility modelling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
-
2001
Persistent link: https://www.econbiz.de/10001580374
Saved in:
5
Bayesian estimation of NIG-parameters by Markov chain Monte Carlo methods
Lillestøl, Jostein
-
2000
Persistent link: https://www.econbiz.de/10001582162
Saved in:
6
Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
;
Teyssière, …
-
2000
Persistent link: https://www.econbiz.de/10001470372
Saved in:
7
Common cycles : a frequency domain approach
Breitung, Jörg
;
Candelon, Bertrand
-
2000
Persistent link: https://www.econbiz.de/10001558560
Saved in:
8
Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian
;
Tschernig, Rolf
-
1998
Persistent link: https://www.econbiz.de/10000168640
Saved in:
9
Volatility estimates of the short term interest rate with an application to German data
Dankenbring, Henning
-
1998
Persistent link: https://www.econbiz.de/10000997987
Saved in:
10
Modeling the Deutsche Telekom IPO using a new ACD specification : an application of the Burr-ACD model using high frequency Ibis data
Grammig, Joachim
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10000992448
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