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subject:"Volatilität"
subject:"Nichtparametrisches Verfahren"
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1
Semiparametric inference for non-LAN models
Zhou, Bo
-
2017
Persistent link: https://www.econbiz.de/10011764875
Saved in:
2
Using penalized spline, generalized additive model and mixed model regression techniques to examine univariate and multivariate time series and in particular business cycles
Teuber, Timo
-
2013
Persistent link: https://www.econbiz.de/10009742063
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3
Essays on high frequency and behavioral finance
Rezania, Omid
-
2011
Persistent link: https://www.econbiz.de/10009419915
Saved in:
4
Statistics for copula-based measures of multivariate association : theory and applications to financial data
Gaißer, Sandra Caterina
-
2011
Persistent link: https://www.econbiz.de/10009125241
Saved in:
5
Forecasting high-frequency volatility shocks : an analytical real-time monitoring system
Kömm, Holger
-
2016
-
1st ed. 2016
Persistent link: https://www.econbiz.de/10011411472
Saved in:
6
Perturbation and symmetry techniques applied to finance
Taylor, Stephen
-
2010
Persistent link: https://www.econbiz.de/10010418488
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7
Model order reduction in parameter identification problems : error estimates and application to implied volatility surfaces
Schneider, Marina
-
2015
Persistent link: https://www.econbiz.de/10011532683
Saved in:
8
Estimation and testing of instrumental mean and quantile regression models
Breunig, Christoph
-
2013
Persistent link: https://www.econbiz.de/10009786643
Saved in:
9
Moment-based estimation of macroscopic dynamic models in macroeconomics and finance
Jang, Tae-Seok
-
2012
Persistent link: https://www.econbiz.de/10009658155
Saved in:
10
Confidence bands in quantile regression and generalized dynamic semiparametric factor models
Song, Song
-
2010
Persistent link: https://www.econbiz.de/10009377651
Saved in:
11
On the estimation of fractionally integrated processes
Nielsen, Frank S.
-
2009
Persistent link: https://www.econbiz.de/10003839270
Saved in:
12
Essays in the econometrics of dynamic duration models with application to tick by tick financial data
Galli, Fausto
-
2009
Persistent link: https://www.econbiz.de/10003986565
Saved in:
13
Non-parametric econometric methods for continuous-time diffusion models
Kanaya, Shin
-
2008
Persistent link: https://www.econbiz.de/10011405297
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14
Robustness of volatility estimation
Li, Yingying
-
2008
Persistent link: https://www.econbiz.de/10011573106
Saved in:
15
Selected topics on nonparametric conditional quantiles and risk theory
Cheng, Yebin
-
2007
Persistent link: https://www.econbiz.de/10003532286
Saved in:
16
Essays on volatility measurement, model combination and asset pricing
Löbb, Joachim
-
2006
Persistent link: https://www.econbiz.de/10003407931
Saved in:
17
Theoretical and practical aspects of penalized spline smoothing
Krivobokova, Tatyana
-
2006
Persistent link: https://www.econbiz.de/10003448656
Saved in:
18
Nonparametric estimation of econometric models with categorical variables
Ouyang, Desheng
-
2005
Persistent link: https://www.econbiz.de/10003973958
Saved in:
19
Empirical [gamma]-divergence : estimation and inference
Cho, Young Su
-
2005
Persistent link: https://www.econbiz.de/10002980078
Saved in:
20
Empirical likelihood in econometrics
Otsu, Taisuke
-
2004
Persistent link: https://www.econbiz.de/10003550191
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21
Three essays on modeling conditional correlation
Sheppard, Kevin
-
2004
Persistent link: https://www.econbiz.de/10003550225
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22
Identification of effects of dynamic treatments
Miquel, Ruth
-
2003
Persistent link: https://www.econbiz.de/10001834515
Saved in:
23
Essays on inference from multi-stage samples with applications to inequality measurement and on estimation of monotone index models
Bhattacharya, Debopam
-
2003
Persistent link: https://www.econbiz.de/10003385099
Saved in:
24
Kerndichte- und Kernregressionsschätzungen im Asset Management : Analyse und Prognose von Rendite- und Risikoparametern mit Hilfe nichtparametrischer Verfahren
Petersmeier, Kerstin
-
2003
-
1. Aufl.
Persistent link: https://www.econbiz.de/10012877949
Saved in:
25
Nichtparametrische und semiparametrische Schätzverfahren für die Paneldatenanalyse
König, Anja
-
2002
Persistent link: https://www.econbiz.de/10001649740
Saved in:
26
Essays on Bayesian econometrics
Radchenko, Stanislav
-
2002
Persistent link: https://www.econbiz.de/10003780474
Saved in:
27
A new binning approach for fast kernel smoothing
Scheer, Jens-Uwe
-
2001
Persistent link: https://www.econbiz.de/10001558699
Saved in:
28
Analyse von nichtparametrischen Regressionsschätzern unter minimalen Voraussetzungen
Kohler, Michael
-
2000
Persistent link: https://www.econbiz.de/10001499928
Saved in:
29
Zähldatenmodelle mit variierenden Parametern
Mayer, Jochen
-
2000
Persistent link: https://www.econbiz.de/10001461465
Saved in:
30
Nonlinear time series analysis with applications to foreign exchange rate volatility : with 29 tables
Hafner, Christian M.
-
1998
Persistent link: https://www.econbiz.de/10000965598
Saved in:
31
Nonparametric modelling of financial time series
Heid, Frank
-
1998
Persistent link: https://www.econbiz.de/10000989214
Saved in:
32
Stabilitätsüberprüfung von Geldnachfragefunktionen ausgewählter EU-Staaten : eine Darstellung und Anwendung der Flexible-Kleinste-Quadrate-Methode
Pfaff, Bernhard
-
1998
-
1. Aufl.
Persistent link: https://www.econbiz.de/10013358681
Saved in:
33
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
34
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
35
The ARCH effect : a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns
Din, Tarek Mohy el
-
1997
Persistent link: https://www.econbiz.de/10000968338
Saved in:
36
Volatilitätsprozesse mit Faktor-GARCH-Modellen : eine empirische Studie für den deutschen Aktienmarkt
Kaiser, Thomas
-
1997
Persistent link: https://www.econbiz.de/10000971500
Saved in:
37
Nonlinear long memory models with applications in finance
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10001397476
Saved in:
38
Parametrische und nichtparametrische Beschreibung von Wachstumsvorgängen
Brachmann, Klaus
-
1997
Persistent link: https://www.econbiz.de/10013360923
Saved in:
39
The role of risk in financial markets
Chou, Ray Yeutien
-
1995
Persistent link: https://www.econbiz.de/10000965178
Saved in:
40
Saddlepoint methods and nonparametric approximations for econometric models
Gatto, Riccardo
-
1994
Persistent link: https://www.econbiz.de/10003542918
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