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subject:"Nichtparametrisches Verfahren"
subject:"Volatilität"
~person:"Andreou, Elena"
~person:"Henderson, Daniel J."
~type_genre:"Aufsatz im Buch"
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Nichtparametrisches Verfahren
Volatilität
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Andreou, Elena
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Econometric analysis of financial and economic time series ; part a
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
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ECONIS (ZBW)
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Searching for Rehabilitation in Nonparametric Regression Models with Exogenous Treatment Assignment
Henderson, Daniel J.
;
Maasoumi, Esfandiar
- In:
The Oxford handbook of applied nonparametric and …
.
2014
Persistent link: https://www.econbiz.de/10012881213
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2
Sampling frequency and window length trade-offs in data-driven volatility estimation : appraising the accuracy of asymptotic approximations
Andreou, Elena
;
Ghysels, Eric
-
2006
Persistent link: https://www.econbiz.de/10003331375
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