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subject:"Volatilität"
type_genre:"Graue Literatur"
~person:"Brandt, Michael W."
~person:"Gouriéroux, Christian"
~person:"Sentana, Enrique"
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation theory
89
Schätztheorie
89
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38
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38
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18
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18
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17
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Brandt, Michael W.
Gouriéroux, Christian
Sentana, Enrique
Koopman, Siem Jan
9
Härdle, Wolfgang
6
Lucas, André
6
Spokojnyj, Vladimir G.
6
Teräsvirta, Timo
6
Bibinger, Markus
5
Croux, Christophe
5
Diebold, Francis X.
5
Hafner, Christian M.
5
Linton, Oliver
5
Reiß, Markus
5
Rodriguez, Gabriel
5
Alizadeh, Sassan
4
Blasques, Francisco
4
Chan, Joshua
4
Craig, Ben R.
4
Daníelsson, Jón
4
Dijk, Dick van
4
Keller, Joachim G.
4
León-González, Roberto
4
Malec, Peter
4
Sibbertsen, Philipp
4
Silvennoinen, Annastiina
4
Sluis, Pieter J. van der
4
Swanson, Norman R.
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Zaffaroni, Paolo
4
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3
Bos, Charles S.
3
Corsi, Fulvio
3
Doucet, Arnaud
3
Fernández-Villaverde, Jesús
3
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3
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3
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3
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ECONIS (ZBW)
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Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310522
Saved in:
2
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
3
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
4
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
5
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
-
2019
Persistent link: https://www.econbiz.de/10012025064
Saved in:
6
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
7
Range-based estimation of stochastic volatility models or exchange rate dynamics are more interesting than you think
Alizadeh, Sassan
;
Brandt, Michael W.
;
Diebold, Francis X.
-
2000
Persistent link: https://www.econbiz.de/10001477772
Saved in:
8
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002001001
Saved in:
9
High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models
Alizadeh, Sassan
;
Brandt, Michael W.
;
Kadlec, Gregory B.
; …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004134
Saved in:
10
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
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