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subject:"Volatilität"
type_genre:"Graue Literatur"
~person:"Sentana, Enrique"
~person:"Todorov, Viktor"
~type_genre:"Konferenzschrift"
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation theory
43
Schätztheorie
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outer product of the score
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Sentana, Enrique
Todorov, Viktor
Koopman, Siem Jan
9
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6
Härdle, Wolfgang
6
Lucas, André
6
Spokojnyj, Vladimir G.
6
Teräsvirta, Timo
6
Bibinger, Markus
5
Croux, Christophe
5
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5
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5
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5
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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
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4
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4
Malec, Peter
4
Sibbertsen, Philipp
4
Silvennoinen, Annastiina
4
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4
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4
Tauchen, George Eugene
4
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4
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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
Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
Saved in:
3
New testing approaches for mean-variance predictability
Fiorentini, Gabriele
;
Sentana, Enrique
-
2019
Persistent link: https://www.econbiz.de/10012025064
Saved in:
4
Volatility activity : specification and estimation
Todorov, Viktor
;
Tauchen, George Eugene
;
Grynkiv, Iaryna
-
2011
Persistent link: https://www.econbiz.de/10009561739
Saved in:
5
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:
6
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:
7
Realized volatility and multipower variation
Andersen, Torben
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003892558
Saved in:
8
The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique
-
1997
Persistent link: https://www.econbiz.de/10000994721
Saved in:
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