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subject:"Nichtparametrisches Verfahren"
subject:"Volatilität"
~person:"Phillips, Peter C. B."
~person:"Todorov, Viktor"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Nichtparametrisches Verfahren
Volatilität
Estimation theory
102
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31
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31
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28
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Phillips, Peter C. B.
Todorov, Viktor
Härdle, Wolfgang
39
Linton, Oliver
39
Gao, Jiti
37
Chen, Xiaohong
28
Newey, Whitney K.
23
Hoderlein, Stefan
21
Dette, Holger
20
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19
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19
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15
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14
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14
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13
Feng, Yuanhua
13
Lee, Sokbae
13
Neumeyer, Natalie
13
Reiß, Markus
13
Florens, Jean-Pierre
12
Hu, Yingyao
12
Breunig, Christoph
11
Ichimura, Hidehiko
11
Koopman, Siem Jan
11
Scaillet, Olivier
11
Fang, Ying
10
Gooijer, Jan G. de
10
Racine, Jeffrey
10
Sibbertsen, Philipp
10
Berg, Gerard J. van den
9
Bouezmarni, Taoufik
9
Gouriéroux, Christian
9
Hallin, Marc
9
Kristensen, Dennis
9
Otsu, Taisuke
9
Rothe, Christoph
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Spokojnyj, Vladimir G.
9
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ECONIS (ZBW)
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Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
2
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
3
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Jiang, Liang
;
Phillips, Peter C. B.
;
Tao, Yubo
;
Zhang, …
-
2021
Persistent link: https://www.econbiz.de/10012618237
Saved in:
4
Functional coefficient panel modeling with communal smoothing covariates
Phillips, Peter C. B.
;
Wang, Ying
-
2019
Persistent link: https://www.econbiz.de/10012062413
Saved in:
5
Uniform consistency of nonstationary Kernel-Weighted sample covariances for nonparametric regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010226787
Saved in:
6
Uniform consistency of nonstationary kernel-weighted sample covariances for nonparametric regression
Li, Degui
;
Phillips, Peter C. B.
;
Gao, Jiti
-
2013
Persistent link: https://www.econbiz.de/10010245446
Saved in:
7
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
-
2011
Persistent link: https://www.econbiz.de/10009561739
Saved in:
8
Inverse realized Laplace transforms for nonparametric volatility density estimation in jump-diffusions
Todorov, Viktor
;
Tauchen, George Eugene
-
2011
Persistent link: https://www.econbiz.de/10009561745
Saved in:
9
Realized Laplace Transforms for estimation of jump diffusive volatility models
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
-
2010
Persistent link: https://www.econbiz.de/10009560323
Saved in:
10
Asymptotic theory for zero energy density estimation with nonparametric regression applications
Wang, Qiying
;
Phillips, Peter C. B.
-
2009
Persistent link: https://www.econbiz.de/10003795693
Saved in:
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