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subject:"Schätzung"
type_genre:"Arbeitspapier"
~person:"Zaffaroni, Paolo"
~subject:"Volatilität"
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Schätzung
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Estimation theory
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5
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Zaffaroni, Paolo
Gao, Jiti
23
Kapetanios, George
18
Linton, Oliver
18
Marcellino, Massimiliano
18
Pesaran, M. Hashem
18
Cai, Zongwu
17
Härdle, Wolfgang
16
Koopman, Siem Jan
14
Diebold, Francis X.
11
Hsu, Yu-Chin
10
Koop, Gary
10
Berg, Gerard J. van den
9
Hoderlein, Stefan
9
Kitagawa, Toru
9
Lechner, Michael
9
Lütkepohl, Helmut
9
Sibbertsen, Philipp
9
Swanson, Norman R.
9
Weidner, Martin
9
Card, David E.
8
Croux, Christophe
8
Fang, Ying
8
Fernández-Villaverde, Jesús
8
Gouriéroux, Christian
8
Hafner, Christian M.
8
Huber, Florian
8
Lee, David S.
8
Lucas, André
8
Pei, Zhuan
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Rubio-Ramírez, Juan Francisco
8
Schorfheide, Frank
8
Giraitis, Liudas
7
Nielsen, Morten Ørregaard
7
Sentana, Enrique
7
Weber, Andrea
7
Bailey, Natalia
6
Benati, Luca
6
Bonhomme, Stéphane
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Suntory and Toyota International Centres for Economics and Related Disciplines
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1
Discussion paper series / LSE Financial Markets Group
1
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1
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ECONIS (ZBW)
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1
Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena
;
Forni, Mario
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011544556
Saved in:
2
(Fractional) beta convergence
Michelassi, Claudio
-
2000
Persistent link: https://www.econbiz.de/10013439234
Saved in:
3
(Fractional) beta convergence
Michelacci, Claudio
;
Zaffaroni, Paolo
-
1998
Persistent link: https://www.econbiz.de/10000996557
Saved in:
4
Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000954585
Saved in:
5
Gaussian estimation of long-range dependent volatility in asset prices
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000964422
Saved in:
6
Beta convergence
Michelacci, Claudio
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000965945
Saved in:
7
Nonlinear time series with long memory : a model for stochastics volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1996
Persistent link: https://www.econbiz.de/10000985327
Saved in:
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