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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Econometric theory"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Statistical distribution"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Statistical distribution
Estimation theory
959
Schätztheorie
959
Theorie
439
Theory
439
Time series analysis
186
Zeitreihenanalyse
186
Nichtparametrisches Verfahren
125
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125
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35
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22
Volatilität
19
Stochastic process
18
Maximum likelihood estimation
17
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Gouriéroux, Christian
3
Jasiak, Joann
3
Butucea, Cristina
2
Dabo-Niang, Sophie
2
Ghysels, Eric
2
Han, Chirok
2
Kanaya, Shin
2
Lardjane, Salim
2
Leeb, Hannes
2
Li, Jia
2
Lieberman, Offer
2
Ling, Shiqing
2
Linton, Oliver
2
Phillips, Peter C. B.
2
Politis, Dimitris N.
2
Pötscher, Benedikt M.
2
Renault, Eric
2
Zhang, Rongmao
2
Arteche, Josu
1
Bandi, Federico M.
1
Bekker, Paul A.
1
Bera, Anil K.
1
Bertail, Patrice
1
Bertholon, Henri
1
Bierens, Herman J.
1
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1
Chan, Ngai Hang
1
Chen, Xiaohong
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Christopeit, Norbert
1
Cui, Zhenyu
1
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De Gregorio, Alessandro
1
Duffy, James A.
1
Fermanian, Jean-David
1
Francq, Christian
1
Galvão Júnior, Antônio Fialho
1
Gao, Jiti
1
George, Edward I.
1
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Econometric theory
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
187
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Economics letters
55
Discussion paper / Tinbergen Institute
53
Insurance / Mathematics & economics
51
Econometric reviews
47
CREATES research paper
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The econometrics journal
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Journal of empirical finance
27
International journal of forecasting
26
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
European journal of operational research : EJOR
24
Statistics in transition : an international journal of the Polish Statistical Association
24
Econometrics : open access journal
23
Journal of the American Statistical Association : JASA
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CEMMAP working papers / Centre for Microdata Methods and Practice
22
Discussion paper / Center for Economic Research, Tilburg University
22
Discussion papers of interdisciplinary research project 373
21
Finance research letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
SFB 649 discussion paper
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Cowles Foundation discussion paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Journal of banking & finance
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Journal of financial econometrics
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Journal of risk and financial management : JRFM
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Journal of forecasting
19
Quantitative finance
18
International journal of theoretical and applied finance
17
Journal of mathematical finance
16
Risks : open access journal
16
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
16
Computational economics
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
15
Applied economics
14
NBER Working Paper
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Working papers / TSE : WP
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ECONIS (ZBW)
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1
Estimates of derivatives of (log) densities and related objects
Pinkse, Joris
;
Schurter, Karl
- In:
Econometric theory
39
(
2023
)
2
,
pp. 321-356
Persistent link: https://www.econbiz.de/10014306313
Saved in:
2
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
3
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
4
Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
Saved in:
5
Inference on a semiparametric model with global power law and local nonparametric trends
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
- In:
Econometric theory
36
(
2020
)
2
,
pp. 223-249
Persistent link: https://www.econbiz.de/10012193746
Saved in:
6
Nonparametric density estimation by B-spline duality
Cui, Zhenyu
;
Kirkby, Justin Lars
;
Nguyen, Duy
- In:
Econometric theory
36
(
2020
)
2
,
pp. 250-291
Persistent link: https://www.econbiz.de/10012193747
Saved in:
7
QML inference for volatility models with covariates
Francq, Christian
;
Le Quyen Thieu
- In:
Econometric theory
35
(
2019
)
1
,
pp. 37-72
Persistent link: https://www.econbiz.de/10012146117
Saved in:
8
Estimating structural parameters in regression models with adaptive learning
Christopeit, Norbert
;
Massmann, Michael
- In:
Econometric theory
34
(
2018
)
1
,
pp. 68-111
Persistent link: https://www.econbiz.de/10011950924
Saved in:
9
On the functional estimation of multivariate diffusion processes
Bandi, Federico M.
;
Moloche, Guillermo
- In:
Econometric theory
34
(
2018
)
4
,
pp. 896-946
Persistent link: https://www.econbiz.de/10011951437
Saved in:
10
Weak convergence to stochastic integrals under primitive conditions in nonlinear econometric models
Peng, Jiangyan
;
Wang, Qiying
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1132-1157
Persistent link: https://www.econbiz.de/10011951465
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