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subject:"Nichtparametrisches Verfahren"
subject:"Volatilität"
~subject:"Index-Futures"
~type_genre:"Government document"
~type_genre:"Reference book"
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Nichtparametrisches Verfahren
Volatilität
Index-Futures
Estimation theory
198
Schätztheorie
198
Theorie
164
Theory
164
Time series analysis
30
Zeitreihenanalyse
30
Estimation
11
Schätzung
11
Statistical theory
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Statistische Methodenlehre
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Sampling
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Stichprobenerhebung
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USA
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United States
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Monte-Carlo-Simulation
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Government document
Reference book
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2,193
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2,193
Graue Literatur
1,268
Non-commercial literature
1,268
Arbeitspapier
1,267
Working Paper
1,267
Aufsatz im Buch
116
Book section
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Hochschulschrift
56
Thesis
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Conference paper
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Konferenzbeitrag
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Camlong-Viot, Christine
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Ghysels, Eric
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Gouriéroux, Christian
1
Hlávka, Zdeněk
1
Jasiak, Joann
1
Rodríguez Poo, Juan Manuel
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Salanié, Bernard
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Simar, Léopold
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Discussion papers of interdisciplinary research project 373
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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ECONIS (ZBW)
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How to improve the performances of DEA/FDH estimators in the presence of noise?
Simar, Léopold
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916770
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2
Confidence intervals for state price densities
Hlávka, Zdeněk
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916784
Saved in:
3
Nonparametric and semiparametric estimation of additive models with both discrete continuous variables under dependence
Camlong-Viot, Christine
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916840
Saved in:
4
Nonparametric estimation of competing risks models with covariates
Fermanian, Jean-David
-
2001
Persistent link: https://www.econbiz.de/10001577411
Saved in:
5
A nonparametric simulated maximum likelihood estimation method
Fermanian, Jean-David
;
Salanié, Bernard
-
2001
Persistent link: https://www.econbiz.de/10001577508
Saved in:
6
Two adaptive rates of convergence in pointwise density estimation
Butucea, Cristina
-
1999
Persistent link: https://www.econbiz.de/10001421287
Saved in:
7
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
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