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subject:"Großbritannien"
subject:"Volatilität"
~person:"Dufour, Jean-Marie"
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Großbritannien
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Estimation theory
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Dufour, Jean-Marie
Koopman, Siem Jan
19
Todorov, Viktor
19
Li, Jia
17
Kumar, Dilip
16
Li, Yingying
15
Teräsvirta, Timo
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Diebold, Francis X.
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Härdle, Wolfgang
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Maheswaran, S.
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Tauchen, George Eugene
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Brandt, Michael W.
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Hafner, Christian M.
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Kim, Donggyu
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Mancino, Maria Elvira
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Andersen, Torben
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Ghysels, Eric
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Silvennoinen, Annastiina
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Swanson, Norman R.
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Bekaert, Geert
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Fan, Jianqing
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Liu, Zhi
9
Lucas, André
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Mykland, Per A.
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Rodriguez, Gabriel
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Spokojnyj, Vladimir G.
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Alizadeh, Sassan
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Bollerslev, Tim
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Burkhauser, Richard V.
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Hurvich, Clifford M.
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Jenkins, Stephen
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Koop, Gary
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Kristensen, Dennis
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Linton, Oliver
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Sentana, Enrique
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Sibbertsen, Philipp
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Wang, Yazhen
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Ardia, David
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Bibinger, Markus
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Econometric analysis of financial and economic time series ; part a
1
Journal of econometrics
1
The econometrics journal
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
1
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ECONIS (ZBW)
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1
Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
Saved in:
2
A simple efficient moment-based estimator for the stochastic volatility model
Ahsan, Nazmul
;
Dufour, Jean-Marie
-
2019
Persistent link: https://www.econbiz.de/10012244154
Saved in:
3
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
4
On a simple two-stage closed-form estimator for a stochastic volatility in a general linear regression
Dufour, Jean-Marie
;
Valéry, Pascale
-
2006
Persistent link: https://www.econbiz.de/10003331387
Saved in:
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