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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~subject:"Stochastic process"
~type_genre:"Arbeitspapier"
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Großbritannien
Volatilität
Stochastic process
Estimation theory
82
Schätztheorie
82
Theorie
82
Theory
82
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
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17
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17
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17
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17
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11
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Arbeitspapier
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15
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15
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English
15
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Küchler, Uwe
4
Spokojnyj, Vladimir G.
4
Härdle, Wolfgang
2
Vasiliev, Vjatscheslav A.
2
Breitung, Jörg
1
Candelon, Bertrand
1
Dankenbring, Henning
1
Genon-Catalot, Valentine
1
Grammig, Joachim
1
Guščin, Aleksandr A.
1
Herwartz, Helmut
1
Kutoyants, Yu. A.
1
Laredo, Catherine
1
Lillestøl, Jostein
1
Liptser, R.
1
Mercurio, Danilo
1
Nussbaum, Michael
1
Reiss, Markus
1
Teyssière, Gilles
1
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1
Yang, Lijian
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper / Tinbergen Institute
39
CREATES research paper
26
SFB 649 discussion paper
15
Discussion papers of interdisciplinary research project 373
13
Working paper / National Bureau of Economic Research, Inc.
13
Working paper
12
Cowles Foundation discussion paper
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Working papers
8
CEMMAP working papers / Centre for Microdata Methods and Practice
7
Discussion paper
7
Discussion papers in economics
7
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
Discussion paper / Centre for Economic Policy Research
6
Documento de trabajo
6
CORE discussion papers : DP
5
Discussion paper / Center for Economic Research, Tilburg University
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Discussion papers / CEPR
5
GRIPS discussion papers
5
KBI
5
Série des documents de travail
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Working paper series
5
Working papers / Rutgers University, Department of Economics
5
Working papers / TSE : WP
5
CEMFI working paper
4
DAE working paper
4
Discussion paper / A
4
Discussion paper in financial economics : FE
4
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
4
ERID working paper
4
EUI working paper / ECO
4
Finance and economics discussion series
4
IES working paper
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Research paper series / Swiss Finance Institute
4
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Working papers / Bank of England
4
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ECONIS (ZBW)
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1
Statistical inference for time-inhomogeneous volatility models
Mercurio, Danilo
;
Spokojnyj, Vladimir G.
-
2002
Persistent link: https://www.econbiz.de/10001697768
Saved in:
2
On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations
Küchler, Uwe
;
Vasiliev, Vjatscheslav A.
-
2001
Persistent link: https://www.econbiz.de/10001584012
Saved in:
3
On parametric statistical models for stationary solutions of affine stochastic delay differential equations
Guščin, Aleksandr A.
;
Küchler, Uwe
-
2001
Persistent link: https://www.econbiz.de/10001659921
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
Asymptotic equivalence of estimating a poisson intensity and a positive diffusion drift
Genon-Catalot, Valentine
;
Laredo, Catherine
;
Nussbaum, …
-
2000
Persistent link: https://www.econbiz.de/10001528152
Saved in:
9
Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equations
Reiss, Markus
-
2000
Persistent link: https://www.econbiz.de/10001528173
Saved in:
10
On estimating a dynamic function of a stochastic system with averaging
Liptser, R.
;
Spokojnyj, Vladimir G.
-
1998
Persistent link: https://www.econbiz.de/10000168629
Saved in:
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